CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 17-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Mar-2011 |
17-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0063 |
-0.0028 |
-0.3% |
1.0231 |
| High |
1.0114 |
1.0098 |
-0.0016 |
-0.2% |
1.0233 |
| Low |
0.9994 |
1.0054 |
0.0060 |
0.6% |
1.0135 |
| Close |
1.0013 |
1.0061 |
0.0048 |
0.5% |
1.0204 |
| Range |
0.0120 |
0.0044 |
-0.0076 |
-63.3% |
0.0098 |
| ATR |
0.0057 |
0.0059 |
0.0002 |
3.4% |
0.0000 |
| Volume |
37 |
19 |
-18 |
-48.6% |
462 |
|
| Daily Pivots for day following 17-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0176 |
1.0085 |
|
| R3 |
1.0159 |
1.0132 |
1.0073 |
|
| R2 |
1.0115 |
1.0115 |
1.0069 |
|
| R1 |
1.0088 |
1.0088 |
1.0065 |
1.0080 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0067 |
| S1 |
1.0044 |
1.0044 |
1.0057 |
1.0036 |
| S2 |
1.0027 |
1.0027 |
1.0053 |
|
| S3 |
0.9983 |
1.0000 |
1.0049 |
|
| S4 |
0.9939 |
0.9956 |
1.0037 |
|
|
| 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 |
1.0285 |
|
2.618 |
1.0213 |
|
1.618 |
1.0169 |
|
1.000 |
1.0142 |
|
0.618 |
1.0125 |
|
HIGH |
1.0098 |
|
0.618 |
1.0081 |
|
0.500 |
1.0076 |
|
0.382 |
1.0071 |
|
LOW |
1.0054 |
|
0.618 |
1.0027 |
|
1.000 |
1.0010 |
|
1.618 |
0.9983 |
|
2.618 |
0.9939 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 17-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0079 |
| PP |
1.0071 |
1.0073 |
| S1 |
1.0066 |
1.0067 |
|