CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Feb-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Feb-2011 |
22-Feb-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0070 |
1.0045 |
-0.0025 |
-0.2% |
1.0058 |
| High |
1.0087 |
1.0069 |
-0.0018 |
-0.2% |
1.0087 |
| Low |
1.0044 |
1.0009 |
-0.0035 |
-0.3% |
1.0023 |
| Close |
1.0048 |
1.0014 |
-0.0034 |
-0.3% |
1.0048 |
| Range |
0.0043 |
0.0060 |
0.0017 |
39.5% |
0.0064 |
| ATR |
0.0043 |
0.0044 |
0.0001 |
2.9% |
0.0000 |
| Volume |
12 |
9 |
-3 |
-25.0% |
294 |
|
| Daily Pivots for day following 22-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0172 |
1.0047 |
|
| R3 |
1.0151 |
1.0112 |
1.0031 |
|
| R2 |
1.0091 |
1.0091 |
1.0025 |
|
| R1 |
1.0052 |
1.0052 |
1.0020 |
1.0042 |
| PP |
1.0031 |
1.0031 |
1.0031 |
1.0025 |
| S1 |
0.9992 |
0.9992 |
1.0009 |
0.9982 |
| S2 |
0.9971 |
0.9971 |
1.0003 |
|
| S3 |
0.9911 |
0.9932 |
0.9998 |
|
| S4 |
0.9851 |
0.9872 |
0.9981 |
|
|
| Weekly Pivots for week ending 18-Feb-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0210 |
1.0083 |
|
| R3 |
1.0181 |
1.0146 |
1.0066 |
|
| R2 |
1.0117 |
1.0117 |
1.0060 |
|
| R1 |
1.0082 |
1.0082 |
1.0054 |
1.0068 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0045 |
| S1 |
1.0018 |
1.0018 |
1.0042 |
1.0004 |
| S2 |
0.9989 |
0.9989 |
1.0036 |
|
| S3 |
0.9925 |
0.9954 |
1.0030 |
|
| S4 |
0.9861 |
0.9890 |
1.0013 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0324 |
|
2.618 |
1.0226 |
|
1.618 |
1.0166 |
|
1.000 |
1.0129 |
|
0.618 |
1.0106 |
|
HIGH |
1.0069 |
|
0.618 |
1.0046 |
|
0.500 |
1.0039 |
|
0.382 |
1.0032 |
|
LOW |
1.0009 |
|
0.618 |
0.9972 |
|
1.000 |
0.9949 |
|
1.618 |
0.9912 |
|
2.618 |
0.9852 |
|
4.250 |
0.9754 |
|
|
| Fisher Pivots for day following 22-Feb-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0039 |
1.0048 |
| PP |
1.0031 |
1.0037 |
| S1 |
1.0022 |
1.0025 |
|