CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 14-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2011 |
14-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0320 |
1.0406 |
0.0086 |
0.8% |
1.0361 |
| High |
1.0379 |
1.0410 |
0.0031 |
0.3% |
1.0373 |
| Low |
1.0320 |
1.0359 |
0.0039 |
0.4% |
1.0291 |
| Close |
1.0371 |
1.0359 |
-0.0012 |
-0.1% |
1.0337 |
| Range |
0.0059 |
0.0051 |
-0.0008 |
-13.6% |
0.0082 |
| ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
24 |
24 |
0 |
0.0% |
40 |
|
| Daily Pivots for day following 14-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0529 |
1.0495 |
1.0387 |
|
| R3 |
1.0478 |
1.0444 |
1.0373 |
|
| R2 |
1.0427 |
1.0427 |
1.0368 |
|
| R1 |
1.0393 |
1.0393 |
1.0364 |
1.0385 |
| PP |
1.0376 |
1.0376 |
1.0376 |
1.0372 |
| S1 |
1.0342 |
1.0342 |
1.0354 |
1.0334 |
| S2 |
1.0325 |
1.0325 |
1.0350 |
|
| S3 |
1.0274 |
1.0291 |
1.0345 |
|
| S4 |
1.0223 |
1.0240 |
1.0331 |
|
|
| 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 |
1.0627 |
|
2.618 |
1.0544 |
|
1.618 |
1.0493 |
|
1.000 |
1.0461 |
|
0.618 |
1.0442 |
|
HIGH |
1.0410 |
|
0.618 |
1.0391 |
|
0.500 |
1.0385 |
|
0.382 |
1.0378 |
|
LOW |
1.0359 |
|
0.618 |
1.0327 |
|
1.000 |
1.0308 |
|
1.618 |
1.0276 |
|
2.618 |
1.0225 |
|
4.250 |
1.0142 |
|
|
| Fisher Pivots for day following 14-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0385 |
1.0349 |
| PP |
1.0376 |
1.0340 |
| S1 |
1.0368 |
1.0330 |
|