CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 01-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2011 |
01-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0252 |
0.0052 |
0.5% |
1.0110 |
| High |
1.0240 |
1.0255 |
0.0015 |
0.1% |
1.0160 |
| Low |
1.0200 |
1.0202 |
0.0002 |
0.0% |
1.0017 |
| Close |
1.0242 |
1.0205 |
-0.0037 |
-0.4% |
1.0172 |
| Range |
0.0040 |
0.0053 |
0.0013 |
32.5% |
0.0143 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
1.2% |
0.0000 |
| Volume |
20 |
40 |
20 |
100.0% |
123 |
|
| Daily Pivots for day following 01-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0380 |
1.0345 |
1.0234 |
|
| R3 |
1.0327 |
1.0292 |
1.0220 |
|
| R2 |
1.0274 |
1.0274 |
1.0215 |
|
| R1 |
1.0239 |
1.0239 |
1.0210 |
1.0230 |
| PP |
1.0221 |
1.0221 |
1.0221 |
1.0216 |
| S1 |
1.0186 |
1.0186 |
1.0200 |
1.0177 |
| S2 |
1.0168 |
1.0168 |
1.0195 |
|
| S3 |
1.0115 |
1.0133 |
1.0190 |
|
| S4 |
1.0062 |
1.0080 |
1.0176 |
|
|
| 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 |
1.0255 |
1.0017 |
0.0238 |
2.3% |
0.0025 |
0.2% |
79% |
True |
False |
34 |
| 10 |
1.0255 |
1.0017 |
0.0238 |
2.3% |
0.0029 |
0.3% |
79% |
True |
False |
23 |
| 20 |
1.0255 |
0.9981 |
0.0274 |
2.7% |
0.0028 |
0.3% |
82% |
True |
False |
30 |
| 40 |
1.0255 |
0.9908 |
0.0347 |
3.4% |
0.0021 |
0.2% |
86% |
True |
False |
25 |
| 60 |
1.0255 |
0.9740 |
0.0515 |
5.0% |
0.0021 |
0.2% |
90% |
True |
False |
30 |
| 80 |
1.0255 |
0.9664 |
0.0591 |
5.8% |
0.0019 |
0.2% |
92% |
True |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0480 |
|
2.618 |
1.0394 |
|
1.618 |
1.0341 |
|
1.000 |
1.0308 |
|
0.618 |
1.0288 |
|
HIGH |
1.0255 |
|
0.618 |
1.0235 |
|
0.500 |
1.0229 |
|
0.382 |
1.0222 |
|
LOW |
1.0202 |
|
0.618 |
1.0169 |
|
1.000 |
1.0149 |
|
1.618 |
1.0116 |
|
2.618 |
1.0063 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 01-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0229 |
1.0205 |
| PP |
1.0221 |
1.0204 |
| S1 |
1.0213 |
1.0204 |
|