CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 19-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-May-2011 |
19-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0254 |
0.0067 |
0.7% |
1.0231 |
| High |
1.0187 |
1.0259 |
0.0072 |
0.7% |
1.0380 |
| Low |
1.0187 |
1.0246 |
0.0059 |
0.6% |
1.0200 |
| Close |
1.0193 |
1.0230 |
0.0037 |
0.4% |
1.0232 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0180 |
| ATR |
|
|
|
|
|
| Volume |
14 |
7 |
-7 |
-50.0% |
160 |
|
| Daily Pivots for day following 19-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0284 |
1.0270 |
1.0237 |
|
| R3 |
1.0271 |
1.0257 |
1.0234 |
|
| R2 |
1.0258 |
1.0258 |
1.0232 |
|
| R1 |
1.0244 |
1.0244 |
1.0231 |
1.0245 |
| PP |
1.0245 |
1.0245 |
1.0245 |
1.0245 |
| S1 |
1.0231 |
1.0231 |
1.0229 |
1.0232 |
| S2 |
1.0232 |
1.0232 |
1.0228 |
|
| S3 |
1.0219 |
1.0218 |
1.0226 |
|
| S4 |
1.0206 |
1.0205 |
1.0223 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0701 |
1.0331 |
|
| R3 |
1.0631 |
1.0521 |
1.0282 |
|
| R2 |
1.0451 |
1.0451 |
1.0265 |
|
| R1 |
1.0341 |
1.0341 |
1.0249 |
1.0396 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0298 |
| S1 |
1.0161 |
1.0161 |
1.0216 |
1.0216 |
| S2 |
1.0091 |
1.0091 |
1.0199 |
|
| S3 |
0.9911 |
0.9981 |
1.0183 |
|
| S4 |
0.9731 |
0.9801 |
1.0133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0314 |
|
2.618 |
1.0293 |
|
1.618 |
1.0280 |
|
1.000 |
1.0272 |
|
0.618 |
1.0267 |
|
HIGH |
1.0259 |
|
0.618 |
1.0254 |
|
0.500 |
1.0253 |
|
0.382 |
1.0251 |
|
LOW |
1.0246 |
|
0.618 |
1.0238 |
|
1.000 |
1.0233 |
|
1.618 |
1.0225 |
|
2.618 |
1.0212 |
|
4.250 |
1.0191 |
|
|
| Fisher Pivots for day following 19-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0253 |
1.0220 |
| PP |
1.0245 |
1.0209 |
| S1 |
1.0238 |
1.0199 |
|