CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
1.0117 |
0.0097 |
1.0% |
1.0092 |
| High |
1.0022 |
1.0130 |
0.0108 |
1.1% |
1.0128 |
| Low |
1.0017 |
1.0113 |
0.0096 |
1.0% |
1.0045 |
| Close |
1.0048 |
1.0116 |
0.0068 |
0.7% |
1.0080 |
| Range |
0.0005 |
0.0017 |
0.0012 |
240.0% |
0.0083 |
| ATR |
0.0041 |
0.0044 |
0.0003 |
7.2% |
0.0000 |
| Volume |
73 |
26 |
-47 |
-64.4% |
65 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0171 |
1.0160 |
1.0125 |
|
| R3 |
1.0154 |
1.0143 |
1.0121 |
|
| R2 |
1.0137 |
1.0137 |
1.0119 |
|
| R1 |
1.0126 |
1.0126 |
1.0118 |
1.0123 |
| PP |
1.0120 |
1.0120 |
1.0120 |
1.0118 |
| S1 |
1.0109 |
1.0109 |
1.0114 |
1.0106 |
| S2 |
1.0103 |
1.0103 |
1.0113 |
|
| S3 |
1.0086 |
1.0092 |
1.0111 |
|
| S4 |
1.0069 |
1.0075 |
1.0107 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0290 |
1.0126 |
|
| R3 |
1.0250 |
1.0207 |
1.0103 |
|
| R2 |
1.0167 |
1.0167 |
1.0095 |
|
| R1 |
1.0124 |
1.0124 |
1.0088 |
1.0104 |
| PP |
1.0084 |
1.0084 |
1.0084 |
1.0075 |
| S1 |
1.0041 |
1.0041 |
1.0072 |
1.0021 |
| S2 |
1.0001 |
1.0001 |
1.0065 |
|
| S3 |
0.9918 |
0.9958 |
1.0057 |
|
| S4 |
0.9835 |
0.9875 |
1.0034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0130 |
1.0017 |
0.0113 |
1.1% |
0.0029 |
0.3% |
88% |
True |
False |
25 |
| 10 |
1.0130 |
0.9990 |
0.0140 |
1.4% |
0.0027 |
0.3% |
90% |
True |
False |
22 |
| 20 |
1.0130 |
0.9908 |
0.0222 |
2.2% |
0.0025 |
0.2% |
94% |
True |
False |
28 |
| 40 |
1.0130 |
0.9908 |
0.0222 |
2.2% |
0.0020 |
0.2% |
94% |
True |
False |
24 |
| 60 |
1.0130 |
0.9676 |
0.0454 |
4.5% |
0.0020 |
0.2% |
97% |
True |
False |
29 |
| 80 |
1.0130 |
0.9664 |
0.0466 |
4.6% |
0.0019 |
0.2% |
97% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0202 |
|
2.618 |
1.0175 |
|
1.618 |
1.0158 |
|
1.000 |
1.0147 |
|
0.618 |
1.0141 |
|
HIGH |
1.0130 |
|
0.618 |
1.0124 |
|
0.500 |
1.0122 |
|
0.382 |
1.0119 |
|
LOW |
1.0113 |
|
0.618 |
1.0102 |
|
1.000 |
1.0096 |
|
1.618 |
1.0085 |
|
2.618 |
1.0068 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0102 |
| PP |
1.0120 |
1.0088 |
| S1 |
1.0118 |
1.0074 |
|