CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 12-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2011 |
12-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0312 |
1.0250 |
-0.0062 |
-0.6% |
1.0361 |
| High |
1.0312 |
1.0331 |
0.0019 |
0.2% |
1.0373 |
| Low |
1.0260 |
1.0250 |
-0.0010 |
-0.1% |
1.0291 |
| Close |
1.0269 |
1.0316 |
0.0047 |
0.5% |
1.0337 |
| Range |
0.0052 |
0.0081 |
0.0029 |
55.8% |
0.0082 |
| ATR |
0.0058 |
0.0060 |
0.0002 |
2.8% |
0.0000 |
| Volume |
3 |
46 |
43 |
1,433.3% |
40 |
|
| Daily Pivots for day following 12-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0510 |
1.0361 |
|
| R3 |
1.0461 |
1.0429 |
1.0338 |
|
| R2 |
1.0380 |
1.0380 |
1.0331 |
|
| R1 |
1.0348 |
1.0348 |
1.0323 |
1.0364 |
| PP |
1.0299 |
1.0299 |
1.0299 |
1.0307 |
| S1 |
1.0267 |
1.0267 |
1.0309 |
1.0283 |
| S2 |
1.0218 |
1.0218 |
1.0301 |
|
| S3 |
1.0137 |
1.0186 |
1.0294 |
|
| S4 |
1.0056 |
1.0105 |
1.0271 |
|
|
| 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 |
1.0675 |
|
2.618 |
1.0543 |
|
1.618 |
1.0462 |
|
1.000 |
1.0412 |
|
0.618 |
1.0381 |
|
HIGH |
1.0331 |
|
0.618 |
1.0300 |
|
0.500 |
1.0291 |
|
0.382 |
1.0281 |
|
LOW |
1.0250 |
|
0.618 |
1.0200 |
|
1.000 |
1.0169 |
|
1.618 |
1.0119 |
|
2.618 |
1.0038 |
|
4.250 |
0.9906 |
|
|
| Fisher Pivots for day following 12-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0308 |
1.0310 |
| PP |
1.0299 |
1.0303 |
| S1 |
1.0291 |
1.0297 |
|