CME Canadian Dollar Future December 2011
Trading Metrics calculated at close of trading on 31-Mar-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Mar-2011 |
31-Mar-2011 |
Change |
Change % |
Previous Week |
Open |
1.0240 |
1.0222 |
-0.0018 |
-0.2% |
1.0094 |
High |
1.0250 |
1.0249 |
-0.0001 |
0.0% |
1.0184 |
Low |
1.0204 |
1.0222 |
0.0018 |
0.2% |
1.0094 |
Close |
1.0225 |
1.0252 |
0.0027 |
0.3% |
1.0125 |
Range |
0.0046 |
0.0027 |
-0.0019 |
-41.3% |
0.0090 |
ATR |
0.0057 |
0.0055 |
-0.0002 |
-3.8% |
0.0000 |
Volume |
11 |
67 |
56 |
509.1% |
309 |
|
Daily Pivots for day following 31-Mar-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0322 |
1.0314 |
1.0267 |
|
R3 |
1.0295 |
1.0287 |
1.0259 |
|
R2 |
1.0268 |
1.0268 |
1.0257 |
|
R1 |
1.0260 |
1.0260 |
1.0254 |
1.0264 |
PP |
1.0241 |
1.0241 |
1.0241 |
1.0243 |
S1 |
1.0233 |
1.0233 |
1.0250 |
1.0237 |
S2 |
1.0214 |
1.0214 |
1.0247 |
|
S3 |
1.0187 |
1.0206 |
1.0245 |
|
S4 |
1.0160 |
1.0179 |
1.0237 |
|
|
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 |
1.0364 |
2.618 |
1.0320 |
1.618 |
1.0293 |
1.000 |
1.0276 |
0.618 |
1.0266 |
HIGH |
1.0249 |
0.618 |
1.0239 |
0.500 |
1.0236 |
0.382 |
1.0232 |
LOW |
1.0222 |
0.618 |
1.0205 |
1.000 |
1.0195 |
1.618 |
1.0178 |
2.618 |
1.0151 |
4.250 |
1.0107 |
|
|
Fisher Pivots for day following 31-Mar-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0247 |
1.0240 |
PP |
1.0241 |
1.0227 |
S1 |
1.0236 |
1.0215 |
|