CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 25-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Mar-2011 |
25-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0171 |
1.0204 |
0.0033 |
0.3% |
1.0140 |
| High |
1.0232 |
1.0208 |
-0.0024 |
-0.2% |
1.0232 |
| Low |
1.0171 |
1.0137 |
-0.0034 |
-0.3% |
1.0121 |
| Close |
1.0199 |
1.0150 |
-0.0049 |
-0.5% |
1.0150 |
| Range |
0.0061 |
0.0071 |
0.0010 |
16.4% |
0.0111 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
0.1% |
0.0000 |
| Volume |
69 |
120 |
51 |
73.9% |
415 |
|
| Daily Pivots for day following 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0378 |
1.0335 |
1.0189 |
|
| R3 |
1.0307 |
1.0264 |
1.0170 |
|
| R2 |
1.0236 |
1.0236 |
1.0163 |
|
| R1 |
1.0193 |
1.0193 |
1.0157 |
1.0179 |
| PP |
1.0165 |
1.0165 |
1.0165 |
1.0158 |
| S1 |
1.0122 |
1.0122 |
1.0143 |
1.0108 |
| S2 |
1.0094 |
1.0094 |
1.0137 |
|
| S3 |
1.0023 |
1.0051 |
1.0130 |
|
| S4 |
0.9952 |
0.9980 |
1.0111 |
|
|
| Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0436 |
1.0211 |
|
| R3 |
1.0390 |
1.0325 |
1.0181 |
|
| R2 |
1.0279 |
1.0279 |
1.0170 |
|
| R1 |
1.0214 |
1.0214 |
1.0160 |
1.0247 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0184 |
| S1 |
1.0103 |
1.0103 |
1.0140 |
1.0136 |
| S2 |
1.0057 |
1.0057 |
1.0130 |
|
| S3 |
0.9946 |
0.9992 |
1.0119 |
|
| S4 |
0.9835 |
0.9881 |
1.0089 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0232 |
1.0121 |
0.0111 |
1.1% |
0.0062 |
0.6% |
26% |
False |
False |
83 |
| 10 |
1.0244 |
0.9985 |
0.0259 |
2.6% |
0.0085 |
0.8% |
64% |
False |
False |
129 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
3.0% |
0.0066 |
0.7% |
55% |
False |
False |
122 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0046 |
0.4% |
64% |
False |
False |
75 |
| 60 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0035 |
0.3% |
64% |
False |
False |
57 |
| 80 |
1.0285 |
0.9740 |
0.0545 |
5.4% |
0.0032 |
0.3% |
75% |
False |
False |
52 |
| 100 |
1.0285 |
0.9664 |
0.0621 |
6.1% |
0.0028 |
0.3% |
78% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0510 |
|
2.618 |
1.0394 |
|
1.618 |
1.0323 |
|
1.000 |
1.0279 |
|
0.618 |
1.0252 |
|
HIGH |
1.0208 |
|
0.618 |
1.0181 |
|
0.500 |
1.0173 |
|
0.382 |
1.0164 |
|
LOW |
1.0137 |
|
0.618 |
1.0093 |
|
1.000 |
1.0066 |
|
1.618 |
1.0022 |
|
2.618 |
0.9951 |
|
4.250 |
0.9835 |
|
|
| Fisher Pivots for day following 25-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0173 |
1.0177 |
| PP |
1.0165 |
1.0168 |
| S1 |
1.0158 |
1.0159 |
|