CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 16-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2011 |
16-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0177 |
1.0091 |
-0.0086 |
-0.8% |
1.0231 |
| High |
1.0177 |
1.0114 |
-0.0063 |
-0.6% |
1.0233 |
| Low |
0.9981 |
0.9994 |
0.0013 |
0.1% |
1.0135 |
| Close |
1.0111 |
1.0013 |
-0.0098 |
-1.0% |
1.0204 |
| Range |
0.0196 |
0.0120 |
-0.0076 |
-38.8% |
0.0098 |
| ATR |
0.0053 |
0.0057 |
0.0005 |
9.2% |
0.0000 |
| Volume |
7 |
37 |
30 |
428.6% |
462 |
|
| Daily Pivots for day following 16-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0400 |
1.0327 |
1.0079 |
|
| R3 |
1.0280 |
1.0207 |
1.0046 |
|
| R2 |
1.0160 |
1.0160 |
1.0035 |
|
| R1 |
1.0087 |
1.0087 |
1.0024 |
1.0064 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0029 |
| S1 |
0.9967 |
0.9967 |
1.0002 |
0.9944 |
| S2 |
0.9920 |
0.9920 |
0.9991 |
|
| S3 |
0.9800 |
0.9847 |
0.9980 |
|
| S4 |
0.9680 |
0.9727 |
0.9947 |
|
|
| 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 |
1.0624 |
|
2.618 |
1.0428 |
|
1.618 |
1.0308 |
|
1.000 |
1.0234 |
|
0.618 |
1.0188 |
|
HIGH |
1.0114 |
|
0.618 |
1.0068 |
|
0.500 |
1.0054 |
|
0.382 |
1.0040 |
|
LOW |
0.9994 |
|
0.618 |
0.9920 |
|
1.000 |
0.9874 |
|
1.618 |
0.9800 |
|
2.618 |
0.9680 |
|
4.250 |
0.9484 |
|
|
| Fisher Pivots for day following 16-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0054 |
1.0087 |
| PP |
1.0040 |
1.0062 |
| S1 |
1.0027 |
1.0038 |
|