CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 24-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0174 |
-0.0008 |
-0.1% |
1.0253 |
| High |
1.0194 |
1.0259 |
0.0065 |
0.6% |
1.0278 |
| Low |
1.0141 |
1.0161 |
0.0020 |
0.2% |
1.0004 |
| Close |
1.0180 |
1.0223 |
0.0043 |
0.4% |
1.0123 |
| Range |
0.0053 |
0.0098 |
0.0045 |
84.9% |
0.0274 |
| ATR |
0.0084 |
0.0085 |
0.0001 |
1.1% |
0.0000 |
| Volume |
64,892 |
87,439 |
22,547 |
34.7% |
499,615 |
|
| Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0464 |
1.0277 |
|
| R3 |
1.0410 |
1.0366 |
1.0250 |
|
| R2 |
1.0312 |
1.0312 |
1.0241 |
|
| R1 |
1.0268 |
1.0268 |
1.0232 |
1.0290 |
| PP |
1.0214 |
1.0214 |
1.0214 |
1.0226 |
| S1 |
1.0170 |
1.0170 |
1.0214 |
1.0192 |
| S2 |
1.0116 |
1.0116 |
1.0205 |
|
| S3 |
1.0018 |
1.0072 |
1.0196 |
|
| S4 |
0.9920 |
0.9974 |
1.0169 |
|
|
| 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 |
1.0259 |
1.0111 |
0.0148 |
1.4% |
0.0081 |
0.8% |
76% |
True |
False |
70,843 |
| 10 |
1.0283 |
1.0004 |
0.0279 |
2.7% |
0.0108 |
1.1% |
78% |
False |
False |
85,694 |
| 20 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0084 |
0.8% |
69% |
False |
False |
52,611 |
| 40 |
1.0321 |
0.9918 |
0.0403 |
3.9% |
0.0076 |
0.7% |
76% |
False |
False |
26,540 |
| 60 |
1.0321 |
0.9910 |
0.0411 |
4.0% |
0.0072 |
0.7% |
76% |
False |
False |
17,765 |
| 80 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0069 |
0.7% |
85% |
False |
False |
13,353 |
| 100 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0065 |
0.6% |
85% |
False |
False |
10,692 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.1% |
0.0061 |
0.6% |
86% |
False |
False |
8,916 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0676 |
|
2.618 |
1.0516 |
|
1.618 |
1.0418 |
|
1.000 |
1.0357 |
|
0.618 |
1.0320 |
|
HIGH |
1.0259 |
|
0.618 |
1.0222 |
|
0.500 |
1.0210 |
|
0.382 |
1.0198 |
|
LOW |
1.0161 |
|
0.618 |
1.0100 |
|
1.000 |
1.0063 |
|
1.618 |
1.0002 |
|
2.618 |
0.9904 |
|
4.250 |
0.9745 |
|
|
| Fisher Pivots for day following 24-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0219 |
1.0215 |
| PP |
1.0214 |
1.0208 |
| S1 |
1.0210 |
1.0200 |
|