CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 21-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2011 |
21-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0149 |
1.0185 |
0.0036 |
0.4% |
1.0167 |
| High |
1.0149 |
1.0222 |
0.0073 |
0.7% |
1.0261 |
| Low |
1.0149 |
1.0185 |
0.0036 |
0.4% |
1.0050 |
| Close |
1.0141 |
1.0228 |
0.0087 |
0.9% |
1.0133 |
| Range |
0.0000 |
0.0037 |
0.0037 |
|
0.0211 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.0% |
0.0000 |
| Volume |
6 |
1 |
-5 |
-83.3% |
136 |
|
| Daily Pivots for day following 21-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0312 |
1.0248 |
|
| R3 |
1.0286 |
1.0275 |
1.0238 |
|
| R2 |
1.0249 |
1.0249 |
1.0235 |
|
| R1 |
1.0238 |
1.0238 |
1.0231 |
1.0244 |
| PP |
1.0212 |
1.0212 |
1.0212 |
1.0214 |
| S1 |
1.0201 |
1.0201 |
1.0225 |
1.0207 |
| S2 |
1.0175 |
1.0175 |
1.0221 |
|
| S3 |
1.0138 |
1.0164 |
1.0218 |
|
| S4 |
1.0101 |
1.0127 |
1.0208 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0781 |
1.0668 |
1.0249 |
|
| R3 |
1.0570 |
1.0457 |
1.0191 |
|
| R2 |
1.0359 |
1.0359 |
1.0172 |
|
| R1 |
1.0246 |
1.0246 |
1.0152 |
1.0197 |
| PP |
1.0148 |
1.0148 |
1.0148 |
1.0124 |
| S1 |
1.0035 |
1.0035 |
1.0114 |
0.9986 |
| S2 |
0.9937 |
0.9937 |
1.0094 |
|
| S3 |
0.9726 |
0.9824 |
1.0075 |
|
| S4 |
0.9515 |
0.9613 |
1.0017 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0379 |
|
2.618 |
1.0319 |
|
1.618 |
1.0282 |
|
1.000 |
1.0259 |
|
0.618 |
1.0245 |
|
HIGH |
1.0222 |
|
0.618 |
1.0208 |
|
0.500 |
1.0204 |
|
0.382 |
1.0199 |
|
LOW |
1.0185 |
|
0.618 |
1.0162 |
|
1.000 |
1.0148 |
|
1.618 |
1.0125 |
|
2.618 |
1.0088 |
|
4.250 |
1.0028 |
|
|
| Fisher Pivots for day following 21-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0220 |
1.0211 |
| PP |
1.0212 |
1.0194 |
| S1 |
1.0204 |
1.0178 |
|