CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 05-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2011 |
05-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0255 |
-0.0053 |
-0.5% |
1.0185 |
| High |
1.0308 |
1.0313 |
0.0005 |
0.0% |
1.0313 |
| Low |
1.0254 |
1.0255 |
0.0001 |
0.0% |
1.0178 |
| Close |
1.0265 |
1.0309 |
0.0044 |
0.4% |
1.0294 |
| Range |
0.0054 |
0.0058 |
0.0004 |
7.4% |
0.0135 |
| ATR |
0.0055 |
0.0055 |
0.0000 |
0.4% |
0.0000 |
| Volume |
57 |
160 |
103 |
180.7% |
154 |
|
| Daily Pivots for day following 05-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0466 |
1.0446 |
1.0341 |
|
| R3 |
1.0408 |
1.0388 |
1.0325 |
|
| R2 |
1.0350 |
1.0350 |
1.0320 |
|
| R1 |
1.0330 |
1.0330 |
1.0314 |
1.0340 |
| PP |
1.0292 |
1.0292 |
1.0292 |
1.0298 |
| S1 |
1.0272 |
1.0272 |
1.0304 |
1.0282 |
| S2 |
1.0234 |
1.0234 |
1.0298 |
|
| S3 |
1.0176 |
1.0214 |
1.0293 |
|
| S4 |
1.0118 |
1.0156 |
1.0277 |
|
|
| 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 |
1.0560 |
|
2.618 |
1.0465 |
|
1.618 |
1.0407 |
|
1.000 |
1.0371 |
|
0.618 |
1.0349 |
|
HIGH |
1.0313 |
|
0.618 |
1.0291 |
|
0.500 |
1.0284 |
|
0.382 |
1.0277 |
|
LOW |
1.0255 |
|
0.618 |
1.0219 |
|
1.000 |
1.0197 |
|
1.618 |
1.0161 |
|
2.618 |
1.0103 |
|
4.250 |
1.0009 |
|
|
| Fisher Pivots for day following 05-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0301 |
1.0301 |
| PP |
1.0292 |
1.0292 |
| S1 |
1.0284 |
1.0284 |
|