CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 23-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2011 |
23-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0205 |
1.0128 |
-0.0077 |
-0.8% |
1.0167 |
| High |
1.0225 |
1.0137 |
-0.0088 |
-0.9% |
1.0261 |
| Low |
1.0200 |
1.0128 |
-0.0072 |
-0.7% |
1.0050 |
| Close |
1.0221 |
1.0142 |
-0.0079 |
-0.8% |
1.0133 |
| Range |
0.0025 |
0.0009 |
-0.0016 |
-64.0% |
0.0211 |
| ATR |
0.0057 |
0.0059 |
0.0003 |
4.6% |
0.0000 |
| Volume |
9 |
16 |
7 |
77.8% |
136 |
|
| Daily Pivots for day following 23-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0163 |
1.0161 |
1.0147 |
|
| R3 |
1.0154 |
1.0152 |
1.0144 |
|
| R2 |
1.0145 |
1.0145 |
1.0144 |
|
| R1 |
1.0143 |
1.0143 |
1.0143 |
1.0144 |
| PP |
1.0136 |
1.0136 |
1.0136 |
1.0136 |
| S1 |
1.0134 |
1.0134 |
1.0141 |
1.0135 |
| S2 |
1.0127 |
1.0127 |
1.0140 |
|
| S3 |
1.0118 |
1.0125 |
1.0140 |
|
| S4 |
1.0109 |
1.0116 |
1.0137 |
|
|
| 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 |
1.0175 |
|
2.618 |
1.0161 |
|
1.618 |
1.0152 |
|
1.000 |
1.0146 |
|
0.618 |
1.0143 |
|
HIGH |
1.0137 |
|
0.618 |
1.0134 |
|
0.500 |
1.0133 |
|
0.382 |
1.0131 |
|
LOW |
1.0128 |
|
0.618 |
1.0122 |
|
1.000 |
1.0119 |
|
1.618 |
1.0113 |
|
2.618 |
1.0104 |
|
4.250 |
1.0090 |
|
|
| Fisher Pivots for day following 23-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0177 |
| PP |
1.0136 |
1.0165 |
| S1 |
1.0133 |
1.0154 |
|