CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0125 |
0.0070 |
0.7% |
1.0244 |
| High |
1.0123 |
1.0155 |
0.0032 |
0.3% |
1.0244 |
| Low |
1.0035 |
1.0100 |
0.0065 |
0.6% |
0.9985 |
| Close |
1.0087 |
1.0099 |
0.0012 |
0.1% |
1.0099 |
| Range |
0.0088 |
0.0055 |
-0.0033 |
-37.5% |
0.0259 |
| ATR |
0.0070 |
0.0069 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
170 |
99 |
-71 |
-41.8% |
882 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0283 |
1.0246 |
1.0129 |
|
| R3 |
1.0228 |
1.0191 |
1.0114 |
|
| R2 |
1.0173 |
1.0173 |
1.0109 |
|
| R1 |
1.0136 |
1.0136 |
1.0104 |
1.0127 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0114 |
| S1 |
1.0081 |
1.0081 |
1.0094 |
1.0072 |
| S2 |
1.0063 |
1.0063 |
1.0089 |
|
| S3 |
1.0008 |
1.0026 |
1.0084 |
|
| S4 |
0.9953 |
0.9971 |
1.0069 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0752 |
1.0241 |
|
| R3 |
1.0627 |
1.0493 |
1.0170 |
|
| R2 |
1.0368 |
1.0368 |
1.0146 |
|
| R1 |
1.0234 |
1.0234 |
1.0123 |
1.0172 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0078 |
| S1 |
0.9975 |
0.9975 |
1.0075 |
0.9913 |
| S2 |
0.9850 |
0.9850 |
1.0052 |
|
| S3 |
0.9591 |
0.9716 |
1.0028 |
|
| S4 |
0.9332 |
0.9457 |
0.9957 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0244 |
0.9985 |
0.0259 |
2.6% |
0.0107 |
1.1% |
44% |
False |
False |
176 |
| 10 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0082 |
0.8% |
38% |
False |
False |
173 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0058 |
0.6% |
38% |
False |
False |
108 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0038 |
0.4% |
51% |
False |
False |
66 |
| 60 |
1.0285 |
0.9780 |
0.0505 |
5.0% |
0.0031 |
0.3% |
63% |
False |
False |
51 |
| 80 |
1.0285 |
0.9676 |
0.0609 |
6.0% |
0.0028 |
0.3% |
69% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0389 |
|
2.618 |
1.0299 |
|
1.618 |
1.0244 |
|
1.000 |
1.0210 |
|
0.618 |
1.0189 |
|
HIGH |
1.0155 |
|
0.618 |
1.0134 |
|
0.500 |
1.0128 |
|
0.382 |
1.0121 |
|
LOW |
1.0100 |
|
0.618 |
1.0066 |
|
1.000 |
1.0045 |
|
1.618 |
1.0011 |
|
2.618 |
0.9956 |
|
4.250 |
0.9866 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0128 |
1.0091 |
| PP |
1.0118 |
1.0082 |
| S1 |
1.0109 |
1.0074 |
|