CME Canadian Dollar Future June 2012
Trading Metrics calculated at close of trading on 22-Aug-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2011 |
22-Aug-2011 |
Change |
Change % |
Previous Week |
Open |
1.0100 |
1.0068 |
-0.0032 |
-0.3% |
1.0100 |
High |
1.0100 |
1.0068 |
-0.0032 |
-0.3% |
1.0145 |
Low |
1.0075 |
1.0068 |
-0.0007 |
-0.1% |
1.0034 |
Close |
1.0063 |
1.0068 |
0.0005 |
0.0% |
1.0063 |
Range |
0.0025 |
0.0000 |
-0.0025 |
-100.0% |
0.0111 |
ATR |
0.0051 |
0.0048 |
-0.0003 |
-6.4% |
0.0000 |
Volume |
7 |
13 |
6 |
85.7% |
44 |
|
Daily Pivots for day following 22-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0068 |
1.0068 |
1.0068 |
|
R3 |
1.0068 |
1.0068 |
1.0068 |
|
R2 |
1.0068 |
1.0068 |
1.0068 |
|
R1 |
1.0068 |
1.0068 |
1.0068 |
1.0068 |
PP |
1.0068 |
1.0068 |
1.0068 |
1.0068 |
S1 |
1.0068 |
1.0068 |
1.0068 |
1.0068 |
S2 |
1.0068 |
1.0068 |
1.0068 |
|
S3 |
1.0068 |
1.0068 |
1.0068 |
|
S4 |
1.0068 |
1.0068 |
1.0068 |
|
|
Weekly Pivots for week ending 19-Aug-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0414 |
1.0349 |
1.0124 |
|
R3 |
1.0303 |
1.0238 |
1.0094 |
|
R2 |
1.0192 |
1.0192 |
1.0083 |
|
R1 |
1.0127 |
1.0127 |
1.0073 |
1.0104 |
PP |
1.0081 |
1.0081 |
1.0081 |
1.0069 |
S1 |
1.0016 |
1.0016 |
1.0053 |
0.9993 |
S2 |
0.9970 |
0.9970 |
1.0043 |
|
S3 |
0.9859 |
0.9905 |
1.0032 |
|
S4 |
0.9748 |
0.9794 |
1.0002 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0068 |
2.618 |
1.0068 |
1.618 |
1.0068 |
1.000 |
1.0068 |
0.618 |
1.0068 |
HIGH |
1.0068 |
0.618 |
1.0068 |
0.500 |
1.0068 |
0.382 |
1.0068 |
LOW |
1.0068 |
0.618 |
1.0068 |
1.000 |
1.0068 |
1.618 |
1.0068 |
2.618 |
1.0068 |
4.250 |
1.0068 |
|
|
Fisher Pivots for day following 22-Aug-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0068 |
1.0068 |
PP |
1.0068 |
1.0067 |
S1 |
1.0068 |
1.0067 |
|