CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 13-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2011 |
13-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0320 |
0.0070 |
0.7% |
1.0361 |
| High |
1.0331 |
1.0379 |
0.0048 |
0.5% |
1.0373 |
| Low |
1.0250 |
1.0320 |
0.0070 |
0.7% |
1.0291 |
| Close |
1.0316 |
1.0371 |
0.0055 |
0.5% |
1.0337 |
| Range |
0.0081 |
0.0059 |
-0.0022 |
-27.2% |
0.0082 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.4% |
0.0000 |
| Volume |
46 |
24 |
-22 |
-47.8% |
40 |
|
| Daily Pivots for day following 13-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0534 |
1.0511 |
1.0403 |
|
| R3 |
1.0475 |
1.0452 |
1.0387 |
|
| R2 |
1.0416 |
1.0416 |
1.0382 |
|
| R1 |
1.0393 |
1.0393 |
1.0376 |
1.0405 |
| PP |
1.0357 |
1.0357 |
1.0357 |
1.0362 |
| S1 |
1.0334 |
1.0334 |
1.0366 |
1.0346 |
| S2 |
1.0298 |
1.0298 |
1.0360 |
|
| S3 |
1.0239 |
1.0275 |
1.0355 |
|
| S4 |
1.0180 |
1.0216 |
1.0339 |
|
|
| 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 |
1.0630 |
|
2.618 |
1.0533 |
|
1.618 |
1.0474 |
|
1.000 |
1.0438 |
|
0.618 |
1.0415 |
|
HIGH |
1.0379 |
|
0.618 |
1.0356 |
|
0.500 |
1.0350 |
|
0.382 |
1.0343 |
|
LOW |
1.0320 |
|
0.618 |
1.0284 |
|
1.000 |
1.0261 |
|
1.618 |
1.0225 |
|
2.618 |
1.0166 |
|
4.250 |
1.0069 |
|
|
| Fisher Pivots for day following 13-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0352 |
| PP |
1.0357 |
1.0333 |
| S1 |
1.0350 |
1.0315 |
|