CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 26-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-May-2011 |
26-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0172 |
1.0120 |
-0.0052 |
-0.5% |
1.0150 |
| High |
1.0172 |
1.0136 |
-0.0036 |
-0.4% |
1.0259 |
| Low |
1.0159 |
1.0120 |
-0.0039 |
-0.4% |
1.0139 |
| Close |
1.0151 |
1.0138 |
-0.0013 |
-0.1% |
1.0203 |
| Range |
0.0013 |
0.0016 |
0.0003 |
23.1% |
0.0120 |
| ATR |
0.0052 |
0.0051 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
42 |
4 |
-38 |
-90.5% |
66 |
|
| Daily Pivots for day following 26-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0179 |
1.0175 |
1.0147 |
|
| R3 |
1.0163 |
1.0159 |
1.0142 |
|
| R2 |
1.0147 |
1.0147 |
1.0141 |
|
| R1 |
1.0143 |
1.0143 |
1.0139 |
1.0145 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0133 |
| S1 |
1.0127 |
1.0127 |
1.0137 |
1.0129 |
| S2 |
1.0115 |
1.0115 |
1.0135 |
|
| S3 |
1.0099 |
1.0111 |
1.0134 |
|
| S4 |
1.0083 |
1.0095 |
1.0129 |
|
|
| 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 |
1.0204 |
|
2.618 |
1.0178 |
|
1.618 |
1.0162 |
|
1.000 |
1.0152 |
|
0.618 |
1.0146 |
|
HIGH |
1.0136 |
|
0.618 |
1.0130 |
|
0.500 |
1.0128 |
|
0.382 |
1.0126 |
|
LOW |
1.0120 |
|
0.618 |
1.0110 |
|
1.000 |
1.0104 |
|
1.618 |
1.0094 |
|
2.618 |
1.0078 |
|
4.250 |
1.0052 |
|
|
| Fisher Pivots for day following 26-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0135 |
1.0146 |
| PP |
1.0131 |
1.0143 |
| S1 |
1.0128 |
1.0141 |
|