CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 05-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2011 |
05-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0315 |
1.0361 |
0.0046 |
0.4% |
1.0042 |
| High |
1.0342 |
1.0361 |
0.0019 |
0.2% |
1.0342 |
| Low |
1.0305 |
1.0318 |
0.0013 |
0.1% |
1.0042 |
| Close |
1.0361 |
1.0320 |
-0.0041 |
-0.4% |
1.0361 |
| Range |
0.0037 |
0.0043 |
0.0006 |
16.2% |
0.0300 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-2.1% |
0.0000 |
| Volume |
27 |
5 |
-22 |
-81.5% |
60 |
|
| Daily Pivots for day following 05-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0462 |
1.0434 |
1.0344 |
|
| R3 |
1.0419 |
1.0391 |
1.0332 |
|
| R2 |
1.0376 |
1.0376 |
1.0328 |
|
| R1 |
1.0348 |
1.0348 |
1.0324 |
1.0341 |
| PP |
1.0333 |
1.0333 |
1.0333 |
1.0329 |
| S1 |
1.0305 |
1.0305 |
1.0316 |
1.0298 |
| S2 |
1.0290 |
1.0290 |
1.0312 |
|
| S3 |
1.0247 |
1.0262 |
1.0308 |
|
| S4 |
1.0204 |
1.0219 |
1.0296 |
|
|
| Weekly Pivots for week ending 01-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1148 |
1.1055 |
1.0526 |
|
| R3 |
1.0848 |
1.0755 |
1.0444 |
|
| R2 |
1.0548 |
1.0548 |
1.0416 |
|
| R1 |
1.0455 |
1.0455 |
1.0389 |
1.0502 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0272 |
| S1 |
1.0155 |
1.0155 |
1.0334 |
1.0202 |
| S2 |
0.9948 |
0.9948 |
1.0306 |
|
| S3 |
0.9648 |
0.9855 |
1.0279 |
|
| S4 |
0.9348 |
0.9555 |
1.0196 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0544 |
|
2.618 |
1.0474 |
|
1.618 |
1.0431 |
|
1.000 |
1.0404 |
|
0.618 |
1.0388 |
|
HIGH |
1.0361 |
|
0.618 |
1.0345 |
|
0.500 |
1.0340 |
|
0.382 |
1.0334 |
|
LOW |
1.0318 |
|
0.618 |
1.0291 |
|
1.000 |
1.0275 |
|
1.618 |
1.0248 |
|
2.618 |
1.0205 |
|
4.250 |
1.0135 |
|
|
| Fisher Pivots for day following 05-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0340 |
1.0330 |
| PP |
1.0333 |
1.0327 |
| S1 |
1.0327 |
1.0323 |
|