CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 28-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0204 |
1.0187 |
-0.0017 |
-0.2% |
1.0140 |
| High |
1.0208 |
1.0218 |
0.0010 |
0.1% |
1.0232 |
| Low |
1.0137 |
1.0185 |
0.0048 |
0.5% |
1.0121 |
| Close |
1.0150 |
1.0204 |
0.0054 |
0.5% |
1.0150 |
| Range |
0.0071 |
0.0033 |
-0.0038 |
-53.5% |
0.0111 |
| ATR |
0.0070 |
0.0070 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
120 |
102 |
-18 |
-15.0% |
415 |
|
| Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0301 |
1.0286 |
1.0222 |
|
| R3 |
1.0268 |
1.0253 |
1.0213 |
|
| R2 |
1.0235 |
1.0235 |
1.0210 |
|
| R1 |
1.0220 |
1.0220 |
1.0207 |
1.0228 |
| PP |
1.0202 |
1.0202 |
1.0202 |
1.0206 |
| S1 |
1.0187 |
1.0187 |
1.0201 |
1.0195 |
| S2 |
1.0169 |
1.0169 |
1.0198 |
|
| S3 |
1.0136 |
1.0154 |
1.0195 |
|
| S4 |
1.0103 |
1.0121 |
1.0186 |
|
|
| 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% |
0.0054 |
0.5% |
75% |
False |
False |
89 |
| 10 |
1.0232 |
0.9985 |
0.0247 |
2.4% |
0.0083 |
0.8% |
89% |
False |
False |
129 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
2.9% |
0.0066 |
0.6% |
73% |
False |
False |
126 |
| 40 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0046 |
0.5% |
79% |
False |
False |
77 |
| 60 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0035 |
0.3% |
79% |
False |
False |
58 |
| 80 |
1.0285 |
0.9740 |
0.0545 |
5.3% |
0.0032 |
0.3% |
85% |
False |
False |
53 |
| 100 |
1.0285 |
0.9664 |
0.0621 |
6.1% |
0.0028 |
0.3% |
87% |
False |
False |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0358 |
|
2.618 |
1.0304 |
|
1.618 |
1.0271 |
|
1.000 |
1.0251 |
|
0.618 |
1.0238 |
|
HIGH |
1.0218 |
|
0.618 |
1.0205 |
|
0.500 |
1.0202 |
|
0.382 |
1.0198 |
|
LOW |
1.0185 |
|
0.618 |
1.0165 |
|
1.000 |
1.0152 |
|
1.618 |
1.0132 |
|
2.618 |
1.0099 |
|
4.250 |
1.0045 |
|
|
| Fisher Pivots for day following 28-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0198 |
| PP |
1.0202 |
1.0191 |
| S1 |
1.0202 |
1.0185 |
|