CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0252 |
1.0210 |
-0.0042 |
-0.4% |
1.0110 |
| High |
1.0255 |
1.0249 |
-0.0006 |
-0.1% |
1.0160 |
| Low |
1.0202 |
1.0210 |
0.0008 |
0.1% |
1.0017 |
| Close |
1.0205 |
1.0236 |
0.0031 |
0.3% |
1.0172 |
| Range |
0.0053 |
0.0039 |
-0.0014 |
-26.4% |
0.0143 |
| ATR |
0.0046 |
0.0046 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
40 |
142 |
102 |
255.0% |
123 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0331 |
1.0257 |
|
| R3 |
1.0310 |
1.0292 |
1.0247 |
|
| R2 |
1.0271 |
1.0271 |
1.0243 |
|
| R1 |
1.0253 |
1.0253 |
1.0240 |
1.0262 |
| PP |
1.0232 |
1.0232 |
1.0232 |
1.0236 |
| S1 |
1.0214 |
1.0214 |
1.0232 |
1.0223 |
| S2 |
1.0193 |
1.0193 |
1.0229 |
|
| S3 |
1.0154 |
1.0175 |
1.0225 |
|
| S4 |
1.0115 |
1.0136 |
1.0215 |
|
|
| 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 |
1.0113 |
0.0142 |
1.4% |
0.0031 |
0.3% |
87% |
False |
False |
48 |
| 10 |
1.0255 |
1.0017 |
0.0238 |
2.3% |
0.0030 |
0.3% |
92% |
False |
False |
36 |
| 20 |
1.0255 |
0.9981 |
0.0274 |
2.7% |
0.0029 |
0.3% |
93% |
False |
False |
37 |
| 40 |
1.0255 |
0.9908 |
0.0347 |
3.4% |
0.0022 |
0.2% |
95% |
False |
False |
28 |
| 60 |
1.0255 |
0.9740 |
0.0515 |
5.0% |
0.0021 |
0.2% |
96% |
False |
False |
32 |
| 80 |
1.0255 |
0.9664 |
0.0591 |
5.8% |
0.0019 |
0.2% |
97% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0415 |
|
2.618 |
1.0351 |
|
1.618 |
1.0312 |
|
1.000 |
1.0288 |
|
0.618 |
1.0273 |
|
HIGH |
1.0249 |
|
0.618 |
1.0234 |
|
0.500 |
1.0230 |
|
0.382 |
1.0225 |
|
LOW |
1.0210 |
|
0.618 |
1.0186 |
|
1.000 |
1.0171 |
|
1.618 |
1.0147 |
|
2.618 |
1.0108 |
|
4.250 |
1.0044 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0233 |
| PP |
1.0232 |
1.0230 |
| S1 |
1.0230 |
1.0228 |
|