CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0175 |
1.0130 |
-0.0045 |
-0.4% |
1.0262 |
| High |
1.0175 |
1.0153 |
-0.0022 |
-0.2% |
1.0285 |
| Low |
0.9985 |
0.9993 |
0.0008 |
0.1% |
1.0160 |
| Close |
1.0139 |
1.0039 |
-0.0100 |
-1.0% |
1.0233 |
| Range |
0.0190 |
0.0160 |
-0.0030 |
-15.8% |
0.0125 |
| ATR |
0.0061 |
0.0068 |
0.0007 |
11.6% |
0.0000 |
| Volume |
25 |
486 |
461 |
1,844.0% |
855 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0450 |
1.0127 |
|
| R3 |
1.0382 |
1.0290 |
1.0083 |
|
| R2 |
1.0222 |
1.0222 |
1.0068 |
|
| R1 |
1.0130 |
1.0130 |
1.0054 |
1.0096 |
| PP |
1.0062 |
1.0062 |
1.0062 |
1.0045 |
| S1 |
0.9970 |
0.9970 |
1.0024 |
0.9936 |
| S2 |
0.9902 |
0.9902 |
1.0010 |
|
| S3 |
0.9742 |
0.9810 |
0.9995 |
|
| S4 |
0.9582 |
0.9650 |
0.9951 |
|
|
| 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 |
1.0269 |
0.9985 |
0.0284 |
2.8% |
0.0113 |
1.1% |
19% |
False |
False |
206 |
| 10 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0074 |
0.7% |
18% |
False |
False |
156 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0052 |
0.5% |
18% |
False |
False |
96 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.8% |
0.0037 |
0.4% |
35% |
False |
False |
64 |
| 60 |
1.0285 |
0.9740 |
0.0545 |
5.4% |
0.0030 |
0.3% |
55% |
False |
False |
47 |
| 80 |
1.0285 |
0.9676 |
0.0609 |
6.1% |
0.0026 |
0.3% |
60% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0833 |
|
2.618 |
1.0572 |
|
1.618 |
1.0412 |
|
1.000 |
1.0313 |
|
0.618 |
1.0252 |
|
HIGH |
1.0153 |
|
0.618 |
1.0092 |
|
0.500 |
1.0073 |
|
0.382 |
1.0054 |
|
LOW |
0.9993 |
|
0.618 |
0.9894 |
|
1.000 |
0.9833 |
|
1.618 |
0.9734 |
|
2.618 |
0.9574 |
|
4.250 |
0.9313 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0073 |
1.0115 |
| PP |
1.0062 |
1.0089 |
| S1 |
1.0050 |
1.0064 |
|