CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 15-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2011 |
15-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0260 |
1.0220 |
-0.0040 |
-0.4% |
1.0140 |
| High |
1.0261 |
1.0220 |
-0.0041 |
-0.4% |
1.0194 |
| Low |
1.0260 |
1.0127 |
-0.0133 |
-1.3% |
1.0132 |
| Close |
1.0260 |
1.0121 |
-0.0139 |
-1.4% |
1.0164 |
| Range |
0.0001 |
0.0093 |
0.0092 |
9,200.0% |
0.0062 |
| ATR |
0.0054 |
0.0059 |
0.0006 |
10.5% |
0.0000 |
| Volume |
68 |
6 |
-62 |
-91.2% |
80 |
|
| Daily Pivots for day following 15-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0435 |
1.0371 |
1.0172 |
|
| R3 |
1.0342 |
1.0278 |
1.0147 |
|
| R2 |
1.0249 |
1.0249 |
1.0138 |
|
| R1 |
1.0185 |
1.0185 |
1.0130 |
1.0171 |
| PP |
1.0156 |
1.0156 |
1.0156 |
1.0149 |
| S1 |
1.0092 |
1.0092 |
1.0112 |
1.0078 |
| S2 |
1.0063 |
1.0063 |
1.0104 |
|
| S3 |
0.9970 |
0.9999 |
1.0095 |
|
| S4 |
0.9877 |
0.9906 |
1.0070 |
|
|
| Weekly Pivots for week ending 10-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0319 |
1.0198 |
|
| R3 |
1.0287 |
1.0257 |
1.0181 |
|
| R2 |
1.0225 |
1.0225 |
1.0175 |
|
| R1 |
1.0195 |
1.0195 |
1.0170 |
1.0210 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0171 |
| S1 |
1.0133 |
1.0133 |
1.0158 |
1.0148 |
| S2 |
1.0101 |
1.0101 |
1.0153 |
|
| S3 |
1.0039 |
1.0071 |
1.0147 |
|
| S4 |
0.9977 |
1.0009 |
1.0130 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0615 |
|
2.618 |
1.0463 |
|
1.618 |
1.0370 |
|
1.000 |
1.0313 |
|
0.618 |
1.0277 |
|
HIGH |
1.0220 |
|
0.618 |
1.0184 |
|
0.500 |
1.0174 |
|
0.382 |
1.0163 |
|
LOW |
1.0127 |
|
0.618 |
1.0070 |
|
1.000 |
1.0034 |
|
1.618 |
0.9977 |
|
2.618 |
0.9884 |
|
4.250 |
0.9732 |
|
|
| Fisher Pivots for day following 15-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0174 |
1.0194 |
| PP |
1.0156 |
1.0170 |
| S1 |
1.0139 |
1.0145 |
|