CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 03-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2011 |
03-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0134 |
1.0100 |
-0.0034 |
-0.3% |
1.0260 |
| High |
1.0158 |
1.0164 |
0.0006 |
0.1% |
1.0265 |
| Low |
1.0130 |
1.0100 |
-0.0030 |
-0.3% |
1.0100 |
| Close |
1.0167 |
1.0154 |
-0.0013 |
-0.1% |
1.0154 |
| Range |
0.0028 |
0.0064 |
0.0036 |
128.6% |
0.0165 |
| ATR |
0.0052 |
0.0053 |
0.0001 |
2.0% |
0.0000 |
| Volume |
11 |
6 |
-5 |
-45.5% |
32 |
|
| Daily Pivots for day following 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0307 |
1.0189 |
|
| R3 |
1.0267 |
1.0243 |
1.0172 |
|
| R2 |
1.0203 |
1.0203 |
1.0166 |
|
| R1 |
1.0179 |
1.0179 |
1.0160 |
1.0191 |
| PP |
1.0139 |
1.0139 |
1.0139 |
1.0146 |
| S1 |
1.0115 |
1.0115 |
1.0148 |
1.0127 |
| S2 |
1.0075 |
1.0075 |
1.0142 |
|
| S3 |
1.0011 |
1.0051 |
1.0136 |
|
| S4 |
0.9947 |
0.9987 |
1.0119 |
|
|
| Weekly Pivots for week ending 03-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0668 |
1.0576 |
1.0245 |
|
| R3 |
1.0503 |
1.0411 |
1.0199 |
|
| R2 |
1.0338 |
1.0338 |
1.0184 |
|
| R1 |
1.0246 |
1.0246 |
1.0169 |
1.0210 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0155 |
| S1 |
1.0081 |
1.0081 |
1.0139 |
1.0045 |
| S2 |
1.0008 |
1.0008 |
1.0124 |
|
| S3 |
0.9843 |
0.9916 |
1.0109 |
|
| S4 |
0.9678 |
0.9751 |
1.0063 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0436 |
|
2.618 |
1.0332 |
|
1.618 |
1.0268 |
|
1.000 |
1.0228 |
|
0.618 |
1.0204 |
|
HIGH |
1.0164 |
|
0.618 |
1.0140 |
|
0.500 |
1.0132 |
|
0.382 |
1.0124 |
|
LOW |
1.0100 |
|
0.618 |
1.0060 |
|
1.000 |
1.0036 |
|
1.618 |
0.9996 |
|
2.618 |
0.9932 |
|
4.250 |
0.9828 |
|
|
| Fisher Pivots for day following 03-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0147 |
1.0151 |
| PP |
1.0139 |
1.0148 |
| S1 |
1.0132 |
1.0145 |
|