CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0117 |
1.0155 |
0.0038 |
0.4% |
1.0110 |
| High |
1.0130 |
1.0160 |
0.0030 |
0.3% |
1.0160 |
| Low |
1.0113 |
1.0152 |
0.0039 |
0.4% |
1.0017 |
| Close |
1.0116 |
1.0172 |
0.0056 |
0.6% |
1.0172 |
| Range |
0.0017 |
0.0008 |
-0.0009 |
-52.9% |
0.0143 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.1% |
0.0000 |
| Volume |
26 |
14 |
-12 |
-46.2% |
123 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0185 |
1.0187 |
1.0176 |
|
| R3 |
1.0177 |
1.0179 |
1.0174 |
|
| R2 |
1.0169 |
1.0169 |
1.0173 |
|
| R1 |
1.0171 |
1.0171 |
1.0173 |
1.0170 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0161 |
| S1 |
1.0163 |
1.0163 |
1.0171 |
1.0162 |
| S2 |
1.0153 |
1.0153 |
1.0171 |
|
| S3 |
1.0145 |
1.0155 |
1.0170 |
|
| S4 |
1.0137 |
1.0147 |
1.0168 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0502 |
1.0251 |
|
| R3 |
1.0402 |
1.0359 |
1.0211 |
|
| R2 |
1.0259 |
1.0259 |
1.0198 |
|
| R1 |
1.0216 |
1.0216 |
1.0185 |
1.0238 |
| PP |
1.0116 |
1.0116 |
1.0116 |
1.0127 |
| S1 |
1.0073 |
1.0073 |
1.0159 |
1.0095 |
| S2 |
0.9973 |
0.9973 |
1.0146 |
|
| S3 |
0.9830 |
0.9930 |
1.0133 |
|
| S4 |
0.9687 |
0.9787 |
1.0093 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0160 |
1.0017 |
0.0143 |
1.4% |
0.0029 |
0.3% |
108% |
True |
False |
27 |
| 10 |
1.0160 |
1.0015 |
0.0145 |
1.4% |
0.0027 |
0.3% |
108% |
True |
False |
19 |
| 20 |
1.0160 |
0.9908 |
0.0252 |
2.5% |
0.0025 |
0.2% |
105% |
True |
False |
27 |
| 40 |
1.0160 |
0.9908 |
0.0252 |
2.5% |
0.0020 |
0.2% |
105% |
True |
False |
24 |
| 60 |
1.0160 |
0.9740 |
0.0420 |
4.1% |
0.0020 |
0.2% |
103% |
True |
False |
29 |
| 80 |
1.0160 |
0.9664 |
0.0496 |
4.9% |
0.0018 |
0.2% |
102% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0194 |
|
2.618 |
1.0181 |
|
1.618 |
1.0173 |
|
1.000 |
1.0168 |
|
0.618 |
1.0165 |
|
HIGH |
1.0160 |
|
0.618 |
1.0157 |
|
0.500 |
1.0156 |
|
0.382 |
1.0155 |
|
LOW |
1.0152 |
|
0.618 |
1.0147 |
|
1.000 |
1.0144 |
|
1.618 |
1.0139 |
|
2.618 |
1.0131 |
|
4.250 |
1.0118 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0167 |
1.0144 |
| PP |
1.0161 |
1.0116 |
| S1 |
1.0156 |
1.0089 |
|