CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 31-May-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-May-2011 |
31-May-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0160 |
1.0260 |
0.0100 |
1.0% |
1.0162 |
| High |
1.0160 |
1.0265 |
0.0105 |
1.0% |
1.0172 |
| Low |
1.0160 |
1.0260 |
0.0100 |
1.0% |
1.0120 |
| Close |
1.0159 |
1.0241 |
0.0082 |
0.8% |
1.0159 |
| Range |
0.0000 |
0.0005 |
0.0005 |
|
0.0052 |
| ATR |
0.0049 |
0.0053 |
0.0004 |
8.4% |
0.0000 |
| Volume |
40 |
2 |
-38 |
-95.0% |
105 |
|
| Daily Pivots for day following 31-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0270 |
1.0261 |
1.0244 |
|
| R3 |
1.0265 |
1.0256 |
1.0242 |
|
| R2 |
1.0260 |
1.0260 |
1.0242 |
|
| R1 |
1.0251 |
1.0251 |
1.0241 |
1.0253 |
| PP |
1.0255 |
1.0255 |
1.0255 |
1.0257 |
| S1 |
1.0246 |
1.0246 |
1.0241 |
1.0248 |
| S2 |
1.0250 |
1.0250 |
1.0240 |
|
| S3 |
1.0245 |
1.0241 |
1.0240 |
|
| S4 |
1.0240 |
1.0236 |
1.0238 |
|
|
| Weekly Pivots for week ending 27-May-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0285 |
1.0188 |
|
| R3 |
1.0254 |
1.0233 |
1.0173 |
|
| R2 |
1.0202 |
1.0202 |
1.0169 |
|
| R1 |
1.0181 |
1.0181 |
1.0164 |
1.0166 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0143 |
| S1 |
1.0129 |
1.0129 |
1.0154 |
1.0114 |
| S2 |
1.0098 |
1.0098 |
1.0149 |
|
| S3 |
1.0046 |
1.0077 |
1.0145 |
|
| S4 |
0.9994 |
1.0025 |
1.0130 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0278 |
|
1.618 |
1.0273 |
|
1.000 |
1.0270 |
|
0.618 |
1.0268 |
|
HIGH |
1.0265 |
|
0.618 |
1.0263 |
|
0.500 |
1.0263 |
|
0.382 |
1.0262 |
|
LOW |
1.0260 |
|
0.618 |
1.0257 |
|
1.000 |
1.0255 |
|
1.618 |
1.0252 |
|
2.618 |
1.0247 |
|
4.250 |
1.0239 |
|
|
| Fisher Pivots for day following 31-May-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0263 |
1.0225 |
| PP |
1.0255 |
1.0209 |
| S1 |
1.0248 |
1.0193 |
|