CME Canadian Dollar Future March 2012
| Trading Metrics calculated at close of trading on 22-Jul-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2011 |
22-Jul-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0518 |
1.0462 |
-0.0056 |
-0.5% |
1.0363 |
| High |
1.0528 |
1.0477 |
-0.0051 |
-0.5% |
1.0528 |
| Low |
1.0510 |
1.0443 |
-0.0067 |
-0.6% |
1.0361 |
| Close |
1.0523 |
1.0472 |
-0.0051 |
-0.5% |
1.0472 |
| Range |
0.0018 |
0.0034 |
0.0016 |
88.9% |
0.0167 |
| ATR |
0.0058 |
0.0059 |
0.0002 |
2.8% |
0.0000 |
| Volume |
19 |
20 |
1 |
5.3% |
145 |
|
| Daily Pivots for day following 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0566 |
1.0553 |
1.0491 |
|
| R3 |
1.0532 |
1.0519 |
1.0481 |
|
| R2 |
1.0498 |
1.0498 |
1.0478 |
|
| R1 |
1.0485 |
1.0485 |
1.0475 |
1.0492 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0467 |
| S1 |
1.0451 |
1.0451 |
1.0469 |
1.0458 |
| S2 |
1.0430 |
1.0430 |
1.0466 |
|
| S3 |
1.0396 |
1.0417 |
1.0463 |
|
| S4 |
1.0362 |
1.0383 |
1.0453 |
|
|
| Weekly Pivots for week ending 22-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0880 |
1.0564 |
|
| R3 |
1.0788 |
1.0713 |
1.0518 |
|
| R2 |
1.0621 |
1.0621 |
1.0503 |
|
| R1 |
1.0546 |
1.0546 |
1.0487 |
1.0584 |
| PP |
1.0454 |
1.0454 |
1.0454 |
1.0472 |
| S1 |
1.0379 |
1.0379 |
1.0457 |
1.0417 |
| S2 |
1.0287 |
1.0287 |
1.0441 |
|
| S3 |
1.0120 |
1.0212 |
1.0426 |
|
| S4 |
0.9953 |
1.0045 |
1.0380 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0622 |
|
2.618 |
1.0566 |
|
1.618 |
1.0532 |
|
1.000 |
1.0511 |
|
0.618 |
1.0498 |
|
HIGH |
1.0477 |
|
0.618 |
1.0464 |
|
0.500 |
1.0460 |
|
0.382 |
1.0456 |
|
LOW |
1.0443 |
|
0.618 |
1.0422 |
|
1.000 |
1.0409 |
|
1.618 |
1.0388 |
|
2.618 |
1.0354 |
|
4.250 |
1.0299 |
|
|
| Fisher Pivots for day following 22-Jul-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0468 |
1.0486 |
| PP |
1.0464 |
1.0481 |
| S1 |
1.0460 |
1.0477 |
|