CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 24-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jun-2011 |
24-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0128 |
1.0100 |
-0.0028 |
-0.3% |
1.0149 |
| High |
1.0137 |
1.0100 |
-0.0037 |
-0.4% |
1.0225 |
| Low |
1.0128 |
1.0088 |
-0.0040 |
-0.4% |
1.0088 |
| Close |
1.0142 |
1.0058 |
-0.0084 |
-0.8% |
1.0058 |
| Range |
0.0009 |
0.0012 |
0.0003 |
33.3% |
0.0137 |
| ATR |
0.0059 |
0.0059 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
16 |
10 |
-6 |
-37.5% |
42 |
|
| Daily Pivots for day following 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0118 |
1.0100 |
1.0065 |
|
| R3 |
1.0106 |
1.0088 |
1.0061 |
|
| R2 |
1.0094 |
1.0094 |
1.0060 |
|
| R1 |
1.0076 |
1.0076 |
1.0059 |
1.0079 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0084 |
| S1 |
1.0064 |
1.0064 |
1.0057 |
1.0067 |
| S2 |
1.0070 |
1.0070 |
1.0056 |
|
| S3 |
1.0058 |
1.0052 |
1.0055 |
|
| S4 |
1.0046 |
1.0040 |
1.0051 |
|
|
| Weekly Pivots for week ending 24-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0535 |
1.0433 |
1.0133 |
|
| R3 |
1.0398 |
1.0296 |
1.0096 |
|
| R2 |
1.0261 |
1.0261 |
1.0083 |
|
| R1 |
1.0159 |
1.0159 |
1.0071 |
1.0142 |
| PP |
1.0124 |
1.0124 |
1.0124 |
1.0115 |
| S1 |
1.0022 |
1.0022 |
1.0045 |
1.0005 |
| S2 |
0.9987 |
0.9987 |
1.0033 |
|
| S3 |
0.9850 |
0.9885 |
1.0020 |
|
| S4 |
0.9713 |
0.9748 |
0.9983 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0151 |
|
2.618 |
1.0131 |
|
1.618 |
1.0119 |
|
1.000 |
1.0112 |
|
0.618 |
1.0107 |
|
HIGH |
1.0100 |
|
0.618 |
1.0095 |
|
0.500 |
1.0094 |
|
0.382 |
1.0093 |
|
LOW |
1.0088 |
|
0.618 |
1.0081 |
|
1.000 |
1.0076 |
|
1.618 |
1.0069 |
|
2.618 |
1.0057 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 24-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0094 |
1.0157 |
| PP |
1.0082 |
1.0124 |
| S1 |
1.0070 |
1.0091 |
|