CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 25-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2011 |
25-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0172 |
0.0022 |
0.2% |
1.0150 |
| High |
1.0155 |
1.0172 |
0.0017 |
0.2% |
1.0259 |
| Low |
1.0146 |
1.0159 |
0.0013 |
0.1% |
1.0139 |
| Close |
1.0151 |
1.0151 |
0.0000 |
0.0% |
1.0203 |
| Range |
0.0009 |
0.0013 |
0.0004 |
44.4% |
0.0120 |
| ATR |
0.0055 |
0.0052 |
-0.0002 |
-4.4% |
0.0000 |
| Volume |
8 |
42 |
34 |
425.0% |
66 |
|
| Daily Pivots for day following 25-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0200 |
1.0188 |
1.0158 |
|
| R3 |
1.0187 |
1.0175 |
1.0155 |
|
| R2 |
1.0174 |
1.0174 |
1.0153 |
|
| R1 |
1.0162 |
1.0162 |
1.0152 |
1.0162 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0160 |
| S1 |
1.0149 |
1.0149 |
1.0150 |
1.0149 |
| S2 |
1.0148 |
1.0148 |
1.0149 |
|
| S3 |
1.0135 |
1.0136 |
1.0147 |
|
| S4 |
1.0122 |
1.0123 |
1.0144 |
|
|
| 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 |
1.0227 |
|
2.618 |
1.0206 |
|
1.618 |
1.0193 |
|
1.000 |
1.0185 |
|
0.618 |
1.0180 |
|
HIGH |
1.0172 |
|
0.618 |
1.0167 |
|
0.500 |
1.0166 |
|
0.382 |
1.0164 |
|
LOW |
1.0159 |
|
0.618 |
1.0151 |
|
1.000 |
1.0146 |
|
1.618 |
1.0138 |
|
2.618 |
1.0125 |
|
4.250 |
1.0104 |
|
|
| Fisher Pivots for day following 25-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0166 |
1.0156 |
| PP |
1.0161 |
1.0154 |
| S1 |
1.0156 |
1.0153 |
|