CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 02-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2011 |
02-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0175 |
1.0162 |
-0.0013 |
-0.1% |
1.0045 |
| High |
1.0175 |
1.0209 |
0.0034 |
0.3% |
1.0150 |
| Low |
1.0166 |
1.0162 |
-0.0004 |
0.0% |
0.9973 |
| Close |
1.0174 |
1.0204 |
0.0030 |
0.3% |
1.0143 |
| Range |
0.0009 |
0.0047 |
0.0038 |
422.2% |
0.0177 |
| ATR |
0.0048 |
0.0048 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
33 |
20 |
-13 |
-39.4% |
103 |
|
| Daily Pivots for day following 02-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0333 |
1.0315 |
1.0230 |
|
| R3 |
1.0286 |
1.0268 |
1.0217 |
|
| R2 |
1.0239 |
1.0239 |
1.0213 |
|
| R1 |
1.0221 |
1.0221 |
1.0208 |
1.0230 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0196 |
| S1 |
1.0174 |
1.0174 |
1.0200 |
1.0183 |
| S2 |
1.0145 |
1.0145 |
1.0195 |
|
| S3 |
1.0098 |
1.0127 |
1.0191 |
|
| S4 |
1.0051 |
1.0080 |
1.0178 |
|
|
| 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 |
1.0409 |
|
2.618 |
1.0332 |
|
1.618 |
1.0285 |
|
1.000 |
1.0256 |
|
0.618 |
1.0238 |
|
HIGH |
1.0209 |
|
0.618 |
1.0191 |
|
0.500 |
1.0186 |
|
0.382 |
1.0180 |
|
LOW |
1.0162 |
|
0.618 |
1.0133 |
|
1.000 |
1.0115 |
|
1.618 |
1.0086 |
|
2.618 |
1.0039 |
|
4.250 |
0.9962 |
|
|
| Fisher Pivots for day following 02-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0198 |
1.0195 |
| PP |
1.0192 |
1.0186 |
| S1 |
1.0186 |
1.0177 |
|