CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 25-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Feb-2011 |
25-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0105 |
0.0005 |
0.0% |
1.0045 |
| High |
1.0100 |
1.0150 |
0.0050 |
0.5% |
1.0150 |
| Low |
1.0084 |
1.0105 |
0.0021 |
0.2% |
0.9973 |
| Close |
1.0086 |
1.0143 |
0.0057 |
0.6% |
1.0143 |
| Range |
0.0016 |
0.0045 |
0.0029 |
181.3% |
0.0177 |
| ATR |
0.0046 |
0.0048 |
0.0001 |
2.7% |
0.0000 |
| Volume |
15 |
16 |
1 |
6.7% |
103 |
|
| Daily Pivots for day following 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0268 |
1.0250 |
1.0168 |
|
| R3 |
1.0223 |
1.0205 |
1.0155 |
|
| R2 |
1.0178 |
1.0178 |
1.0151 |
|
| R1 |
1.0160 |
1.0160 |
1.0147 |
1.0169 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0137 |
| S1 |
1.0115 |
1.0115 |
1.0139 |
1.0124 |
| S2 |
1.0088 |
1.0088 |
1.0135 |
|
| S3 |
1.0043 |
1.0070 |
1.0131 |
|
| S4 |
0.9998 |
1.0025 |
1.0118 |
|
|
| Weekly Pivots for week ending 25-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0558 |
1.0240 |
|
| R3 |
1.0443 |
1.0381 |
1.0192 |
|
| R2 |
1.0266 |
1.0266 |
1.0175 |
|
| R1 |
1.0204 |
1.0204 |
1.0159 |
1.0235 |
| PP |
1.0089 |
1.0089 |
1.0089 |
1.0104 |
| S1 |
1.0027 |
1.0027 |
1.0127 |
1.0058 |
| S2 |
0.9912 |
0.9912 |
1.0111 |
|
| S3 |
0.9735 |
0.9850 |
1.0094 |
|
| S4 |
0.9558 |
0.9673 |
1.0046 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0341 |
|
2.618 |
1.0268 |
|
1.618 |
1.0223 |
|
1.000 |
1.0195 |
|
0.618 |
1.0178 |
|
HIGH |
1.0150 |
|
0.618 |
1.0133 |
|
0.500 |
1.0128 |
|
0.382 |
1.0122 |
|
LOW |
1.0105 |
|
0.618 |
1.0077 |
|
1.000 |
1.0060 |
|
1.618 |
1.0032 |
|
2.618 |
0.9987 |
|
4.250 |
0.9914 |
|
|
| Fisher Pivots for day following 25-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0138 |
1.0116 |
| PP |
1.0133 |
1.0089 |
| S1 |
1.0128 |
1.0062 |
|