CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 24-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2011 |
24-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9986 |
1.0100 |
0.0114 |
1.1% |
1.0058 |
| High |
1.0002 |
1.0100 |
0.0098 |
1.0% |
1.0087 |
| Low |
0.9973 |
1.0084 |
0.0111 |
1.1% |
1.0023 |
| Close |
1.0018 |
1.0086 |
0.0068 |
0.7% |
1.0048 |
| Range |
0.0029 |
0.0016 |
-0.0013 |
-44.8% |
0.0064 |
| ATR |
0.0044 |
0.0046 |
0.0003 |
6.3% |
0.0000 |
| Volume |
63 |
15 |
-48 |
-76.2% |
294 |
|
| Daily Pivots for day following 24-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0138 |
1.0128 |
1.0095 |
|
| R3 |
1.0122 |
1.0112 |
1.0090 |
|
| R2 |
1.0106 |
1.0106 |
1.0089 |
|
| R1 |
1.0096 |
1.0096 |
1.0087 |
1.0093 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0089 |
| S1 |
1.0080 |
1.0080 |
1.0085 |
1.0077 |
| S2 |
1.0074 |
1.0074 |
1.0083 |
|
| S3 |
1.0058 |
1.0064 |
1.0082 |
|
| S4 |
1.0042 |
1.0048 |
1.0077 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0210 |
1.0083 |
|
| R3 |
1.0181 |
1.0146 |
1.0066 |
|
| R2 |
1.0117 |
1.0117 |
1.0060 |
|
| R1 |
1.0082 |
1.0082 |
1.0054 |
1.0068 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0045 |
| S1 |
1.0018 |
1.0018 |
1.0042 |
1.0004 |
| S2 |
0.9989 |
0.9989 |
1.0036 |
|
| S3 |
0.9925 |
0.9954 |
1.0030 |
|
| S4 |
0.9861 |
0.9890 |
1.0013 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0168 |
|
2.618 |
1.0142 |
|
1.618 |
1.0126 |
|
1.000 |
1.0116 |
|
0.618 |
1.0110 |
|
HIGH |
1.0100 |
|
0.618 |
1.0094 |
|
0.500 |
1.0092 |
|
0.382 |
1.0090 |
|
LOW |
1.0084 |
|
0.618 |
1.0074 |
|
1.000 |
1.0068 |
|
1.618 |
1.0058 |
|
2.618 |
1.0042 |
|
4.250 |
1.0016 |
|
|
| Fisher Pivots for day following 24-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0092 |
1.0070 |
| PP |
1.0090 |
1.0053 |
| S1 |
1.0088 |
1.0037 |
|