CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 15-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2011 |
15-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0192 |
1.0177 |
-0.0015 |
-0.1% |
1.0231 |
| High |
1.0192 |
1.0177 |
-0.0015 |
-0.1% |
1.0233 |
| Low |
1.0174 |
0.9981 |
-0.0193 |
-1.9% |
1.0135 |
| Close |
1.0183 |
1.0111 |
-0.0072 |
-0.7% |
1.0204 |
| Range |
0.0018 |
0.0196 |
0.0178 |
988.9% |
0.0098 |
| ATR |
0.0041 |
0.0053 |
0.0011 |
28.0% |
0.0000 |
| Volume |
26 |
7 |
-19 |
-73.1% |
462 |
|
| Daily Pivots for day following 15-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0590 |
1.0219 |
|
| R3 |
1.0482 |
1.0394 |
1.0165 |
|
| R2 |
1.0286 |
1.0286 |
1.0147 |
|
| R1 |
1.0198 |
1.0198 |
1.0129 |
1.0144 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0063 |
| S1 |
1.0002 |
1.0002 |
1.0093 |
0.9948 |
| S2 |
0.9894 |
0.9894 |
1.0075 |
|
| S3 |
0.9698 |
0.9806 |
1.0057 |
|
| S4 |
0.9502 |
0.9610 |
1.0003 |
|
|
| Weekly Pivots for week ending 11-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0442 |
1.0258 |
|
| R3 |
1.0387 |
1.0344 |
1.0231 |
|
| R2 |
1.0289 |
1.0289 |
1.0222 |
|
| R1 |
1.0246 |
1.0246 |
1.0213 |
1.0219 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0177 |
| S1 |
1.0148 |
1.0148 |
1.0195 |
1.0121 |
| S2 |
1.0093 |
1.0093 |
1.0186 |
|
| S3 |
0.9995 |
1.0050 |
1.0177 |
|
| S4 |
0.9897 |
0.9952 |
1.0150 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1010 |
|
2.618 |
1.0690 |
|
1.618 |
1.0494 |
|
1.000 |
1.0373 |
|
0.618 |
1.0298 |
|
HIGH |
1.0177 |
|
0.618 |
1.0102 |
|
0.500 |
1.0079 |
|
0.382 |
1.0056 |
|
LOW |
0.9981 |
|
0.618 |
0.9860 |
|
1.000 |
0.9785 |
|
1.618 |
0.9664 |
|
2.618 |
0.9468 |
|
4.250 |
0.9148 |
|
|
| Fisher Pivots for day following 15-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0100 |
1.0103 |
| PP |
1.0090 |
1.0095 |
| S1 |
1.0079 |
1.0087 |
|