CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 19-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2011 |
19-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0363 |
1.0460 |
0.0097 |
0.9% |
1.0312 |
| High |
1.0363 |
1.0478 |
0.0115 |
1.1% |
1.0410 |
| Low |
1.0361 |
1.0453 |
0.0092 |
0.9% |
1.0250 |
| Close |
1.0364 |
1.0463 |
0.0099 |
1.0% |
1.0404 |
| Range |
0.0002 |
0.0025 |
0.0023 |
1,150.0% |
0.0160 |
| ATR |
0.0057 |
0.0061 |
0.0004 |
7.1% |
0.0000 |
| Volume |
6 |
27 |
21 |
350.0% |
173 |
|
| Daily Pivots for day following 19-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0540 |
1.0526 |
1.0477 |
|
| R3 |
1.0515 |
1.0501 |
1.0470 |
|
| R2 |
1.0490 |
1.0490 |
1.0468 |
|
| R1 |
1.0476 |
1.0476 |
1.0465 |
1.0483 |
| PP |
1.0465 |
1.0465 |
1.0465 |
1.0468 |
| S1 |
1.0451 |
1.0451 |
1.0461 |
1.0458 |
| S2 |
1.0440 |
1.0440 |
1.0458 |
|
| S3 |
1.0415 |
1.0426 |
1.0456 |
|
| S4 |
1.0390 |
1.0401 |
1.0449 |
|
|
| Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0835 |
1.0779 |
1.0492 |
|
| R3 |
1.0675 |
1.0619 |
1.0448 |
|
| R2 |
1.0515 |
1.0515 |
1.0433 |
|
| R1 |
1.0459 |
1.0459 |
1.0419 |
1.0487 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0369 |
| S1 |
1.0299 |
1.0299 |
1.0389 |
1.0327 |
| S2 |
1.0195 |
1.0195 |
1.0375 |
|
| S3 |
1.0035 |
1.0139 |
1.0360 |
|
| S4 |
0.9875 |
0.9979 |
1.0316 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0584 |
|
2.618 |
1.0543 |
|
1.618 |
1.0518 |
|
1.000 |
1.0503 |
|
0.618 |
1.0493 |
|
HIGH |
1.0478 |
|
0.618 |
1.0468 |
|
0.500 |
1.0466 |
|
0.382 |
1.0463 |
|
LOW |
1.0453 |
|
0.618 |
1.0438 |
|
1.000 |
1.0428 |
|
1.618 |
1.0413 |
|
2.618 |
1.0388 |
|
4.250 |
1.0347 |
|
|
| Fisher Pivots for day following 19-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0466 |
1.0449 |
| PP |
1.0465 |
1.0434 |
| S1 |
1.0464 |
1.0420 |
|