CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 13-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2011 |
13-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0360 |
1.0339 |
-0.0021 |
-0.2% |
1.0308 |
| High |
1.0360 |
1.0356 |
-0.0004 |
0.0% |
1.0422 |
| Low |
1.0300 |
1.0297 |
-0.0003 |
0.0% |
1.0254 |
| Close |
1.0330 |
1.0315 |
-0.0015 |
-0.1% |
1.0366 |
| Range |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0168 |
| ATR |
0.0055 |
0.0056 |
0.0000 |
0.5% |
0.0000 |
| Volume |
4 |
32 |
28 |
700.0% |
315 |
|
| Daily Pivots for day following 13-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0500 |
1.0466 |
1.0347 |
|
| R3 |
1.0441 |
1.0407 |
1.0331 |
|
| R2 |
1.0382 |
1.0382 |
1.0326 |
|
| R1 |
1.0348 |
1.0348 |
1.0320 |
1.0336 |
| PP |
1.0323 |
1.0323 |
1.0323 |
1.0316 |
| S1 |
1.0289 |
1.0289 |
1.0310 |
1.0277 |
| S2 |
1.0264 |
1.0264 |
1.0304 |
|
| S3 |
1.0205 |
1.0230 |
1.0299 |
|
| S4 |
1.0146 |
1.0171 |
1.0283 |
|
|
| Weekly Pivots for week ending 08-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0851 |
1.0777 |
1.0458 |
|
| R3 |
1.0683 |
1.0609 |
1.0412 |
|
| R2 |
1.0515 |
1.0515 |
1.0397 |
|
| R1 |
1.0441 |
1.0441 |
1.0381 |
1.0478 |
| PP |
1.0347 |
1.0347 |
1.0347 |
1.0366 |
| S1 |
1.0273 |
1.0273 |
1.0351 |
1.0310 |
| S2 |
1.0179 |
1.0179 |
1.0335 |
|
| S3 |
1.0011 |
1.0105 |
1.0320 |
|
| S4 |
0.9843 |
0.9937 |
1.0274 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0607 |
|
2.618 |
1.0510 |
|
1.618 |
1.0451 |
|
1.000 |
1.0415 |
|
0.618 |
1.0392 |
|
HIGH |
1.0356 |
|
0.618 |
1.0333 |
|
0.500 |
1.0327 |
|
0.382 |
1.0320 |
|
LOW |
1.0297 |
|
0.618 |
1.0261 |
|
1.000 |
1.0238 |
|
1.618 |
1.0202 |
|
2.618 |
1.0143 |
|
4.250 |
1.0046 |
|
|
| Fisher Pivots for day following 13-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0327 |
1.0348 |
| PP |
1.0323 |
1.0337 |
| S1 |
1.0319 |
1.0326 |
|