CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 20-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-May-2011 |
20-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0254 |
1.0190 |
-0.0064 |
-0.6% |
1.0150 |
| High |
1.0259 |
1.0207 |
-0.0052 |
-0.5% |
1.0259 |
| Low |
1.0246 |
1.0190 |
-0.0056 |
-0.5% |
1.0139 |
| Close |
1.0230 |
1.0203 |
-0.0027 |
-0.3% |
1.0203 |
| Range |
0.0013 |
0.0017 |
0.0004 |
30.8% |
0.0120 |
| ATR |
0.0000 |
0.0058 |
0.0058 |
|
0.0000 |
| Volume |
7 |
15 |
8 |
114.3% |
66 |
|
| Daily Pivots for day following 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0251 |
1.0244 |
1.0212 |
|
| R3 |
1.0234 |
1.0227 |
1.0208 |
|
| R2 |
1.0217 |
1.0217 |
1.0206 |
|
| R1 |
1.0210 |
1.0210 |
1.0205 |
1.0214 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0202 |
| S1 |
1.0193 |
1.0193 |
1.0201 |
1.0197 |
| S2 |
1.0183 |
1.0183 |
1.0200 |
|
| S3 |
1.0166 |
1.0176 |
1.0198 |
|
| S4 |
1.0149 |
1.0159 |
1.0194 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0502 |
1.0269 |
|
| R3 |
1.0440 |
1.0382 |
1.0236 |
|
| R2 |
1.0320 |
1.0320 |
1.0225 |
|
| R1 |
1.0262 |
1.0262 |
1.0214 |
1.0291 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0215 |
| S1 |
1.0142 |
1.0142 |
1.0192 |
1.0171 |
| S2 |
1.0080 |
1.0080 |
1.0181 |
|
| S3 |
0.9960 |
1.0022 |
1.0170 |
|
| S4 |
0.9840 |
0.9902 |
1.0137 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0279 |
|
2.618 |
1.0252 |
|
1.618 |
1.0235 |
|
1.000 |
1.0224 |
|
0.618 |
1.0218 |
|
HIGH |
1.0207 |
|
0.618 |
1.0201 |
|
0.500 |
1.0199 |
|
0.382 |
1.0196 |
|
LOW |
1.0190 |
|
0.618 |
1.0179 |
|
1.000 |
1.0173 |
|
1.618 |
1.0162 |
|
2.618 |
1.0145 |
|
4.250 |
1.0118 |
|
|
| Fisher Pivots for day following 20-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0223 |
| PP |
1.0200 |
1.0216 |
| S1 |
1.0199 |
1.0210 |
|