CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2010 |
15-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9680 |
-0.0020 |
-0.2% |
0.9432 |
| High |
0.9730 |
0.9680 |
-0.0050 |
-0.5% |
0.9660 |
| Low |
0.9648 |
0.9680 |
0.0032 |
0.3% |
0.9432 |
| Close |
0.9668 |
0.9707 |
0.0039 |
0.4% |
0.9601 |
| Range |
0.0082 |
0.0000 |
-0.0082 |
-100.0% |
0.0228 |
| ATR |
0.0089 |
0.0084 |
-0.0006 |
-6.2% |
0.0000 |
| Volume |
2 |
19 |
17 |
850.0% |
89 |
|
| Daily Pivots for day following 15-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9689 |
0.9698 |
0.9707 |
|
| R3 |
0.9689 |
0.9698 |
0.9707 |
|
| R2 |
0.9689 |
0.9689 |
0.9707 |
|
| R1 |
0.9698 |
0.9698 |
0.9707 |
0.9694 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9687 |
| S1 |
0.9698 |
0.9698 |
0.9707 |
0.9694 |
| S2 |
0.9689 |
0.9689 |
0.9707 |
|
| S3 |
0.9689 |
0.9698 |
0.9707 |
|
| S4 |
0.9689 |
0.9698 |
0.9707 |
|
|
| Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0248 |
1.0153 |
0.9726 |
|
| R3 |
1.0020 |
0.9925 |
0.9664 |
|
| R2 |
0.9792 |
0.9792 |
0.9643 |
|
| R1 |
0.9697 |
0.9697 |
0.9622 |
0.9745 |
| PP |
0.9564 |
0.9564 |
0.9564 |
0.9588 |
| S1 |
0.9469 |
0.9469 |
0.9580 |
0.9517 |
| S2 |
0.9336 |
0.9336 |
0.9559 |
|
| S3 |
0.9108 |
0.9241 |
0.9538 |
|
| S4 |
0.8880 |
0.9013 |
0.9476 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9680 |
|
2.618 |
0.9680 |
|
1.618 |
0.9680 |
|
1.000 |
0.9680 |
|
0.618 |
0.9680 |
|
HIGH |
0.9680 |
|
0.618 |
0.9680 |
|
0.500 |
0.9680 |
|
0.382 |
0.9680 |
|
LOW |
0.9680 |
|
0.618 |
0.9680 |
|
1.000 |
0.9680 |
|
1.618 |
0.9680 |
|
2.618 |
0.9680 |
|
4.250 |
0.9680 |
|
|
| Fisher Pivots for day following 15-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9698 |
0.9693 |
| PP |
0.9689 |
0.9679 |
| S1 |
0.9680 |
0.9666 |
|