CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 31-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0225 |
1.0270 |
0.0045 |
0.4% |
1.0140 |
| High |
1.0276 |
1.0281 |
0.0005 |
0.0% |
1.0232 |
| Low |
1.0214 |
1.0244 |
0.0030 |
0.3% |
1.0121 |
| Close |
1.0253 |
1.0280 |
0.0027 |
0.3% |
1.0150 |
| Range |
0.0062 |
0.0037 |
-0.0025 |
-40.3% |
0.0111 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
85 |
177 |
92 |
108.2% |
415 |
|
| Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0379 |
1.0367 |
1.0300 |
|
| R3 |
1.0342 |
1.0330 |
1.0290 |
|
| R2 |
1.0305 |
1.0305 |
1.0287 |
|
| R1 |
1.0293 |
1.0293 |
1.0283 |
1.0299 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0272 |
| S1 |
1.0256 |
1.0256 |
1.0277 |
1.0262 |
| S2 |
1.0231 |
1.0231 |
1.0273 |
|
| S3 |
1.0194 |
1.0219 |
1.0270 |
|
| S4 |
1.0157 |
1.0182 |
1.0260 |
|
|
| 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 |
1.0281 |
1.0137 |
0.0144 |
1.4% |
0.0044 |
0.4% |
99% |
True |
False |
108 |
| 10 |
1.0281 |
1.0100 |
0.0181 |
1.8% |
0.0051 |
0.5% |
99% |
True |
False |
93 |
| 20 |
1.0285 |
0.9985 |
0.0300 |
2.9% |
0.0065 |
0.6% |
98% |
False |
False |
129 |
| 40 |
1.0285 |
0.9981 |
0.0304 |
3.0% |
0.0048 |
0.5% |
98% |
False |
False |
84 |
| 60 |
1.0285 |
0.9908 |
0.0377 |
3.7% |
0.0036 |
0.4% |
99% |
False |
False |
63 |
| 80 |
1.0285 |
0.9740 |
0.0545 |
5.3% |
0.0032 |
0.3% |
99% |
False |
False |
57 |
| 100 |
1.0285 |
0.9664 |
0.0621 |
6.0% |
0.0029 |
0.3% |
99% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0438 |
|
2.618 |
1.0378 |
|
1.618 |
1.0341 |
|
1.000 |
1.0318 |
|
0.618 |
1.0304 |
|
HIGH |
1.0281 |
|
0.618 |
1.0267 |
|
0.500 |
1.0263 |
|
0.382 |
1.0258 |
|
LOW |
1.0244 |
|
0.618 |
1.0221 |
|
1.000 |
1.0207 |
|
1.618 |
1.0184 |
|
2.618 |
1.0147 |
|
4.250 |
1.0087 |
|
|
| Fisher Pivots for day following 31-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0274 |
1.0267 |
| PP |
1.0268 |
1.0253 |
| S1 |
1.0263 |
1.0240 |
|