CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 27-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2011 |
27-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0042 |
-0.0058 |
-0.6% |
1.0149 |
| High |
1.0100 |
1.0080 |
-0.0020 |
-0.2% |
1.0225 |
| Low |
1.0088 |
1.0042 |
-0.0046 |
-0.5% |
1.0088 |
| Close |
1.0058 |
1.0071 |
0.0013 |
0.1% |
1.0058 |
| Range |
0.0012 |
0.0038 |
0.0026 |
216.7% |
0.0137 |
| ATR |
0.0059 |
0.0057 |
-0.0001 |
-2.5% |
0.0000 |
| Volume |
10 |
6 |
-4 |
-40.0% |
42 |
|
| Daily Pivots for day following 27-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0178 |
1.0163 |
1.0092 |
|
| R3 |
1.0140 |
1.0125 |
1.0081 |
|
| R2 |
1.0102 |
1.0102 |
1.0078 |
|
| R1 |
1.0087 |
1.0087 |
1.0074 |
1.0095 |
| PP |
1.0064 |
1.0064 |
1.0064 |
1.0068 |
| S1 |
1.0049 |
1.0049 |
1.0068 |
1.0057 |
| S2 |
1.0026 |
1.0026 |
1.0064 |
|
| S3 |
0.9988 |
1.0011 |
1.0061 |
|
| S4 |
0.9950 |
0.9973 |
1.0050 |
|
|
| 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 |
1.0242 |
|
2.618 |
1.0179 |
|
1.618 |
1.0141 |
|
1.000 |
1.0118 |
|
0.618 |
1.0103 |
|
HIGH |
1.0080 |
|
0.618 |
1.0065 |
|
0.500 |
1.0061 |
|
0.382 |
1.0057 |
|
LOW |
1.0042 |
|
0.618 |
1.0019 |
|
1.000 |
1.0004 |
|
1.618 |
0.9981 |
|
2.618 |
0.9943 |
|
4.250 |
0.9881 |
|
|
| Fisher Pivots for day following 27-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0090 |
| PP |
1.0064 |
1.0083 |
| S1 |
1.0061 |
1.0077 |
|