CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 15-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2011 |
15-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.0406 |
1.0400 |
-0.0006 |
-0.1% |
1.0312 |
High |
1.0410 |
1.0400 |
-0.0010 |
-0.1% |
1.0410 |
Low |
1.0359 |
1.0400 |
0.0041 |
0.4% |
1.0250 |
Close |
1.0359 |
1.0404 |
0.0045 |
0.4% |
1.0404 |
Range |
0.0051 |
0.0000 |
-0.0051 |
-100.0% |
0.0160 |
ATR |
0.0059 |
0.0058 |
-0.0001 |
-2.2% |
0.0000 |
Volume |
24 |
76 |
52 |
216.7% |
173 |
|
Daily Pivots for day following 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0401 |
1.0403 |
1.0404 |
|
R3 |
1.0401 |
1.0403 |
1.0404 |
|
R2 |
1.0401 |
1.0401 |
1.0404 |
|
R1 |
1.0403 |
1.0403 |
1.0404 |
1.0402 |
PP |
1.0401 |
1.0401 |
1.0401 |
1.0401 |
S1 |
1.0403 |
1.0403 |
1.0404 |
1.0402 |
S2 |
1.0401 |
1.0401 |
1.0404 |
|
S3 |
1.0401 |
1.0403 |
1.0404 |
|
S4 |
1.0401 |
1.0403 |
1.0404 |
|
|
Weekly Pivots for week ending 15-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0835 |
1.0779 |
1.0492 |
|
R3 |
1.0675 |
1.0619 |
1.0448 |
|
R2 |
1.0515 |
1.0515 |
1.0433 |
|
R1 |
1.0459 |
1.0459 |
1.0419 |
1.0487 |
PP |
1.0355 |
1.0355 |
1.0355 |
1.0369 |
S1 |
1.0299 |
1.0299 |
1.0389 |
1.0327 |
S2 |
1.0195 |
1.0195 |
1.0375 |
|
S3 |
1.0035 |
1.0139 |
1.0360 |
|
S4 |
0.9875 |
0.9979 |
1.0316 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0400 |
2.618 |
1.0400 |
1.618 |
1.0400 |
1.000 |
1.0400 |
0.618 |
1.0400 |
HIGH |
1.0400 |
0.618 |
1.0400 |
0.500 |
1.0400 |
0.382 |
1.0400 |
LOW |
1.0400 |
0.618 |
1.0400 |
1.000 |
1.0400 |
1.618 |
1.0400 |
2.618 |
1.0400 |
4.250 |
1.0400 |
|
|
Fisher Pivots for day following 15-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0403 |
1.0391 |
PP |
1.0401 |
1.0378 |
S1 |
1.0400 |
1.0365 |
|