CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0232 |
1.0262 |
0.0030 |
0.3% |
1.0200 |
| High |
1.0263 |
1.0262 |
-0.0001 |
0.0% |
1.0263 |
| Low |
1.0231 |
1.0215 |
-0.0016 |
-0.2% |
1.0200 |
| Close |
1.0234 |
1.0229 |
-0.0005 |
0.0% |
1.0234 |
| Range |
0.0032 |
0.0047 |
0.0015 |
46.9% |
0.0063 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
0.6% |
0.0000 |
| Volume |
18 |
100 |
82 |
455.6% |
298 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0376 |
1.0350 |
1.0255 |
|
| R3 |
1.0329 |
1.0303 |
1.0242 |
|
| R2 |
1.0282 |
1.0282 |
1.0238 |
|
| R1 |
1.0256 |
1.0256 |
1.0233 |
1.0246 |
| PP |
1.0235 |
1.0235 |
1.0235 |
1.0230 |
| S1 |
1.0209 |
1.0209 |
1.0225 |
1.0199 |
| S2 |
1.0188 |
1.0188 |
1.0220 |
|
| S3 |
1.0141 |
1.0162 |
1.0216 |
|
| S4 |
1.0094 |
1.0115 |
1.0203 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0421 |
1.0391 |
1.0269 |
|
| R3 |
1.0358 |
1.0328 |
1.0251 |
|
| R2 |
1.0295 |
1.0295 |
1.0246 |
|
| R1 |
1.0265 |
1.0265 |
1.0240 |
1.0280 |
| PP |
1.0232 |
1.0232 |
1.0232 |
1.0240 |
| S1 |
1.0202 |
1.0202 |
1.0228 |
1.0217 |
| S2 |
1.0169 |
1.0169 |
1.0222 |
|
| S3 |
1.0106 |
1.0139 |
1.0217 |
|
| S4 |
1.0043 |
1.0076 |
1.0199 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0263 |
1.0202 |
0.0061 |
0.6% |
0.0040 |
0.4% |
44% |
False |
False |
75 |
| 10 |
1.0263 |
1.0017 |
0.0246 |
2.4% |
0.0035 |
0.3% |
86% |
False |
False |
52 |
| 20 |
1.0263 |
0.9981 |
0.0282 |
2.8% |
0.0030 |
0.3% |
88% |
False |
False |
36 |
| 40 |
1.0263 |
0.9908 |
0.0355 |
3.5% |
0.0023 |
0.2% |
90% |
False |
False |
31 |
| 60 |
1.0263 |
0.9740 |
0.0523 |
5.1% |
0.0022 |
0.2% |
93% |
False |
False |
33 |
| 80 |
1.0263 |
0.9664 |
0.0599 |
5.9% |
0.0020 |
0.2% |
94% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0462 |
|
2.618 |
1.0385 |
|
1.618 |
1.0338 |
|
1.000 |
1.0309 |
|
0.618 |
1.0291 |
|
HIGH |
1.0262 |
|
0.618 |
1.0244 |
|
0.500 |
1.0239 |
|
0.382 |
1.0233 |
|
LOW |
1.0215 |
|
0.618 |
1.0186 |
|
1.000 |
1.0168 |
|
1.618 |
1.0139 |
|
2.618 |
1.0092 |
|
4.250 |
1.0015 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0239 |
1.0237 |
| PP |
1.0235 |
1.0234 |
| S1 |
1.0232 |
1.0232 |
|