CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 28-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2011 |
28-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0144 |
0.0039 |
0.4% |
1.0045 |
| High |
1.0150 |
1.0204 |
0.0054 |
0.5% |
1.0150 |
| Low |
1.0105 |
1.0144 |
0.0039 |
0.4% |
0.9973 |
| Close |
1.0143 |
1.0210 |
0.0067 |
0.7% |
1.0143 |
| Range |
0.0045 |
0.0060 |
0.0015 |
33.3% |
0.0177 |
| ATR |
0.0048 |
0.0049 |
0.0001 |
2.0% |
0.0000 |
| Volume |
16 |
44 |
28 |
175.0% |
103 |
|
| Daily Pivots for day following 28-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0366 |
1.0348 |
1.0243 |
|
| R3 |
1.0306 |
1.0288 |
1.0227 |
|
| R2 |
1.0246 |
1.0246 |
1.0221 |
|
| R1 |
1.0228 |
1.0228 |
1.0216 |
1.0237 |
| PP |
1.0186 |
1.0186 |
1.0186 |
1.0191 |
| S1 |
1.0168 |
1.0168 |
1.0205 |
1.0177 |
| S2 |
1.0126 |
1.0126 |
1.0199 |
|
| S3 |
1.0066 |
1.0108 |
1.0194 |
|
| S4 |
1.0006 |
1.0048 |
1.0177 |
|
|
| 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 |
1.0459 |
|
2.618 |
1.0361 |
|
1.618 |
1.0301 |
|
1.000 |
1.0264 |
|
0.618 |
1.0241 |
|
HIGH |
1.0204 |
|
0.618 |
1.0181 |
|
0.500 |
1.0174 |
|
0.382 |
1.0167 |
|
LOW |
1.0144 |
|
0.618 |
1.0107 |
|
1.000 |
1.0084 |
|
1.618 |
1.0047 |
|
2.618 |
0.9987 |
|
4.250 |
0.9889 |
|
|
| Fisher Pivots for day following 28-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0198 |
1.0188 |
| PP |
1.0186 |
1.0166 |
| S1 |
1.0174 |
1.0144 |
|