CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0140 |
0.0015 |
0.1% |
1.0244 |
| High |
1.0155 |
1.0210 |
0.0055 |
0.5% |
1.0244 |
| Low |
1.0100 |
1.0140 |
0.0040 |
0.4% |
0.9985 |
| Close |
1.0099 |
1.0177 |
0.0078 |
0.8% |
1.0099 |
| Range |
0.0055 |
0.0070 |
0.0015 |
27.3% |
0.0259 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.3% |
0.0000 |
| Volume |
99 |
68 |
-31 |
-31.3% |
882 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0386 |
1.0351 |
1.0216 |
|
| R3 |
1.0316 |
1.0281 |
1.0196 |
|
| R2 |
1.0246 |
1.0246 |
1.0190 |
|
| R1 |
1.0211 |
1.0211 |
1.0183 |
1.0229 |
| PP |
1.0176 |
1.0176 |
1.0176 |
1.0184 |
| S1 |
1.0141 |
1.0141 |
1.0171 |
1.0159 |
| S2 |
1.0106 |
1.0106 |
1.0164 |
|
| S3 |
1.0036 |
1.0071 |
1.0158 |
|
| S4 |
0.9966 |
1.0001 |
1.0139 |
|
|
| 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 |
1.0210 |
0.9985 |
0.0225 |
2.2% |
0.0113 |
1.1% |
85% |
True |
False |
169 |
| 10 |
1.0285 |
0.9985 |
0.0300 |
2.9% |
0.0084 |
0.8% |
64% |
False |
False |
170 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
2.9% |
0.0059 |
0.6% |
64% |
False |
False |
111 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0040 |
0.4% |
71% |
False |
False |
68 |
| 60 |
1.0285 |
0.9798 |
0.0487 |
4.8% |
0.0033 |
0.3% |
78% |
False |
False |
51 |
| 80 |
1.0285 |
0.9676 |
0.0609 |
6.0% |
0.0029 |
0.3% |
82% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0508 |
|
2.618 |
1.0393 |
|
1.618 |
1.0323 |
|
1.000 |
1.0280 |
|
0.618 |
1.0253 |
|
HIGH |
1.0210 |
|
0.618 |
1.0183 |
|
0.500 |
1.0175 |
|
0.382 |
1.0167 |
|
LOW |
1.0140 |
|
0.618 |
1.0097 |
|
1.000 |
1.0070 |
|
1.618 |
1.0027 |
|
2.618 |
0.9957 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0176 |
1.0159 |
| PP |
1.0176 |
1.0141 |
| S1 |
1.0175 |
1.0123 |
|