CME Canadian Dollar Future December 2011
Trading Metrics calculated at close of trading on 24-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Mar-2011 |
24-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0120 |
1.0182 |
0.0062 |
0.6% |
1.0192 |
High |
1.0120 |
1.0182 |
0.0062 |
0.6% |
1.0192 |
Low |
1.0098 |
1.0170 |
0.0072 |
0.7% |
0.9981 |
Close |
1.0129 |
1.0173 |
0.0044 |
0.4% |
1.0073 |
Range |
0.0022 |
0.0012 |
-0.0010 |
-45.5% |
0.0211 |
ATR |
0.0060 |
0.0060 |
-0.0001 |
-0.9% |
0.0000 |
Volume |
16 |
168 |
152 |
950.0% |
111 |
|
Daily Pivots for day following 24-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0211 |
1.0204 |
1.0180 |
|
R3 |
1.0199 |
1.0192 |
1.0176 |
|
R2 |
1.0187 |
1.0187 |
1.0175 |
|
R1 |
1.0180 |
1.0180 |
1.0174 |
1.0178 |
PP |
1.0175 |
1.0175 |
1.0175 |
1.0174 |
S1 |
1.0168 |
1.0168 |
1.0172 |
1.0166 |
S2 |
1.0163 |
1.0163 |
1.0171 |
|
S3 |
1.0151 |
1.0156 |
1.0170 |
|
S4 |
1.0139 |
1.0144 |
1.0166 |
|
|
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 |
1.0233 |
2.618 |
1.0213 |
1.618 |
1.0201 |
1.000 |
1.0194 |
0.618 |
1.0189 |
HIGH |
1.0182 |
0.618 |
1.0177 |
0.500 |
1.0176 |
0.382 |
1.0175 |
LOW |
1.0170 |
0.618 |
1.0163 |
1.000 |
1.0158 |
1.618 |
1.0151 |
2.618 |
1.0139 |
4.250 |
1.0119 |
|
|
Fisher Pivots for day following 24-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0176 |
1.0162 |
PP |
1.0175 |
1.0151 |
S1 |
1.0174 |
1.0140 |
|