CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 03-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jun-2010 |
03-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9456 |
0.9554 |
0.0098 |
1.0% |
0.9425 |
| High |
0.9620 |
0.9554 |
-0.0066 |
-0.7% |
0.9502 |
| Low |
0.9436 |
0.9542 |
0.0106 |
1.1% |
0.9294 |
| Close |
0.9590 |
0.9570 |
-0.0020 |
-0.2% |
0.9489 |
| Range |
0.0184 |
0.0012 |
-0.0172 |
-93.5% |
0.0208 |
| ATR |
|
|
|
|
|
| Volume |
12 |
52 |
40 |
333.3% |
49 |
|
| Daily Pivots for day following 03-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9591 |
0.9593 |
0.9577 |
|
| R3 |
0.9579 |
0.9581 |
0.9573 |
|
| R2 |
0.9567 |
0.9567 |
0.9572 |
|
| R1 |
0.9569 |
0.9569 |
0.9571 |
0.9568 |
| PP |
0.9555 |
0.9555 |
0.9555 |
0.9555 |
| S1 |
0.9557 |
0.9557 |
0.9569 |
0.9556 |
| S2 |
0.9543 |
0.9543 |
0.9568 |
|
| S3 |
0.9531 |
0.9545 |
0.9567 |
|
| S4 |
0.9519 |
0.9533 |
0.9563 |
|
|
| Weekly Pivots for week ending 28-May-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0052 |
0.9979 |
0.9603 |
|
| R3 |
0.9844 |
0.9771 |
0.9546 |
|
| R2 |
0.9636 |
0.9636 |
0.9527 |
|
| R1 |
0.9563 |
0.9563 |
0.9508 |
0.9600 |
| PP |
0.9428 |
0.9428 |
0.9428 |
0.9447 |
| S1 |
0.9355 |
0.9355 |
0.9470 |
0.9392 |
| S2 |
0.9220 |
0.9220 |
0.9451 |
|
| S3 |
0.9012 |
0.9147 |
0.9432 |
|
| S4 |
0.8804 |
0.8939 |
0.9375 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9605 |
|
2.618 |
0.9585 |
|
1.618 |
0.9573 |
|
1.000 |
0.9566 |
|
0.618 |
0.9561 |
|
HIGH |
0.9554 |
|
0.618 |
0.9549 |
|
0.500 |
0.9548 |
|
0.382 |
0.9547 |
|
LOW |
0.9542 |
|
0.618 |
0.9535 |
|
1.000 |
0.9530 |
|
1.618 |
0.9523 |
|
2.618 |
0.9511 |
|
4.250 |
0.9491 |
|
|
| Fisher Pivots for day following 03-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9563 |
0.9556 |
| PP |
0.9555 |
0.9542 |
| S1 |
0.9548 |
0.9528 |
|