CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 30-Jun-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2011 |
30-Jun-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0206 |
1.0299 |
0.0093 |
0.9% |
1.0149 |
| High |
1.0261 |
1.0315 |
0.0054 |
0.5% |
1.0225 |
| Low |
1.0203 |
1.0299 |
0.0096 |
0.9% |
1.0088 |
| Close |
1.0239 |
1.0310 |
0.0071 |
0.7% |
1.0058 |
| Range |
0.0058 |
0.0016 |
-0.0042 |
-72.4% |
0.0137 |
| ATR |
0.0061 |
0.0062 |
0.0001 |
1.7% |
0.0000 |
| Volume |
2 |
17 |
15 |
750.0% |
42 |
|
| Daily Pivots for day following 30-Jun-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0356 |
1.0349 |
1.0319 |
|
| R3 |
1.0340 |
1.0333 |
1.0314 |
|
| R2 |
1.0324 |
1.0324 |
1.0313 |
|
| R1 |
1.0317 |
1.0317 |
1.0311 |
1.0321 |
| PP |
1.0308 |
1.0308 |
1.0308 |
1.0310 |
| S1 |
1.0301 |
1.0301 |
1.0309 |
1.0305 |
| S2 |
1.0292 |
1.0292 |
1.0307 |
|
| S3 |
1.0276 |
1.0285 |
1.0306 |
|
| S4 |
1.0260 |
1.0269 |
1.0301 |
|
|
| 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 |
1.0383 |
|
2.618 |
1.0357 |
|
1.618 |
1.0341 |
|
1.000 |
1.0331 |
|
0.618 |
1.0325 |
|
HIGH |
1.0315 |
|
0.618 |
1.0309 |
|
0.500 |
1.0307 |
|
0.382 |
1.0305 |
|
LOW |
1.0299 |
|
0.618 |
1.0289 |
|
1.000 |
1.0283 |
|
1.618 |
1.0273 |
|
2.618 |
1.0257 |
|
4.250 |
1.0231 |
|
|
| Fisher Pivots for day following 30-Jun-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0309 |
1.0274 |
| PP |
1.0308 |
1.0239 |
| S1 |
1.0307 |
1.0203 |
|