CME Canadian Dollar Future December 2011
| Trading Metrics calculated at close of trading on 19-Apr-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2011 |
19-Apr-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0304 |
1.0299 |
-0.0005 |
0.0% |
1.0393 |
| High |
1.0304 |
1.0392 |
0.0088 |
0.9% |
1.0398 |
| Low |
1.0249 |
1.0299 |
0.0050 |
0.5% |
1.0286 |
| Close |
1.0302 |
1.0380 |
0.0078 |
0.8% |
1.0341 |
| Range |
0.0055 |
0.0093 |
0.0038 |
69.1% |
0.0112 |
| ATR |
0.0059 |
0.0061 |
0.0002 |
4.2% |
0.0000 |
| Volume |
21 |
41 |
20 |
95.2% |
171 |
|
| Daily Pivots for day following 19-Apr-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0636 |
1.0601 |
1.0431 |
|
| R3 |
1.0543 |
1.0508 |
1.0406 |
|
| R2 |
1.0450 |
1.0450 |
1.0397 |
|
| R1 |
1.0415 |
1.0415 |
1.0389 |
1.0433 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0366 |
| S1 |
1.0322 |
1.0322 |
1.0371 |
1.0340 |
| S2 |
1.0264 |
1.0264 |
1.0363 |
|
| S3 |
1.0171 |
1.0229 |
1.0354 |
|
| S4 |
1.0078 |
1.0136 |
1.0329 |
|
|
| 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 |
1.0787 |
|
2.618 |
1.0635 |
|
1.618 |
1.0542 |
|
1.000 |
1.0485 |
|
0.618 |
1.0449 |
|
HIGH |
1.0392 |
|
0.618 |
1.0356 |
|
0.500 |
1.0346 |
|
0.382 |
1.0335 |
|
LOW |
1.0299 |
|
0.618 |
1.0242 |
|
1.000 |
1.0206 |
|
1.618 |
1.0149 |
|
2.618 |
1.0056 |
|
4.250 |
0.9904 |
|
|
| Fisher Pivots for day following 19-Apr-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0369 |
1.0360 |
| PP |
1.0357 |
1.0340 |
| S1 |
1.0346 |
1.0321 |
|