CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 18-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2011 |
18-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0318 |
1.0304 |
-0.0014 |
-0.1% |
1.0393 |
| High |
1.0357 |
1.0304 |
-0.0053 |
-0.5% |
1.0398 |
| Low |
1.0318 |
1.0249 |
-0.0069 |
-0.7% |
1.0286 |
| Close |
1.0341 |
1.0302 |
-0.0039 |
-0.4% |
1.0341 |
| Range |
0.0039 |
0.0055 |
0.0016 |
41.0% |
0.0112 |
| ATR |
0.0056 |
0.0059 |
0.0003 |
4.6% |
0.0000 |
| Volume |
31 |
21 |
-10 |
-32.3% |
171 |
|
| Daily Pivots for day following 18-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0450 |
1.0431 |
1.0332 |
|
| R3 |
1.0395 |
1.0376 |
1.0317 |
|
| R2 |
1.0340 |
1.0340 |
1.0312 |
|
| R1 |
1.0321 |
1.0321 |
1.0307 |
1.0303 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0276 |
| S1 |
1.0266 |
1.0266 |
1.0297 |
1.0248 |
| S2 |
1.0230 |
1.0230 |
1.0292 |
|
| S3 |
1.0175 |
1.0211 |
1.0287 |
|
| S4 |
1.0120 |
1.0156 |
1.0272 |
|
|
| 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 |
1.0538 |
|
2.618 |
1.0448 |
|
1.618 |
1.0393 |
|
1.000 |
1.0359 |
|
0.618 |
1.0338 |
|
HIGH |
1.0304 |
|
0.618 |
1.0283 |
|
0.500 |
1.0277 |
|
0.382 |
1.0270 |
|
LOW |
1.0249 |
|
0.618 |
1.0215 |
|
1.000 |
1.0194 |
|
1.618 |
1.0160 |
|
2.618 |
1.0105 |
|
4.250 |
1.0015 |
|
|
| Fisher Pivots for day following 18-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0294 |
1.0309 |
| PP |
1.0285 |
1.0306 |
| S1 |
1.0277 |
1.0304 |
|