CME Canadian Dollar Future December 2011
Trading Metrics calculated at close of trading on 23-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2011 |
23-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0175 |
1.0120 |
-0.0055 |
-0.5% |
1.0192 |
High |
1.0175 |
1.0120 |
-0.0055 |
-0.5% |
1.0192 |
Low |
1.0131 |
1.0098 |
-0.0033 |
-0.3% |
0.9981 |
Close |
1.0140 |
1.0129 |
-0.0011 |
-0.1% |
1.0073 |
Range |
0.0044 |
0.0022 |
-0.0022 |
-50.0% |
0.0211 |
ATR |
0.0062 |
0.0060 |
-0.0001 |
-2.3% |
0.0000 |
Volume |
61 |
16 |
-45 |
-73.8% |
111 |
|
Daily Pivots for day following 23-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0182 |
1.0177 |
1.0141 |
|
R3 |
1.0160 |
1.0155 |
1.0135 |
|
R2 |
1.0138 |
1.0138 |
1.0133 |
|
R1 |
1.0133 |
1.0133 |
1.0131 |
1.0136 |
PP |
1.0116 |
1.0116 |
1.0116 |
1.0117 |
S1 |
1.0111 |
1.0111 |
1.0127 |
1.0114 |
S2 |
1.0094 |
1.0094 |
1.0125 |
|
S3 |
1.0072 |
1.0089 |
1.0123 |
|
S4 |
1.0050 |
1.0067 |
1.0117 |
|
|
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 |
1.0214 |
2.618 |
1.0178 |
1.618 |
1.0156 |
1.000 |
1.0142 |
0.618 |
1.0134 |
HIGH |
1.0120 |
0.618 |
1.0112 |
0.500 |
1.0109 |
0.382 |
1.0106 |
LOW |
1.0098 |
0.618 |
1.0084 |
1.000 |
1.0076 |
1.618 |
1.0062 |
2.618 |
1.0040 |
4.250 |
1.0005 |
|
|
Fisher Pivots for day following 23-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0122 |
1.0139 |
PP |
1.0116 |
1.0135 |
S1 |
1.0109 |
1.0132 |
|