CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2011 |
23-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0190 |
1.0162 |
-0.0028 |
-0.3% |
1.0150 |
| High |
1.0207 |
1.0162 |
-0.0045 |
-0.4% |
1.0259 |
| Low |
1.0190 |
1.0139 |
-0.0051 |
-0.5% |
1.0139 |
| Close |
1.0203 |
1.0155 |
-0.0048 |
-0.5% |
1.0203 |
| Range |
0.0017 |
0.0023 |
0.0006 |
35.3% |
0.0120 |
| ATR |
0.0058 |
0.0058 |
0.0000 |
0.8% |
0.0000 |
| Volume |
15 |
11 |
-4 |
-26.7% |
66 |
|
| Daily Pivots for day following 23-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0211 |
1.0168 |
|
| R3 |
1.0198 |
1.0188 |
1.0161 |
|
| R2 |
1.0175 |
1.0175 |
1.0159 |
|
| R1 |
1.0165 |
1.0165 |
1.0157 |
1.0159 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0149 |
| S1 |
1.0142 |
1.0142 |
1.0153 |
1.0136 |
| S2 |
1.0129 |
1.0129 |
1.0151 |
|
| S3 |
1.0106 |
1.0119 |
1.0149 |
|
| S4 |
1.0083 |
1.0096 |
1.0142 |
|
|
| Weekly Pivots for week ending 20-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0502 |
1.0269 |
|
| R3 |
1.0440 |
1.0382 |
1.0236 |
|
| R2 |
1.0320 |
1.0320 |
1.0225 |
|
| R1 |
1.0262 |
1.0262 |
1.0214 |
1.0291 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0215 |
| S1 |
1.0142 |
1.0142 |
1.0192 |
1.0171 |
| S2 |
1.0080 |
1.0080 |
1.0181 |
|
| S3 |
0.9960 |
1.0022 |
1.0170 |
|
| S4 |
0.9840 |
0.9902 |
1.0137 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0260 |
|
2.618 |
1.0222 |
|
1.618 |
1.0199 |
|
1.000 |
1.0185 |
|
0.618 |
1.0176 |
|
HIGH |
1.0162 |
|
0.618 |
1.0153 |
|
0.500 |
1.0151 |
|
0.382 |
1.0148 |
|
LOW |
1.0139 |
|
0.618 |
1.0125 |
|
1.000 |
1.0116 |
|
1.618 |
1.0102 |
|
2.618 |
1.0079 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 23-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0154 |
1.0199 |
| PP |
1.0152 |
1.0184 |
| S1 |
1.0151 |
1.0170 |
|