CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 06-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2011 |
06-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0255 |
1.0343 |
0.0088 |
0.9% |
1.0185 |
| High |
1.0313 |
1.0371 |
0.0058 |
0.6% |
1.0313 |
| Low |
1.0255 |
1.0343 |
0.0088 |
0.9% |
1.0178 |
| Close |
1.0309 |
1.0350 |
0.0041 |
0.4% |
1.0294 |
| Range |
0.0058 |
0.0028 |
-0.0030 |
-51.7% |
0.0135 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.9% |
0.0000 |
| Volume |
160 |
33 |
-127 |
-79.4% |
154 |
|
| Daily Pivots for day following 06-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0422 |
1.0365 |
|
| R3 |
1.0411 |
1.0394 |
1.0358 |
|
| R2 |
1.0383 |
1.0383 |
1.0355 |
|
| R1 |
1.0366 |
1.0366 |
1.0353 |
1.0375 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0359 |
| S1 |
1.0338 |
1.0338 |
1.0347 |
1.0347 |
| S2 |
1.0327 |
1.0327 |
1.0345 |
|
| S3 |
1.0299 |
1.0310 |
1.0342 |
|
| S4 |
1.0271 |
1.0282 |
1.0335 |
|
|
| 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 |
1.0490 |
|
2.618 |
1.0444 |
|
1.618 |
1.0416 |
|
1.000 |
1.0399 |
|
0.618 |
1.0388 |
|
HIGH |
1.0371 |
|
0.618 |
1.0360 |
|
0.500 |
1.0357 |
|
0.382 |
1.0354 |
|
LOW |
1.0343 |
|
0.618 |
1.0326 |
|
1.000 |
1.0315 |
|
1.618 |
1.0298 |
|
2.618 |
1.0270 |
|
4.250 |
1.0224 |
|
|
| Fisher Pivots for day following 06-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0357 |
1.0338 |
| PP |
1.0355 |
1.0325 |
| S1 |
1.0352 |
1.0313 |
|