CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0174 |
1.0224 |
0.0050 |
0.5% |
1.0130 |
| High |
1.0259 |
1.0246 |
-0.0013 |
-0.1% |
1.0259 |
| Low |
1.0161 |
1.0158 |
-0.0003 |
0.0% |
1.0128 |
| Close |
1.0223 |
1.0174 |
-0.0049 |
-0.5% |
1.0174 |
| Range |
0.0098 |
0.0088 |
-0.0010 |
-10.2% |
0.0131 |
| ATR |
0.0085 |
0.0086 |
0.0000 |
0.2% |
0.0000 |
| Volume |
87,439 |
66,443 |
-20,996 |
-24.0% |
349,770 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0457 |
1.0403 |
1.0222 |
|
| R3 |
1.0369 |
1.0315 |
1.0198 |
|
| R2 |
1.0281 |
1.0281 |
1.0190 |
|
| R1 |
1.0227 |
1.0227 |
1.0182 |
1.0210 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0184 |
| S1 |
1.0139 |
1.0139 |
1.0166 |
1.0122 |
| S2 |
1.0105 |
1.0105 |
1.0158 |
|
| S3 |
1.0017 |
1.0051 |
1.0150 |
|
| S4 |
0.9929 |
0.9963 |
1.0126 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0580 |
1.0508 |
1.0246 |
|
| R3 |
1.0449 |
1.0377 |
1.0210 |
|
| R2 |
1.0318 |
1.0318 |
1.0198 |
|
| R1 |
1.0246 |
1.0246 |
1.0186 |
1.0282 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0205 |
| S1 |
1.0115 |
1.0115 |
1.0162 |
1.0151 |
| S2 |
1.0056 |
1.0056 |
1.0150 |
|
| S3 |
0.9925 |
0.9984 |
1.0138 |
|
| S4 |
0.9794 |
0.9853 |
1.0102 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0259 |
1.0128 |
0.0131 |
1.3% |
0.0084 |
0.8% |
35% |
False |
False |
69,954 |
| 10 |
1.0278 |
1.0004 |
0.0274 |
2.7% |
0.0107 |
1.0% |
62% |
False |
False |
84,938 |
| 20 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0085 |
0.8% |
54% |
False |
False |
55,784 |
| 40 |
1.0321 |
0.9918 |
0.0403 |
4.0% |
0.0077 |
0.8% |
64% |
False |
False |
28,199 |
| 60 |
1.0321 |
0.9918 |
0.0403 |
4.0% |
0.0072 |
0.7% |
64% |
False |
False |
18,870 |
| 80 |
1.0321 |
0.9750 |
0.0571 |
5.6% |
0.0069 |
0.7% |
74% |
False |
False |
14,183 |
| 100 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0065 |
0.6% |
77% |
False |
False |
11,355 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.1% |
0.0062 |
0.6% |
80% |
False |
False |
9,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0620 |
|
2.618 |
1.0476 |
|
1.618 |
1.0388 |
|
1.000 |
1.0334 |
|
0.618 |
1.0300 |
|
HIGH |
1.0246 |
|
0.618 |
1.0212 |
|
0.500 |
1.0202 |
|
0.382 |
1.0192 |
|
LOW |
1.0158 |
|
0.618 |
1.0104 |
|
1.000 |
1.0070 |
|
1.618 |
1.0016 |
|
2.618 |
0.9928 |
|
4.250 |
0.9784 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0200 |
| PP |
1.0193 |
1.0191 |
| S1 |
1.0183 |
1.0183 |
|