CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 22-Mar-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2011 |
22-Mar-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0175 |
0.0081 |
0.8% |
1.0192 |
| High |
1.0183 |
1.0175 |
-0.0008 |
-0.1% |
1.0192 |
| Low |
1.0094 |
1.0131 |
0.0037 |
0.4% |
0.9981 |
| Close |
1.0149 |
1.0140 |
-0.0009 |
-0.1% |
1.0073 |
| Range |
0.0089 |
0.0044 |
-0.0045 |
-50.6% |
0.0211 |
| ATR |
0.0063 |
0.0062 |
-0.0001 |
-2.2% |
0.0000 |
| Volume |
28 |
61 |
33 |
117.9% |
111 |
|
| Daily Pivots for day following 22-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0281 |
1.0254 |
1.0164 |
|
| R3 |
1.0237 |
1.0210 |
1.0152 |
|
| R2 |
1.0193 |
1.0193 |
1.0148 |
|
| R1 |
1.0166 |
1.0166 |
1.0144 |
1.0158 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0144 |
| S1 |
1.0122 |
1.0122 |
1.0136 |
1.0114 |
| S2 |
1.0105 |
1.0105 |
1.0132 |
|
| S3 |
1.0061 |
1.0078 |
1.0128 |
|
| S4 |
1.0017 |
1.0034 |
1.0116 |
|
|
| 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 |
1.0362 |
|
2.618 |
1.0290 |
|
1.618 |
1.0246 |
|
1.000 |
1.0219 |
|
0.618 |
1.0202 |
|
HIGH |
1.0175 |
|
0.618 |
1.0158 |
|
0.500 |
1.0153 |
|
0.382 |
1.0148 |
|
LOW |
1.0131 |
|
0.618 |
1.0104 |
|
1.000 |
1.0087 |
|
1.618 |
1.0060 |
|
2.618 |
1.0016 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 22-Mar-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0138 |
| PP |
1.0149 |
1.0136 |
| S1 |
1.0144 |
1.0134 |
|