CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 08-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2011 |
08-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0262 |
1.0224 |
-0.0038 |
-0.4% |
1.0200 |
| High |
1.0262 |
1.0245 |
-0.0017 |
-0.2% |
1.0263 |
| Low |
1.0215 |
1.0224 |
0.0009 |
0.1% |
1.0200 |
| Close |
1.0229 |
1.0246 |
0.0017 |
0.2% |
1.0234 |
| Range |
0.0047 |
0.0021 |
-0.0026 |
-55.3% |
0.0063 |
| ATR |
0.0044 |
0.0042 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
100 |
164 |
64 |
64.0% |
298 |
|
| Daily Pivots for day following 08-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0301 |
1.0295 |
1.0258 |
|
| R3 |
1.0280 |
1.0274 |
1.0252 |
|
| R2 |
1.0259 |
1.0259 |
1.0250 |
|
| R1 |
1.0253 |
1.0253 |
1.0248 |
1.0256 |
| PP |
1.0238 |
1.0238 |
1.0238 |
1.0240 |
| S1 |
1.0232 |
1.0232 |
1.0244 |
1.0235 |
| S2 |
1.0217 |
1.0217 |
1.0242 |
|
| S3 |
1.0196 |
1.0211 |
1.0240 |
|
| S4 |
1.0175 |
1.0190 |
1.0234 |
|
|
| 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 |
1.0210 |
0.0053 |
0.5% |
0.0033 |
0.3% |
68% |
False |
False |
100 |
| 10 |
1.0263 |
1.0017 |
0.0246 |
2.4% |
0.0029 |
0.3% |
93% |
False |
False |
67 |
| 20 |
1.0263 |
0.9981 |
0.0282 |
2.8% |
0.0031 |
0.3% |
94% |
False |
False |
41 |
| 40 |
1.0263 |
0.9908 |
0.0355 |
3.5% |
0.0023 |
0.2% |
95% |
False |
False |
35 |
| 60 |
1.0263 |
0.9740 |
0.0523 |
5.1% |
0.0022 |
0.2% |
97% |
False |
False |
33 |
| 80 |
1.0263 |
0.9664 |
0.0599 |
5.8% |
0.0020 |
0.2% |
97% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0334 |
|
2.618 |
1.0300 |
|
1.618 |
1.0279 |
|
1.000 |
1.0266 |
|
0.618 |
1.0258 |
|
HIGH |
1.0245 |
|
0.618 |
1.0237 |
|
0.500 |
1.0235 |
|
0.382 |
1.0232 |
|
LOW |
1.0224 |
|
0.618 |
1.0211 |
|
1.000 |
1.0203 |
|
1.618 |
1.0190 |
|
2.618 |
1.0169 |
|
4.250 |
1.0135 |
|
|
| Fisher Pivots for day following 08-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0242 |
1.0244 |
| PP |
1.0238 |
1.0241 |
| S1 |
1.0235 |
1.0239 |
|