CME Canadian Dollar Future December 2011
Trading Metrics calculated at close of trading on 28-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2011 |
28-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0173 |
1.0185 |
0.0012 |
0.1% |
1.0094 |
High |
1.0184 |
1.0185 |
0.0001 |
0.0% |
1.0184 |
Low |
1.0129 |
1.0178 |
0.0049 |
0.5% |
1.0094 |
Close |
1.0125 |
1.0179 |
0.0054 |
0.5% |
1.0125 |
Range |
0.0055 |
0.0007 |
-0.0048 |
-87.3% |
0.0090 |
ATR |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0000 |
Volume |
36 |
38 |
2 |
5.6% |
309 |
|
Daily Pivots for day following 28-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0202 |
1.0197 |
1.0183 |
|
R3 |
1.0195 |
1.0190 |
1.0181 |
|
R2 |
1.0188 |
1.0188 |
1.0180 |
|
R1 |
1.0183 |
1.0183 |
1.0180 |
1.0182 |
PP |
1.0181 |
1.0181 |
1.0181 |
1.0180 |
S1 |
1.0176 |
1.0176 |
1.0178 |
1.0175 |
S2 |
1.0174 |
1.0174 |
1.0178 |
|
S3 |
1.0167 |
1.0169 |
1.0177 |
|
S4 |
1.0160 |
1.0162 |
1.0175 |
|
|
Weekly Pivots for week ending 25-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0404 |
1.0355 |
1.0175 |
|
R3 |
1.0314 |
1.0265 |
1.0150 |
|
R2 |
1.0224 |
1.0224 |
1.0142 |
|
R1 |
1.0175 |
1.0175 |
1.0133 |
1.0200 |
PP |
1.0134 |
1.0134 |
1.0134 |
1.0147 |
S1 |
1.0085 |
1.0085 |
1.0117 |
1.0110 |
S2 |
1.0044 |
1.0044 |
1.0109 |
|
S3 |
0.9954 |
0.9995 |
1.0100 |
|
S4 |
0.9864 |
0.9905 |
1.0076 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0215 |
2.618 |
1.0203 |
1.618 |
1.0196 |
1.000 |
1.0192 |
0.618 |
1.0189 |
HIGH |
1.0185 |
0.618 |
1.0182 |
0.500 |
1.0182 |
0.382 |
1.0181 |
LOW |
1.0178 |
0.618 |
1.0174 |
1.000 |
1.0171 |
1.618 |
1.0167 |
2.618 |
1.0160 |
4.250 |
1.0148 |
|
|
Fisher Pivots for day following 28-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0182 |
1.0172 |
PP |
1.0181 |
1.0164 |
S1 |
1.0180 |
1.0157 |
|