CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 21-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2011 |
21-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0094 |
-0.0031 |
-0.3% |
1.0192 |
| High |
1.0125 |
1.0183 |
0.0058 |
0.6% |
1.0192 |
| Low |
1.0085 |
1.0094 |
0.0009 |
0.1% |
0.9981 |
| Close |
1.0073 |
1.0149 |
0.0076 |
0.8% |
1.0073 |
| Range |
0.0040 |
0.0089 |
0.0049 |
122.5% |
0.0211 |
| ATR |
0.0060 |
0.0063 |
0.0004 |
6.0% |
0.0000 |
| Volume |
22 |
28 |
6 |
27.3% |
111 |
|
| Daily Pivots for day following 21-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0368 |
1.0198 |
|
| R3 |
1.0320 |
1.0279 |
1.0173 |
|
| R2 |
1.0231 |
1.0231 |
1.0165 |
|
| R1 |
1.0190 |
1.0190 |
1.0157 |
1.0211 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0152 |
| S1 |
1.0101 |
1.0101 |
1.0141 |
1.0122 |
| S2 |
1.0053 |
1.0053 |
1.0133 |
|
| S3 |
0.9964 |
1.0012 |
1.0125 |
|
| S4 |
0.9875 |
0.9923 |
1.0100 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0715 |
1.0605 |
1.0189 |
|
| R3 |
1.0504 |
1.0394 |
1.0131 |
|
| R2 |
1.0293 |
1.0293 |
1.0112 |
|
| R1 |
1.0183 |
1.0183 |
1.0092 |
1.0133 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0057 |
| S1 |
0.9972 |
0.9972 |
1.0054 |
0.9922 |
| S2 |
0.9871 |
0.9871 |
1.0034 |
|
| S3 |
0.9660 |
0.9761 |
1.0015 |
|
| S4 |
0.9449 |
0.9550 |
0.9957 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0561 |
|
2.618 |
1.0416 |
|
1.618 |
1.0327 |
|
1.000 |
1.0272 |
|
0.618 |
1.0238 |
|
HIGH |
1.0183 |
|
0.618 |
1.0149 |
|
0.500 |
1.0139 |
|
0.382 |
1.0128 |
|
LOW |
1.0094 |
|
0.618 |
1.0039 |
|
1.000 |
1.0005 |
|
1.618 |
0.9950 |
|
2.618 |
0.9861 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 21-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0139 |
| PP |
1.0142 |
1.0129 |
| S1 |
1.0139 |
1.0119 |
|