CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 28-Jun-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2011 |
28-Jun-2011 |
Change |
Change % |
Previous Week |
Open |
1.0042 |
1.0093 |
0.0051 |
0.5% |
1.0149 |
High |
1.0080 |
1.0093 |
0.0013 |
0.1% |
1.0225 |
Low |
1.0042 |
1.0091 |
0.0049 |
0.5% |
1.0088 |
Close |
1.0071 |
1.0119 |
0.0048 |
0.5% |
1.0058 |
Range |
0.0038 |
0.0002 |
-0.0036 |
-94.7% |
0.0137 |
ATR |
0.0057 |
0.0055 |
-0.0003 |
-4.4% |
0.0000 |
Volume |
6 |
8 |
2 |
33.3% |
42 |
|
Daily Pivots for day following 28-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0107 |
1.0115 |
1.0120 |
|
R3 |
1.0105 |
1.0113 |
1.0120 |
|
R2 |
1.0103 |
1.0103 |
1.0119 |
|
R1 |
1.0111 |
1.0111 |
1.0119 |
1.0107 |
PP |
1.0101 |
1.0101 |
1.0101 |
1.0099 |
S1 |
1.0109 |
1.0109 |
1.0119 |
1.0105 |
S2 |
1.0099 |
1.0099 |
1.0119 |
|
S3 |
1.0097 |
1.0107 |
1.0118 |
|
S4 |
1.0095 |
1.0105 |
1.0118 |
|
|
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 |
1.0102 |
2.618 |
1.0098 |
1.618 |
1.0096 |
1.000 |
1.0095 |
0.618 |
1.0094 |
HIGH |
1.0093 |
0.618 |
1.0092 |
0.500 |
1.0092 |
0.382 |
1.0092 |
LOW |
1.0091 |
0.618 |
1.0090 |
1.000 |
1.0089 |
1.618 |
1.0088 |
2.618 |
1.0086 |
4.250 |
1.0083 |
|
|
Fisher Pivots for day following 28-Jun-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0110 |
1.0103 |
PP |
1.0101 |
1.0087 |
S1 |
1.0092 |
1.0071 |
|