CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 16-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2011 |
16-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0100 |
1.0131 |
0.0031 |
0.3% |
1.0070 |
High |
1.0122 |
1.0131 |
0.0009 |
0.1% |
1.0070 |
Low |
1.0100 |
1.0131 |
0.0031 |
0.3% |
1.0000 |
Close |
1.0140 |
1.0119 |
-0.0021 |
-0.2% |
1.0051 |
Range |
0.0022 |
0.0000 |
-0.0022 |
-100.0% |
0.0070 |
ATR |
|
|
|
|
|
Volume |
7 |
2 |
-5 |
-71.4% |
140 |
|
Daily Pivots for day following 16-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0127 |
1.0123 |
1.0119 |
|
R3 |
1.0127 |
1.0123 |
1.0119 |
|
R2 |
1.0127 |
1.0127 |
1.0119 |
|
R1 |
1.0123 |
1.0123 |
1.0119 |
1.0125 |
PP |
1.0127 |
1.0127 |
1.0127 |
1.0128 |
S1 |
1.0123 |
1.0123 |
1.0119 |
1.0125 |
S2 |
1.0127 |
1.0127 |
1.0119 |
|
S3 |
1.0127 |
1.0123 |
1.0119 |
|
S4 |
1.0127 |
1.0123 |
1.0119 |
|
|
Weekly Pivots for week ending 12-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0250 |
1.0221 |
1.0090 |
|
R3 |
1.0180 |
1.0151 |
1.0070 |
|
R2 |
1.0110 |
1.0110 |
1.0064 |
|
R1 |
1.0081 |
1.0081 |
1.0057 |
1.0061 |
PP |
1.0040 |
1.0040 |
1.0040 |
1.0030 |
S1 |
1.0011 |
1.0011 |
1.0045 |
0.9991 |
S2 |
0.9970 |
0.9970 |
1.0038 |
|
S3 |
0.9900 |
0.9941 |
1.0032 |
|
S4 |
0.9830 |
0.9871 |
1.0013 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0131 |
2.618 |
1.0131 |
1.618 |
1.0131 |
1.000 |
1.0131 |
0.618 |
1.0131 |
HIGH |
1.0131 |
0.618 |
1.0131 |
0.500 |
1.0131 |
0.382 |
1.0131 |
LOW |
1.0131 |
0.618 |
1.0131 |
1.000 |
1.0131 |
1.618 |
1.0131 |
2.618 |
1.0131 |
4.250 |
1.0131 |
|
|
Fisher Pivots for day following 16-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0131 |
1.0110 |
PP |
1.0127 |
1.0100 |
S1 |
1.0123 |
1.0091 |
|