CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 17-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2011 |
17-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0150 |
1.0155 |
0.0005 |
0.0% |
1.0231 |
| High |
1.0206 |
1.0170 |
-0.0036 |
-0.4% |
1.0380 |
| Low |
1.0150 |
1.0139 |
-0.0011 |
-0.1% |
1.0200 |
| Close |
1.0182 |
1.0188 |
0.0006 |
0.1% |
1.0232 |
| Range |
0.0056 |
0.0031 |
-0.0025 |
-44.6% |
0.0180 |
| ATR |
|
|
|
|
|
| Volume |
24 |
6 |
-18 |
-75.0% |
160 |
|
| Daily Pivots for day following 17-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0259 |
1.0254 |
1.0205 |
|
| R3 |
1.0228 |
1.0223 |
1.0197 |
|
| R2 |
1.0197 |
1.0197 |
1.0194 |
|
| R1 |
1.0192 |
1.0192 |
1.0191 |
1.0195 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0167 |
| S1 |
1.0161 |
1.0161 |
1.0185 |
1.0164 |
| S2 |
1.0135 |
1.0135 |
1.0182 |
|
| S3 |
1.0104 |
1.0130 |
1.0179 |
|
| S4 |
1.0073 |
1.0099 |
1.0171 |
|
|
| Weekly Pivots for week ending 13-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0811 |
1.0701 |
1.0331 |
|
| R3 |
1.0631 |
1.0521 |
1.0282 |
|
| R2 |
1.0451 |
1.0451 |
1.0265 |
|
| R1 |
1.0341 |
1.0341 |
1.0249 |
1.0396 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0298 |
| S1 |
1.0161 |
1.0161 |
1.0216 |
1.0216 |
| S2 |
1.0091 |
1.0091 |
1.0199 |
|
| S3 |
0.9911 |
0.9981 |
1.0183 |
|
| S4 |
0.9731 |
0.9801 |
1.0133 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0302 |
|
2.618 |
1.0251 |
|
1.618 |
1.0220 |
|
1.000 |
1.0201 |
|
0.618 |
1.0189 |
|
HIGH |
1.0170 |
|
0.618 |
1.0158 |
|
0.500 |
1.0155 |
|
0.382 |
1.0151 |
|
LOW |
1.0139 |
|
0.618 |
1.0120 |
|
1.000 |
1.0108 |
|
1.618 |
1.0089 |
|
2.618 |
1.0058 |
|
4.250 |
1.0007 |
|
|
| Fisher Pivots for day following 17-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0177 |
1.0203 |
| PP |
1.0166 |
1.0198 |
| S1 |
1.0155 |
1.0193 |
|