CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 15-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Apr-2011 |
15-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0286 |
1.0318 |
0.0032 |
0.3% |
1.0393 |
| High |
1.0368 |
1.0357 |
-0.0011 |
-0.1% |
1.0398 |
| Low |
1.0286 |
1.0318 |
0.0032 |
0.3% |
1.0286 |
| Close |
1.0340 |
1.0341 |
0.0001 |
0.0% |
1.0341 |
| Range |
0.0082 |
0.0039 |
-0.0043 |
-52.4% |
0.0112 |
| ATR |
0.0057 |
0.0056 |
-0.0001 |
-2.3% |
0.0000 |
| Volume |
14 |
31 |
17 |
121.4% |
171 |
|
| Daily Pivots for day following 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0456 |
1.0437 |
1.0362 |
|
| R3 |
1.0417 |
1.0398 |
1.0352 |
|
| R2 |
1.0378 |
1.0378 |
1.0348 |
|
| R1 |
1.0359 |
1.0359 |
1.0345 |
1.0369 |
| PP |
1.0339 |
1.0339 |
1.0339 |
1.0343 |
| S1 |
1.0320 |
1.0320 |
1.0337 |
1.0330 |
| S2 |
1.0300 |
1.0300 |
1.0334 |
|
| S3 |
1.0261 |
1.0281 |
1.0330 |
|
| S4 |
1.0222 |
1.0242 |
1.0320 |
|
|
| Weekly Pivots for week ending 15-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0621 |
1.0403 |
|
| R3 |
1.0566 |
1.0509 |
1.0372 |
|
| R2 |
1.0454 |
1.0454 |
1.0362 |
|
| R1 |
1.0397 |
1.0397 |
1.0351 |
1.0370 |
| PP |
1.0342 |
1.0342 |
1.0342 |
1.0328 |
| S1 |
1.0285 |
1.0285 |
1.0331 |
1.0258 |
| S2 |
1.0230 |
1.0230 |
1.0320 |
|
| S3 |
1.0118 |
1.0173 |
1.0310 |
|
| S4 |
1.0006 |
1.0061 |
1.0279 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0523 |
|
2.618 |
1.0459 |
|
1.618 |
1.0420 |
|
1.000 |
1.0396 |
|
0.618 |
1.0381 |
|
HIGH |
1.0357 |
|
0.618 |
1.0342 |
|
0.500 |
1.0338 |
|
0.382 |
1.0333 |
|
LOW |
1.0318 |
|
0.618 |
1.0294 |
|
1.000 |
1.0279 |
|
1.618 |
1.0255 |
|
2.618 |
1.0216 |
|
4.250 |
1.0152 |
|
|
| Fisher Pivots for day following 15-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0336 |
| PP |
1.0339 |
1.0332 |
| S1 |
1.0338 |
1.0327 |
|