CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 20-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2011 |
20-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0460 |
1.0500 |
0.0040 |
0.4% |
1.0312 |
| High |
1.0478 |
1.0500 |
0.0022 |
0.2% |
1.0410 |
| Low |
1.0453 |
1.0478 |
0.0025 |
0.2% |
1.0250 |
| Close |
1.0463 |
1.0492 |
0.0029 |
0.3% |
1.0404 |
| Range |
0.0025 |
0.0022 |
-0.0003 |
-12.0% |
0.0160 |
| ATR |
0.0061 |
0.0059 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
27 |
73 |
46 |
170.4% |
173 |
|
| Daily Pivots for day following 20-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0556 |
1.0546 |
1.0504 |
|
| R3 |
1.0534 |
1.0524 |
1.0498 |
|
| R2 |
1.0512 |
1.0512 |
1.0496 |
|
| R1 |
1.0502 |
1.0502 |
1.0494 |
1.0496 |
| PP |
1.0490 |
1.0490 |
1.0490 |
1.0487 |
| S1 |
1.0480 |
1.0480 |
1.0490 |
1.0474 |
| S2 |
1.0468 |
1.0468 |
1.0488 |
|
| S3 |
1.0446 |
1.0458 |
1.0486 |
|
| S4 |
1.0424 |
1.0436 |
1.0480 |
|
|
| 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 |
1.0594 |
|
2.618 |
1.0558 |
|
1.618 |
1.0536 |
|
1.000 |
1.0522 |
|
0.618 |
1.0514 |
|
HIGH |
1.0500 |
|
0.618 |
1.0492 |
|
0.500 |
1.0489 |
|
0.382 |
1.0486 |
|
LOW |
1.0478 |
|
0.618 |
1.0464 |
|
1.000 |
1.0456 |
|
1.618 |
1.0442 |
|
2.618 |
1.0420 |
|
4.250 |
1.0385 |
|
|
| Fisher Pivots for day following 20-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0491 |
1.0472 |
| PP |
1.0490 |
1.0451 |
| S1 |
1.0489 |
1.0431 |
|