CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 16-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2011 |
16-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0220 |
1.0050 |
-0.0170 |
-1.7% |
1.0140 |
| High |
1.0220 |
1.0101 |
-0.0119 |
-1.2% |
1.0194 |
| Low |
1.0127 |
1.0050 |
-0.0077 |
-0.8% |
1.0132 |
| Close |
1.0121 |
1.0069 |
-0.0052 |
-0.5% |
1.0164 |
| Range |
0.0093 |
0.0051 |
-0.0042 |
-45.2% |
0.0062 |
| ATR |
0.0059 |
0.0060 |
0.0001 |
1.4% |
0.0000 |
| Volume |
6 |
19 |
13 |
216.7% |
80 |
|
| Daily Pivots for day following 16-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0199 |
1.0097 |
|
| R3 |
1.0175 |
1.0148 |
1.0083 |
|
| R2 |
1.0124 |
1.0124 |
1.0078 |
|
| R1 |
1.0097 |
1.0097 |
1.0074 |
1.0111 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0080 |
| S1 |
1.0046 |
1.0046 |
1.0064 |
1.0060 |
| S2 |
1.0022 |
1.0022 |
1.0060 |
|
| S3 |
0.9971 |
0.9995 |
1.0055 |
|
| S4 |
0.9920 |
0.9944 |
1.0041 |
|
|
| 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 |
1.0318 |
|
2.618 |
1.0235 |
|
1.618 |
1.0184 |
|
1.000 |
1.0152 |
|
0.618 |
1.0133 |
|
HIGH |
1.0101 |
|
0.618 |
1.0082 |
|
0.500 |
1.0076 |
|
0.382 |
1.0069 |
|
LOW |
1.0050 |
|
0.618 |
1.0018 |
|
1.000 |
0.9999 |
|
1.618 |
0.9967 |
|
2.618 |
0.9916 |
|
4.250 |
0.9833 |
|
|
| Fisher Pivots for day following 16-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0156 |
| PP |
1.0073 |
1.0127 |
| S1 |
1.0071 |
1.0098 |
|