CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 08-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2011 |
08-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0295 |
1.0343 |
0.0048 |
0.5% |
1.0361 |
| High |
1.0373 |
1.0343 |
-0.0030 |
-0.3% |
1.0373 |
| Low |
1.0291 |
1.0314 |
0.0023 |
0.2% |
1.0291 |
| Close |
1.0363 |
1.0337 |
-0.0026 |
-0.3% |
1.0337 |
| Range |
0.0082 |
0.0029 |
-0.0053 |
-64.6% |
0.0082 |
| ATR |
0.0057 |
0.0057 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
3 |
11 |
8 |
266.7% |
40 |
|
| Daily Pivots for day following 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0407 |
1.0353 |
|
| R3 |
1.0389 |
1.0378 |
1.0345 |
|
| R2 |
1.0360 |
1.0360 |
1.0342 |
|
| R1 |
1.0349 |
1.0349 |
1.0340 |
1.0340 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0327 |
| S1 |
1.0320 |
1.0320 |
1.0334 |
1.0311 |
| S2 |
1.0302 |
1.0302 |
1.0332 |
|
| S3 |
1.0273 |
1.0291 |
1.0329 |
|
| S4 |
1.0244 |
1.0262 |
1.0321 |
|
|
| Weekly Pivots for week ending 08-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0580 |
1.0540 |
1.0382 |
|
| R3 |
1.0498 |
1.0458 |
1.0360 |
|
| R2 |
1.0416 |
1.0416 |
1.0352 |
|
| R1 |
1.0376 |
1.0376 |
1.0345 |
1.0355 |
| PP |
1.0334 |
1.0334 |
1.0334 |
1.0323 |
| S1 |
1.0294 |
1.0294 |
1.0329 |
1.0273 |
| S2 |
1.0252 |
1.0252 |
1.0322 |
|
| S3 |
1.0170 |
1.0212 |
1.0314 |
|
| S4 |
1.0088 |
1.0130 |
1.0292 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0466 |
|
2.618 |
1.0419 |
|
1.618 |
1.0390 |
|
1.000 |
1.0372 |
|
0.618 |
1.0361 |
|
HIGH |
1.0343 |
|
0.618 |
1.0332 |
|
0.500 |
1.0329 |
|
0.382 |
1.0325 |
|
LOW |
1.0314 |
|
0.618 |
1.0296 |
|
1.000 |
1.0285 |
|
1.618 |
1.0267 |
|
2.618 |
1.0238 |
|
4.250 |
1.0191 |
|
|
| Fisher Pivots for day following 08-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0334 |
1.0335 |
| PP |
1.0331 |
1.0334 |
| S1 |
1.0329 |
1.0332 |
|