CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2011 |
22-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0185 |
1.0205 |
0.0020 |
0.2% |
1.0167 |
| High |
1.0222 |
1.0225 |
0.0003 |
0.0% |
1.0261 |
| Low |
1.0185 |
1.0200 |
0.0015 |
0.1% |
1.0050 |
| Close |
1.0228 |
1.0221 |
-0.0007 |
-0.1% |
1.0133 |
| Range |
0.0037 |
0.0025 |
-0.0012 |
-32.4% |
0.0211 |
| ATR |
0.0059 |
0.0057 |
-0.0002 |
-3.8% |
0.0000 |
| Volume |
1 |
9 |
8 |
800.0% |
136 |
|
| Daily Pivots for day following 22-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0290 |
1.0281 |
1.0235 |
|
| R3 |
1.0265 |
1.0256 |
1.0228 |
|
| R2 |
1.0240 |
1.0240 |
1.0226 |
|
| R1 |
1.0231 |
1.0231 |
1.0223 |
1.0236 |
| PP |
1.0215 |
1.0215 |
1.0215 |
1.0218 |
| S1 |
1.0206 |
1.0206 |
1.0219 |
1.0211 |
| S2 |
1.0190 |
1.0190 |
1.0216 |
|
| S3 |
1.0165 |
1.0181 |
1.0214 |
|
| S4 |
1.0140 |
1.0156 |
1.0207 |
|
|
| Weekly Pivots for week ending 17-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0781 |
1.0668 |
1.0249 |
|
| R3 |
1.0570 |
1.0457 |
1.0191 |
|
| R2 |
1.0359 |
1.0359 |
1.0172 |
|
| R1 |
1.0246 |
1.0246 |
1.0152 |
1.0197 |
| PP |
1.0148 |
1.0148 |
1.0148 |
1.0124 |
| S1 |
1.0035 |
1.0035 |
1.0114 |
0.9986 |
| S2 |
0.9937 |
0.9937 |
1.0094 |
|
| S3 |
0.9726 |
0.9824 |
1.0075 |
|
| S4 |
0.9515 |
0.9613 |
1.0017 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0331 |
|
2.618 |
1.0290 |
|
1.618 |
1.0265 |
|
1.000 |
1.0250 |
|
0.618 |
1.0240 |
|
HIGH |
1.0225 |
|
0.618 |
1.0215 |
|
0.500 |
1.0213 |
|
0.382 |
1.0210 |
|
LOW |
1.0200 |
|
0.618 |
1.0185 |
|
1.000 |
1.0175 |
|
1.618 |
1.0160 |
|
2.618 |
1.0135 |
|
4.250 |
1.0094 |
|
|
| Fisher Pivots for day following 22-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0218 |
1.0210 |
| PP |
1.0215 |
1.0198 |
| S1 |
1.0213 |
1.0187 |
|