CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 02-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jun-2011 |
02-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0134 |
-0.0056 |
-0.5% |
1.0162 |
| High |
1.0190 |
1.0158 |
-0.0032 |
-0.3% |
1.0172 |
| Low |
1.0190 |
1.0130 |
-0.0060 |
-0.6% |
1.0120 |
| Close |
1.0178 |
1.0167 |
-0.0011 |
-0.1% |
1.0159 |
| Range |
0.0000 |
0.0028 |
0.0028 |
|
0.0052 |
| ATR |
0.0053 |
0.0052 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
13 |
11 |
-2 |
-15.4% |
105 |
|
| Daily Pivots for day following 02-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0236 |
1.0229 |
1.0182 |
|
| R3 |
1.0208 |
1.0201 |
1.0175 |
|
| R2 |
1.0180 |
1.0180 |
1.0172 |
|
| R1 |
1.0173 |
1.0173 |
1.0170 |
1.0177 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0153 |
| S1 |
1.0145 |
1.0145 |
1.0164 |
1.0149 |
| S2 |
1.0124 |
1.0124 |
1.0162 |
|
| S3 |
1.0096 |
1.0117 |
1.0159 |
|
| S4 |
1.0068 |
1.0089 |
1.0152 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0285 |
1.0188 |
|
| R3 |
1.0254 |
1.0233 |
1.0173 |
|
| R2 |
1.0202 |
1.0202 |
1.0169 |
|
| R1 |
1.0181 |
1.0181 |
1.0164 |
1.0166 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0143 |
| S1 |
1.0129 |
1.0129 |
1.0154 |
1.0114 |
| S2 |
1.0098 |
1.0098 |
1.0149 |
|
| S3 |
1.0046 |
1.0077 |
1.0145 |
|
| S4 |
0.9994 |
1.0025 |
1.0130 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0277 |
|
2.618 |
1.0231 |
|
1.618 |
1.0203 |
|
1.000 |
1.0186 |
|
0.618 |
1.0175 |
|
HIGH |
1.0158 |
|
0.618 |
1.0147 |
|
0.500 |
1.0144 |
|
0.382 |
1.0141 |
|
LOW |
1.0130 |
|
0.618 |
1.0113 |
|
1.000 |
1.0102 |
|
1.618 |
1.0085 |
|
2.618 |
1.0057 |
|
4.250 |
1.0011 |
|
|
| Fisher Pivots for day following 02-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0159 |
1.0198 |
| PP |
1.0152 |
1.0187 |
| S1 |
1.0144 |
1.0177 |
|