CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0173 |
-0.0051 |
-0.5% |
1.0130 |
| High |
1.0246 |
1.0249 |
0.0003 |
0.0% |
1.0259 |
| Low |
1.0158 |
1.0161 |
0.0003 |
0.0% |
1.0128 |
| Close |
1.0174 |
1.0229 |
0.0055 |
0.5% |
1.0174 |
| Range |
0.0088 |
0.0088 |
0.0000 |
0.0% |
0.0131 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
0.2% |
0.0000 |
| Volume |
66,443 |
54,456 |
-11,987 |
-18.0% |
349,770 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0477 |
1.0441 |
1.0277 |
|
| R3 |
1.0389 |
1.0353 |
1.0253 |
|
| R2 |
1.0301 |
1.0301 |
1.0245 |
|
| R1 |
1.0265 |
1.0265 |
1.0237 |
1.0283 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0222 |
| S1 |
1.0177 |
1.0177 |
1.0221 |
1.0195 |
| S2 |
1.0125 |
1.0125 |
1.0213 |
|
| S3 |
1.0037 |
1.0089 |
1.0205 |
|
| S4 |
0.9949 |
1.0001 |
1.0181 |
|
|
| 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 |
1.0141 |
0.0118 |
1.2% |
0.0080 |
0.8% |
75% |
False |
False |
68,072 |
| 10 |
1.0259 |
1.0004 |
0.0255 |
2.5% |
0.0110 |
1.1% |
88% |
False |
False |
84,603 |
| 20 |
1.0321 |
1.0004 |
0.0317 |
3.1% |
0.0086 |
0.8% |
71% |
False |
False |
58,449 |
| 40 |
1.0321 |
0.9918 |
0.0403 |
3.9% |
0.0078 |
0.8% |
77% |
False |
False |
29,557 |
| 60 |
1.0321 |
0.9918 |
0.0403 |
3.9% |
0.0073 |
0.7% |
77% |
False |
False |
19,775 |
| 80 |
1.0321 |
0.9754 |
0.0567 |
5.5% |
0.0070 |
0.7% |
84% |
False |
False |
14,860 |
| 100 |
1.0321 |
0.9677 |
0.0644 |
6.3% |
0.0066 |
0.6% |
86% |
False |
False |
11,900 |
| 120 |
1.0321 |
0.9600 |
0.0721 |
7.0% |
0.0062 |
0.6% |
87% |
False |
False |
9,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0623 |
|
2.618 |
1.0479 |
|
1.618 |
1.0391 |
|
1.000 |
1.0337 |
|
0.618 |
1.0303 |
|
HIGH |
1.0249 |
|
0.618 |
1.0215 |
|
0.500 |
1.0205 |
|
0.382 |
1.0195 |
|
LOW |
1.0161 |
|
0.618 |
1.0107 |
|
1.000 |
1.0073 |
|
1.618 |
1.0019 |
|
2.618 |
0.9931 |
|
4.250 |
0.9787 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0221 |
1.0222 |
| PP |
1.0213 |
1.0215 |
| S1 |
1.0205 |
1.0209 |
|