CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0140 |
1.0212 |
0.0072 |
0.7% |
1.0244 |
| High |
1.0210 |
1.0212 |
0.0002 |
0.0% |
1.0244 |
| Low |
1.0140 |
1.0150 |
0.0010 |
0.1% |
0.9985 |
| Close |
1.0177 |
1.0168 |
-0.0009 |
-0.1% |
1.0099 |
| Range |
0.0070 |
0.0062 |
-0.0008 |
-11.4% |
0.0259 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
68 |
60 |
-8 |
-11.8% |
882 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0327 |
1.0202 |
|
| R3 |
1.0301 |
1.0265 |
1.0185 |
|
| R2 |
1.0239 |
1.0239 |
1.0179 |
|
| R1 |
1.0203 |
1.0203 |
1.0174 |
1.0190 |
| PP |
1.0177 |
1.0177 |
1.0177 |
1.0170 |
| S1 |
1.0141 |
1.0141 |
1.0162 |
1.0128 |
| S2 |
1.0115 |
1.0115 |
1.0157 |
|
| S3 |
1.0053 |
1.0079 |
1.0151 |
|
| S4 |
0.9991 |
1.0017 |
1.0134 |
|
|
| 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 |
1.0212 |
0.9993 |
0.0219 |
2.2% |
0.0087 |
0.9% |
80% |
True |
False |
176 |
| 10 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0089 |
0.9% |
61% |
False |
False |
160 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0059 |
0.6% |
61% |
False |
False |
113 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0042 |
0.4% |
69% |
False |
False |
69 |
| 60 |
1.0285 |
0.9861 |
0.0424 |
4.2% |
0.0032 |
0.3% |
72% |
False |
False |
52 |
| 80 |
1.0285 |
0.9676 |
0.0609 |
6.0% |
0.0029 |
0.3% |
81% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0476 |
|
2.618 |
1.0374 |
|
1.618 |
1.0312 |
|
1.000 |
1.0274 |
|
0.618 |
1.0250 |
|
HIGH |
1.0212 |
|
0.618 |
1.0188 |
|
0.500 |
1.0181 |
|
0.382 |
1.0174 |
|
LOW |
1.0150 |
|
0.618 |
1.0112 |
|
1.000 |
1.0088 |
|
1.618 |
1.0050 |
|
2.618 |
0.9988 |
|
4.250 |
0.9887 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0164 |
| PP |
1.0177 |
1.0160 |
| S1 |
1.0172 |
1.0156 |
|