CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 23-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0182 |
-0.0018 |
-0.2% |
1.0253 |
| High |
1.0240 |
1.0194 |
-0.0046 |
-0.4% |
1.0278 |
| Low |
1.0166 |
1.0141 |
-0.0025 |
-0.2% |
1.0004 |
| Close |
1.0193 |
1.0180 |
-0.0013 |
-0.1% |
1.0123 |
| Range |
0.0074 |
0.0053 |
-0.0021 |
-28.4% |
0.0274 |
| ATR |
0.0087 |
0.0084 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
67,134 |
64,892 |
-2,242 |
-3.3% |
499,615 |
|
| Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0308 |
1.0209 |
|
| R3 |
1.0278 |
1.0255 |
1.0195 |
|
| R2 |
1.0225 |
1.0225 |
1.0190 |
|
| R1 |
1.0202 |
1.0202 |
1.0185 |
1.0187 |
| PP |
1.0172 |
1.0172 |
1.0172 |
1.0164 |
| S1 |
1.0149 |
1.0149 |
1.0175 |
1.0134 |
| S2 |
1.0119 |
1.0119 |
1.0170 |
|
| S3 |
1.0066 |
1.0096 |
1.0165 |
|
| S4 |
1.0013 |
1.0043 |
1.0151 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0814 |
1.0274 |
|
| R3 |
1.0683 |
1.0540 |
1.0198 |
|
| R2 |
1.0409 |
1.0409 |
1.0173 |
|
| R1 |
1.0266 |
1.0266 |
1.0148 |
1.0201 |
| PP |
1.0135 |
1.0135 |
1.0135 |
1.0102 |
| S1 |
0.9992 |
0.9992 |
1.0098 |
0.9927 |
| S2 |
0.9861 |
0.9861 |
1.0073 |
|
| S3 |
0.9587 |
0.9718 |
1.0048 |
|
| S4 |
0.9313 |
0.9444 |
0.9972 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0240 |
1.0042 |
0.0198 |
1.9% |
0.0083 |
0.8% |
70% |
False |
False |
70,250 |
| 10 |
1.0305 |
1.0004 |
0.0301 |
3.0% |
0.0107 |
1.1% |
58% |
False |
False |
84,814 |
| 20 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0084 |
0.8% |
56% |
False |
False |
48,347 |
| 40 |
1.0321 |
0.9918 |
0.0403 |
4.0% |
0.0075 |
0.7% |
65% |
False |
False |
24,362 |
| 60 |
1.0321 |
0.9900 |
0.0421 |
4.1% |
0.0072 |
0.7% |
67% |
False |
False |
16,310 |
| 80 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0068 |
0.7% |
78% |
False |
False |
12,260 |
| 100 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0064 |
0.6% |
78% |
False |
False |
9,818 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.1% |
0.0060 |
0.6% |
80% |
False |
False |
8,187 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0419 |
|
2.618 |
1.0333 |
|
1.618 |
1.0280 |
|
1.000 |
1.0247 |
|
0.618 |
1.0227 |
|
HIGH |
1.0194 |
|
0.618 |
1.0174 |
|
0.500 |
1.0168 |
|
0.382 |
1.0161 |
|
LOW |
1.0141 |
|
0.618 |
1.0108 |
|
1.000 |
1.0088 |
|
1.618 |
1.0055 |
|
2.618 |
1.0002 |
|
4.250 |
0.9916 |
|
|
| Fisher Pivots for day following 23-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0176 |
1.0184 |
| PP |
1.0172 |
1.0183 |
| S1 |
1.0168 |
1.0181 |
|