CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 11-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Mar-2011 |
11-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0269 |
1.0195 |
-0.0074 |
-0.7% |
1.0262 |
| High |
1.0269 |
1.0255 |
-0.0014 |
-0.1% |
1.0285 |
| Low |
1.0193 |
1.0160 |
-0.0033 |
-0.3% |
1.0160 |
| Close |
1.0206 |
1.0233 |
0.0027 |
0.3% |
1.0233 |
| Range |
0.0076 |
0.0095 |
0.0019 |
25.0% |
0.0125 |
| ATR |
0.0045 |
0.0049 |
0.0004 |
7.9% |
0.0000 |
| Volume |
145 |
275 |
130 |
89.7% |
855 |
|
| Daily Pivots for day following 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0462 |
1.0285 |
|
| R3 |
1.0406 |
1.0367 |
1.0259 |
|
| R2 |
1.0311 |
1.0311 |
1.0250 |
|
| R1 |
1.0272 |
1.0272 |
1.0242 |
1.0292 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0226 |
| S1 |
1.0177 |
1.0177 |
1.0224 |
1.0197 |
| S2 |
1.0121 |
1.0121 |
1.0216 |
|
| S3 |
1.0026 |
1.0082 |
1.0207 |
|
| S4 |
0.9931 |
0.9987 |
1.0181 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0601 |
1.0542 |
1.0302 |
|
| R3 |
1.0476 |
1.0417 |
1.0267 |
|
| R2 |
1.0351 |
1.0351 |
1.0256 |
|
| R1 |
1.0292 |
1.0292 |
1.0244 |
1.0259 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0210 |
| S1 |
1.0167 |
1.0167 |
1.0222 |
1.0134 |
| S2 |
1.0101 |
1.0101 |
1.0210 |
|
| S3 |
0.9976 |
1.0042 |
1.0199 |
|
| S4 |
0.9851 |
0.9917 |
1.0164 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0285 |
1.0160 |
0.0125 |
1.2% |
0.0057 |
0.6% |
58% |
False |
True |
171 |
| 10 |
1.0285 |
1.0160 |
0.0125 |
1.2% |
0.0048 |
0.5% |
58% |
False |
True |
115 |
| 20 |
1.0285 |
1.0015 |
0.0270 |
2.6% |
0.0037 |
0.4% |
81% |
False |
False |
67 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0028 |
0.3% |
86% |
False |
False |
49 |
| 60 |
1.0285 |
0.9740 |
0.0545 |
5.3% |
0.0024 |
0.2% |
90% |
False |
False |
38 |
| 80 |
1.0285 |
0.9664 |
0.0621 |
6.1% |
0.0022 |
0.2% |
92% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0504 |
|
1.618 |
1.0409 |
|
1.000 |
1.0350 |
|
0.618 |
1.0314 |
|
HIGH |
1.0255 |
|
0.618 |
1.0219 |
|
0.500 |
1.0208 |
|
0.382 |
1.0196 |
|
LOW |
1.0160 |
|
0.618 |
1.0101 |
|
1.000 |
1.0065 |
|
1.618 |
1.0006 |
|
2.618 |
0.9911 |
|
4.250 |
0.9756 |
|
|
| Fisher Pivots for day following 11-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0225 |
1.0230 |
| PP |
1.0216 |
1.0226 |
| S1 |
1.0208 |
1.0223 |
|