CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 04-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2011 |
04-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0308 |
0.0008 |
0.1% |
1.0185 |
| High |
1.0313 |
1.0308 |
-0.0005 |
0.0% |
1.0313 |
| Low |
1.0281 |
1.0254 |
-0.0027 |
-0.3% |
1.0178 |
| Close |
1.0294 |
1.0265 |
-0.0029 |
-0.3% |
1.0294 |
| Range |
0.0032 |
0.0054 |
0.0022 |
68.8% |
0.0135 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
25 |
57 |
32 |
128.0% |
154 |
|
| Daily Pivots for day following 04-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0438 |
1.0405 |
1.0295 |
|
| R3 |
1.0384 |
1.0351 |
1.0280 |
|
| R2 |
1.0330 |
1.0330 |
1.0275 |
|
| R1 |
1.0297 |
1.0297 |
1.0270 |
1.0287 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0270 |
| S1 |
1.0243 |
1.0243 |
1.0260 |
1.0233 |
| S2 |
1.0222 |
1.0222 |
1.0255 |
|
| S3 |
1.0168 |
1.0189 |
1.0250 |
|
| S4 |
1.0114 |
1.0135 |
1.0235 |
|
|
| Weekly Pivots for week ending 01-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0667 |
1.0615 |
1.0368 |
|
| R3 |
1.0532 |
1.0480 |
1.0331 |
|
| R2 |
1.0397 |
1.0397 |
1.0319 |
|
| R1 |
1.0345 |
1.0345 |
1.0306 |
1.0371 |
| PP |
1.0262 |
1.0262 |
1.0262 |
1.0275 |
| S1 |
1.0210 |
1.0210 |
1.0282 |
1.0236 |
| S2 |
1.0127 |
1.0127 |
1.0269 |
|
| S3 |
0.9992 |
1.0075 |
1.0257 |
|
| S4 |
0.9857 |
0.9940 |
1.0220 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0538 |
|
2.618 |
1.0449 |
|
1.618 |
1.0395 |
|
1.000 |
1.0362 |
|
0.618 |
1.0341 |
|
HIGH |
1.0308 |
|
0.618 |
1.0287 |
|
0.500 |
1.0281 |
|
0.382 |
1.0275 |
|
LOW |
1.0254 |
|
0.618 |
1.0221 |
|
1.000 |
1.0200 |
|
1.618 |
1.0167 |
|
2.618 |
1.0113 |
|
4.250 |
1.0025 |
|
|
| Fisher Pivots for day following 04-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0281 |
1.0268 |
| PP |
1.0276 |
1.0267 |
| S1 |
1.0270 |
1.0266 |
|