CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0055 |
-0.0075 |
-0.7% |
1.0262 |
| High |
1.0153 |
1.0123 |
-0.0030 |
-0.3% |
1.0285 |
| Low |
0.9993 |
1.0035 |
0.0042 |
0.4% |
1.0160 |
| Close |
1.0039 |
1.0087 |
0.0048 |
0.5% |
1.0233 |
| Range |
0.0160 |
0.0088 |
-0.0072 |
-45.0% |
0.0125 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
2.1% |
0.0000 |
| Volume |
486 |
170 |
-316 |
-65.0% |
855 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0304 |
1.0135 |
|
| R3 |
1.0258 |
1.0216 |
1.0111 |
|
| R2 |
1.0170 |
1.0170 |
1.0103 |
|
| R1 |
1.0128 |
1.0128 |
1.0095 |
1.0149 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0092 |
| S1 |
1.0040 |
1.0040 |
1.0079 |
1.0061 |
| S2 |
0.9994 |
0.9994 |
1.0071 |
|
| S3 |
0.9906 |
0.9952 |
1.0063 |
|
| S4 |
0.9818 |
0.9864 |
1.0039 |
|
|
| 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 |
1.0255 |
0.9985 |
0.0270 |
2.7% |
0.0115 |
1.1% |
38% |
False |
False |
211 |
| 10 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0080 |
0.8% |
34% |
False |
False |
165 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0056 |
0.6% |
34% |
False |
False |
103 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0038 |
0.4% |
47% |
False |
False |
66 |
| 60 |
1.0285 |
0.9755 |
0.0530 |
5.3% |
0.0030 |
0.3% |
63% |
False |
False |
50 |
| 80 |
1.0285 |
0.9676 |
0.0609 |
6.0% |
0.0027 |
0.3% |
67% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0497 |
|
2.618 |
1.0353 |
|
1.618 |
1.0265 |
|
1.000 |
1.0211 |
|
0.618 |
1.0177 |
|
HIGH |
1.0123 |
|
0.618 |
1.0089 |
|
0.500 |
1.0079 |
|
0.382 |
1.0069 |
|
LOW |
1.0035 |
|
0.618 |
0.9981 |
|
1.000 |
0.9947 |
|
1.618 |
0.9893 |
|
2.618 |
0.9805 |
|
4.250 |
0.9661 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0084 |
1.0085 |
| PP |
1.0082 |
1.0082 |
| S1 |
1.0079 |
1.0080 |
|