CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 21-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2011 |
21-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.0500 |
1.0518 |
0.0018 |
0.2% |
1.0312 |
High |
1.0500 |
1.0528 |
0.0028 |
0.3% |
1.0410 |
Low |
1.0478 |
1.0510 |
0.0032 |
0.3% |
1.0250 |
Close |
1.0492 |
1.0523 |
0.0031 |
0.3% |
1.0404 |
Range |
0.0022 |
0.0018 |
-0.0004 |
-18.2% |
0.0160 |
ATR |
0.0059 |
0.0058 |
-0.0002 |
-2.8% |
0.0000 |
Volume |
73 |
19 |
-54 |
-74.0% |
173 |
|
Daily Pivots for day following 21-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0574 |
1.0567 |
1.0533 |
|
R3 |
1.0556 |
1.0549 |
1.0528 |
|
R2 |
1.0538 |
1.0538 |
1.0526 |
|
R1 |
1.0531 |
1.0531 |
1.0525 |
1.0535 |
PP |
1.0520 |
1.0520 |
1.0520 |
1.0522 |
S1 |
1.0513 |
1.0513 |
1.0521 |
1.0517 |
S2 |
1.0502 |
1.0502 |
1.0520 |
|
S3 |
1.0484 |
1.0495 |
1.0518 |
|
S4 |
1.0466 |
1.0477 |
1.0513 |
|
|
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 |
1.0605 |
2.618 |
1.0575 |
1.618 |
1.0557 |
1.000 |
1.0546 |
0.618 |
1.0539 |
HIGH |
1.0528 |
0.618 |
1.0521 |
0.500 |
1.0519 |
0.382 |
1.0517 |
LOW |
1.0510 |
0.618 |
1.0499 |
1.000 |
1.0492 |
1.618 |
1.0481 |
2.618 |
1.0463 |
4.250 |
1.0434 |
|
|
Fisher Pivots for day following 21-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0522 |
1.0512 |
PP |
1.0520 |
1.0501 |
S1 |
1.0519 |
1.0491 |
|