CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 09-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2011 |
09-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0248 |
0.0024 |
0.2% |
1.0200 |
| High |
1.0245 |
1.0285 |
0.0040 |
0.4% |
1.0263 |
| Low |
1.0224 |
1.0240 |
0.0016 |
0.2% |
1.0200 |
| Close |
1.0246 |
1.0274 |
0.0028 |
0.3% |
1.0234 |
| Range |
0.0021 |
0.0045 |
0.0024 |
114.3% |
0.0063 |
| ATR |
0.0042 |
0.0042 |
0.0000 |
0.5% |
0.0000 |
| Volume |
164 |
171 |
7 |
4.3% |
298 |
|
| Daily Pivots for day following 09-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0383 |
1.0299 |
|
| R3 |
1.0356 |
1.0338 |
1.0286 |
|
| R2 |
1.0311 |
1.0311 |
1.0282 |
|
| R1 |
1.0293 |
1.0293 |
1.0278 |
1.0302 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0271 |
| S1 |
1.0248 |
1.0248 |
1.0270 |
1.0257 |
| S2 |
1.0221 |
1.0221 |
1.0266 |
|
| S3 |
1.0176 |
1.0203 |
1.0262 |
|
| S4 |
1.0131 |
1.0158 |
1.0249 |
|
|
| 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 |
1.0285 |
1.0210 |
0.0075 |
0.7% |
0.0034 |
0.3% |
85% |
True |
False |
106 |
| 10 |
1.0285 |
1.0113 |
0.0172 |
1.7% |
0.0033 |
0.3% |
94% |
True |
False |
77 |
| 20 |
1.0285 |
0.9990 |
0.0295 |
2.9% |
0.0031 |
0.3% |
96% |
True |
False |
49 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0024 |
0.2% |
97% |
True |
False |
39 |
| 60 |
1.0285 |
0.9740 |
0.0545 |
5.3% |
0.0023 |
0.2% |
98% |
True |
False |
35 |
| 80 |
1.0285 |
0.9664 |
0.0621 |
6.0% |
0.0021 |
0.2% |
98% |
True |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0476 |
|
2.618 |
1.0403 |
|
1.618 |
1.0358 |
|
1.000 |
1.0330 |
|
0.618 |
1.0313 |
|
HIGH |
1.0285 |
|
0.618 |
1.0268 |
|
0.500 |
1.0263 |
|
0.382 |
1.0257 |
|
LOW |
1.0240 |
|
0.618 |
1.0212 |
|
1.000 |
1.0195 |
|
1.618 |
1.0167 |
|
2.618 |
1.0122 |
|
4.250 |
1.0049 |
|
|
| Fisher Pivots for day following 09-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0270 |
1.0266 |
| PP |
1.0266 |
1.0258 |
| S1 |
1.0263 |
1.0250 |
|