CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2011 |
07-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0231 |
0.0016 |
0.2% |
1.0144 |
| High |
1.0215 |
1.0231 |
0.0016 |
0.2% |
1.0215 |
| Low |
1.0200 |
1.0188 |
-0.0012 |
-0.1% |
1.0144 |
| Close |
1.0204 |
1.0198 |
-0.0006 |
-0.1% |
1.0204 |
| Range |
0.0015 |
0.0043 |
0.0028 |
186.7% |
0.0071 |
| ATR |
0.0044 |
0.0044 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
38 |
34 |
-4 |
-10.5% |
198 |
|
| Daily Pivots for day following 07-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0335 |
1.0309 |
1.0222 |
|
| R3 |
1.0292 |
1.0266 |
1.0210 |
|
| R2 |
1.0249 |
1.0249 |
1.0206 |
|
| R1 |
1.0223 |
1.0223 |
1.0202 |
1.0215 |
| PP |
1.0206 |
1.0206 |
1.0206 |
1.0201 |
| S1 |
1.0180 |
1.0180 |
1.0194 |
1.0172 |
| S2 |
1.0163 |
1.0163 |
1.0190 |
|
| S3 |
1.0120 |
1.0137 |
1.0186 |
|
| S4 |
1.0077 |
1.0094 |
1.0174 |
|
|
| Weekly Pivots for week ending 04-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0373 |
1.0243 |
|
| R3 |
1.0330 |
1.0302 |
1.0224 |
|
| R2 |
1.0259 |
1.0259 |
1.0217 |
|
| R1 |
1.0231 |
1.0231 |
1.0211 |
1.0245 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0195 |
| S1 |
1.0160 |
1.0160 |
1.0197 |
1.0174 |
| S2 |
1.0117 |
1.0117 |
1.0191 |
|
| S3 |
1.0046 |
1.0089 |
1.0184 |
|
| S4 |
0.9975 |
1.0018 |
1.0165 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0414 |
|
2.618 |
1.0344 |
|
1.618 |
1.0301 |
|
1.000 |
1.0274 |
|
0.618 |
1.0258 |
|
HIGH |
1.0231 |
|
0.618 |
1.0215 |
|
0.500 |
1.0210 |
|
0.382 |
1.0204 |
|
LOW |
1.0188 |
|
0.618 |
1.0161 |
|
1.000 |
1.0145 |
|
1.618 |
1.0118 |
|
2.618 |
1.0075 |
|
4.250 |
1.0005 |
|
|
| Fisher Pivots for day following 07-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0210 |
1.0205 |
| PP |
1.0206 |
1.0202 |
| S1 |
1.0202 |
1.0200 |
|