CME Canadian Dollar Future March 2012
Trading Metrics calculated at close of trading on 27-Jul-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2011 |
27-Jul-2011 |
Change |
Change % |
Previous Week |
Open |
1.0544 |
1.0469 |
-0.0075 |
-0.7% |
1.0363 |
High |
1.0544 |
1.0469 |
-0.0075 |
-0.7% |
1.0528 |
Low |
1.0532 |
1.0469 |
-0.0063 |
-0.6% |
1.0361 |
Close |
1.0539 |
1.0469 |
-0.0070 |
-0.7% |
1.0472 |
Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0167 |
ATR |
0.0057 |
0.0057 |
0.0001 |
1.7% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
145 |
|
Daily Pivots for day following 27-Jul-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0469 |
1.0469 |
1.0469 |
|
R3 |
1.0469 |
1.0469 |
1.0469 |
|
R2 |
1.0469 |
1.0469 |
1.0469 |
|
R1 |
1.0469 |
1.0469 |
1.0469 |
1.0469 |
PP |
1.0469 |
1.0469 |
1.0469 |
1.0469 |
S1 |
1.0469 |
1.0469 |
1.0469 |
1.0469 |
S2 |
1.0469 |
1.0469 |
1.0469 |
|
S3 |
1.0469 |
1.0469 |
1.0469 |
|
S4 |
1.0469 |
1.0469 |
1.0469 |
|
|
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 |
1.0469 |
2.618 |
1.0469 |
1.618 |
1.0469 |
1.000 |
1.0469 |
0.618 |
1.0469 |
HIGH |
1.0469 |
0.618 |
1.0469 |
0.500 |
1.0469 |
0.382 |
1.0469 |
LOW |
1.0469 |
0.618 |
1.0469 |
1.000 |
1.0469 |
1.618 |
1.0469 |
2.618 |
1.0469 |
4.250 |
1.0469 |
|
|
Fisher Pivots for day following 27-Jul-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0469 |
1.0507 |
PP |
1.0469 |
1.0494 |
S1 |
1.0469 |
1.0482 |
|