CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 09-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jun-2011 |
09-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0175 |
0.0025 |
0.2% |
1.0260 |
| High |
1.0150 |
1.0192 |
0.0042 |
0.4% |
1.0265 |
| Low |
1.0143 |
1.0172 |
0.0029 |
0.3% |
1.0100 |
| Close |
1.0136 |
1.0197 |
0.0061 |
0.6% |
1.0154 |
| Range |
0.0007 |
0.0020 |
0.0013 |
185.7% |
0.0165 |
| ATR |
0.0053 |
0.0053 |
0.0000 |
0.4% |
0.0000 |
| Volume |
2 |
6 |
4 |
200.0% |
32 |
|
| Daily Pivots for day following 09-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0247 |
1.0242 |
1.0208 |
|
| R3 |
1.0227 |
1.0222 |
1.0203 |
|
| R2 |
1.0207 |
1.0207 |
1.0201 |
|
| R1 |
1.0202 |
1.0202 |
1.0199 |
1.0205 |
| PP |
1.0187 |
1.0187 |
1.0187 |
1.0188 |
| S1 |
1.0182 |
1.0182 |
1.0195 |
1.0185 |
| S2 |
1.0167 |
1.0167 |
1.0193 |
|
| S3 |
1.0147 |
1.0162 |
1.0192 |
|
| S4 |
1.0127 |
1.0142 |
1.0186 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0668 |
1.0576 |
1.0245 |
|
| R3 |
1.0503 |
1.0411 |
1.0199 |
|
| R2 |
1.0338 |
1.0338 |
1.0184 |
|
| R1 |
1.0246 |
1.0246 |
1.0169 |
1.0210 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0155 |
| S1 |
1.0081 |
1.0081 |
1.0139 |
1.0045 |
| S2 |
1.0008 |
1.0008 |
1.0124 |
|
| S3 |
0.9843 |
0.9916 |
1.0109 |
|
| S4 |
0.9678 |
0.9751 |
1.0063 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0277 |
|
2.618 |
1.0244 |
|
1.618 |
1.0224 |
|
1.000 |
1.0212 |
|
0.618 |
1.0204 |
|
HIGH |
1.0192 |
|
0.618 |
1.0184 |
|
0.500 |
1.0182 |
|
0.382 |
1.0180 |
|
LOW |
1.0172 |
|
0.618 |
1.0160 |
|
1.000 |
1.0152 |
|
1.618 |
1.0140 |
|
2.618 |
1.0120 |
|
4.250 |
1.0087 |
|
|
| Fisher Pivots for day following 09-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0192 |
1.0188 |
| PP |
1.0187 |
1.0178 |
| S1 |
1.0182 |
1.0169 |
|