CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 07-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2011 |
07-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0343 |
1.0340 |
-0.0003 |
0.0% |
1.0185 |
| High |
1.0371 |
1.0379 |
0.0008 |
0.1% |
1.0313 |
| Low |
1.0343 |
1.0340 |
-0.0003 |
0.0% |
1.0178 |
| Close |
1.0350 |
1.0353 |
0.0003 |
0.0% |
1.0294 |
| Range |
0.0028 |
0.0039 |
0.0011 |
39.3% |
0.0135 |
| ATR |
0.0056 |
0.0055 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
33 |
32 |
-1 |
-3.0% |
154 |
|
| Daily Pivots for day following 07-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0453 |
1.0374 |
|
| R3 |
1.0435 |
1.0414 |
1.0364 |
|
| R2 |
1.0396 |
1.0396 |
1.0360 |
|
| R1 |
1.0375 |
1.0375 |
1.0357 |
1.0386 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0363 |
| S1 |
1.0336 |
1.0336 |
1.0349 |
1.0347 |
| S2 |
1.0318 |
1.0318 |
1.0346 |
|
| S3 |
1.0279 |
1.0297 |
1.0342 |
|
| S4 |
1.0240 |
1.0258 |
1.0332 |
|
|
| 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 |
1.0545 |
|
2.618 |
1.0481 |
|
1.618 |
1.0442 |
|
1.000 |
1.0418 |
|
0.618 |
1.0403 |
|
HIGH |
1.0379 |
|
0.618 |
1.0364 |
|
0.500 |
1.0360 |
|
0.382 |
1.0355 |
|
LOW |
1.0340 |
|
0.618 |
1.0316 |
|
1.000 |
1.0301 |
|
1.618 |
1.0277 |
|
2.618 |
1.0238 |
|
4.250 |
1.0174 |
|
|
| Fisher Pivots for day following 07-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0360 |
1.0341 |
| PP |
1.0357 |
1.0329 |
| S1 |
1.0355 |
1.0317 |
|