CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 18-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Mar-2011 |
18-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0063 |
1.0125 |
0.0062 |
0.6% |
1.0192 |
| High |
1.0098 |
1.0125 |
0.0027 |
0.3% |
1.0192 |
| Low |
1.0054 |
1.0085 |
0.0031 |
0.3% |
0.9981 |
| Close |
1.0061 |
1.0073 |
0.0012 |
0.1% |
1.0073 |
| Range |
0.0044 |
0.0040 |
-0.0004 |
-9.1% |
0.0211 |
| ATR |
0.0059 |
0.0060 |
0.0000 |
0.6% |
0.0000 |
| Volume |
19 |
22 |
3 |
15.8% |
111 |
|
| Daily Pivots for day following 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0184 |
1.0095 |
|
| R3 |
1.0174 |
1.0144 |
1.0084 |
|
| R2 |
1.0134 |
1.0134 |
1.0080 |
|
| R1 |
1.0104 |
1.0104 |
1.0077 |
1.0099 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0092 |
| S1 |
1.0064 |
1.0064 |
1.0069 |
1.0059 |
| S2 |
1.0054 |
1.0054 |
1.0066 |
|
| S3 |
1.0014 |
1.0024 |
1.0062 |
|
| S4 |
0.9974 |
0.9984 |
1.0051 |
|
|
| Weekly Pivots for week ending 18-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0715 |
1.0605 |
1.0189 |
|
| R3 |
1.0504 |
1.0394 |
1.0131 |
|
| R2 |
1.0293 |
1.0293 |
1.0112 |
|
| R1 |
1.0183 |
1.0183 |
1.0092 |
1.0133 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0057 |
| S1 |
0.9972 |
0.9972 |
1.0054 |
0.9922 |
| S2 |
0.9871 |
0.9871 |
1.0034 |
|
| S3 |
0.9660 |
0.9761 |
1.0015 |
|
| S4 |
0.9449 |
0.9550 |
0.9957 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0295 |
|
2.618 |
1.0230 |
|
1.618 |
1.0190 |
|
1.000 |
1.0165 |
|
0.618 |
1.0150 |
|
HIGH |
1.0125 |
|
0.618 |
1.0110 |
|
0.500 |
1.0105 |
|
0.382 |
1.0100 |
|
LOW |
1.0085 |
|
0.618 |
1.0060 |
|
1.000 |
1.0045 |
|
1.618 |
1.0020 |
|
2.618 |
0.9980 |
|
4.250 |
0.9915 |
|
|
| Fisher Pivots for day following 18-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0105 |
1.0069 |
| PP |
1.0094 |
1.0064 |
| S1 |
1.0084 |
1.0060 |
|