CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0155 |
1.0200 |
0.0045 |
0.4% |
1.0110 |
| High |
1.0160 |
1.0240 |
0.0080 |
0.8% |
1.0160 |
| Low |
1.0152 |
1.0200 |
0.0048 |
0.5% |
1.0017 |
| Close |
1.0172 |
1.0242 |
0.0070 |
0.7% |
1.0172 |
| Range |
0.0008 |
0.0040 |
0.0032 |
400.0% |
0.0143 |
| ATR |
0.0044 |
0.0045 |
0.0002 |
4.0% |
0.0000 |
| Volume |
14 |
20 |
6 |
42.9% |
123 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0335 |
1.0264 |
|
| R3 |
1.0307 |
1.0295 |
1.0253 |
|
| R2 |
1.0267 |
1.0267 |
1.0249 |
|
| R1 |
1.0255 |
1.0255 |
1.0246 |
1.0261 |
| PP |
1.0227 |
1.0227 |
1.0227 |
1.0231 |
| S1 |
1.0215 |
1.0215 |
1.0238 |
1.0221 |
| S2 |
1.0187 |
1.0187 |
1.0235 |
|
| S3 |
1.0147 |
1.0175 |
1.0231 |
|
| S4 |
1.0107 |
1.0135 |
1.0220 |
|
|
| 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 |
1.0240 |
1.0017 |
0.0223 |
2.2% |
0.0029 |
0.3% |
101% |
True |
False |
28 |
| 10 |
1.0240 |
1.0017 |
0.0223 |
2.2% |
0.0027 |
0.3% |
101% |
True |
False |
20 |
| 20 |
1.0240 |
0.9908 |
0.0332 |
3.2% |
0.0027 |
0.3% |
101% |
True |
False |
28 |
| 40 |
1.0240 |
0.9908 |
0.0332 |
3.2% |
0.0020 |
0.2% |
101% |
True |
False |
24 |
| 60 |
1.0240 |
0.9740 |
0.0500 |
4.9% |
0.0021 |
0.2% |
100% |
True |
False |
29 |
| 80 |
1.0240 |
0.9664 |
0.0576 |
5.6% |
0.0019 |
0.2% |
100% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0410 |
|
2.618 |
1.0345 |
|
1.618 |
1.0305 |
|
1.000 |
1.0280 |
|
0.618 |
1.0265 |
|
HIGH |
1.0240 |
|
0.618 |
1.0225 |
|
0.500 |
1.0220 |
|
0.382 |
1.0215 |
|
LOW |
1.0200 |
|
0.618 |
1.0175 |
|
1.000 |
1.0160 |
|
1.618 |
1.0135 |
|
2.618 |
1.0095 |
|
4.250 |
1.0030 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0235 |
1.0220 |
| PP |
1.0227 |
1.0198 |
| S1 |
1.0220 |
1.0177 |
|