CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 06-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2011 |
06-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.0361 |
1.0318 |
-0.0043 |
-0.4% |
1.0042 |
High |
1.0361 |
1.0318 |
-0.0043 |
-0.4% |
1.0342 |
Low |
1.0318 |
1.0318 |
0.0000 |
0.0% |
1.0042 |
Close |
1.0320 |
1.0286 |
-0.0034 |
-0.3% |
1.0361 |
Range |
0.0043 |
0.0000 |
-0.0043 |
-100.0% |
0.0300 |
ATR |
0.0059 |
0.0055 |
-0.0004 |
-6.9% |
0.0000 |
Volume |
5 |
21 |
16 |
320.0% |
60 |
|
Daily Pivots for day following 06-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0307 |
1.0297 |
1.0286 |
|
R3 |
1.0307 |
1.0297 |
1.0286 |
|
R2 |
1.0307 |
1.0307 |
1.0286 |
|
R1 |
1.0297 |
1.0297 |
1.0286 |
1.0302 |
PP |
1.0307 |
1.0307 |
1.0307 |
1.0310 |
S1 |
1.0297 |
1.0297 |
1.0286 |
1.0302 |
S2 |
1.0307 |
1.0307 |
1.0286 |
|
S3 |
1.0307 |
1.0297 |
1.0286 |
|
S4 |
1.0307 |
1.0297 |
1.0286 |
|
|
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 |
1.0318 |
2.618 |
1.0318 |
1.618 |
1.0318 |
1.000 |
1.0318 |
0.618 |
1.0318 |
HIGH |
1.0318 |
0.618 |
1.0318 |
0.500 |
1.0318 |
0.382 |
1.0318 |
LOW |
1.0318 |
0.618 |
1.0318 |
1.000 |
1.0318 |
1.618 |
1.0318 |
2.618 |
1.0318 |
4.250 |
1.0318 |
|
|
Fisher Pivots for day following 06-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0318 |
1.0333 |
PP |
1.0307 |
1.0317 |
S1 |
1.0297 |
1.0302 |
|