CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 16-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jun-2010 |
16-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9736 |
0.0056 |
0.6% |
0.9432 |
| High |
0.9680 |
0.9736 |
0.0056 |
0.6% |
0.9660 |
| Low |
0.9680 |
0.9723 |
0.0043 |
0.4% |
0.9432 |
| Close |
0.9707 |
0.9725 |
0.0018 |
0.2% |
0.9601 |
| Range |
0.0000 |
0.0013 |
0.0013 |
|
0.0228 |
| ATR |
0.0084 |
0.0080 |
-0.0004 |
-4.7% |
0.0000 |
| Volume |
19 |
3 |
-16 |
-84.2% |
89 |
|
| Daily Pivots for day following 16-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9767 |
0.9759 |
0.9732 |
|
| R3 |
0.9754 |
0.9746 |
0.9729 |
|
| R2 |
0.9741 |
0.9741 |
0.9727 |
|
| R1 |
0.9733 |
0.9733 |
0.9726 |
0.9731 |
| PP |
0.9728 |
0.9728 |
0.9728 |
0.9727 |
| S1 |
0.9720 |
0.9720 |
0.9724 |
0.9718 |
| S2 |
0.9715 |
0.9715 |
0.9723 |
|
| S3 |
0.9702 |
0.9707 |
0.9721 |
|
| S4 |
0.9689 |
0.9694 |
0.9718 |
|
|
| 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 |
0.9791 |
|
2.618 |
0.9770 |
|
1.618 |
0.9757 |
|
1.000 |
0.9749 |
|
0.618 |
0.9744 |
|
HIGH |
0.9736 |
|
0.618 |
0.9731 |
|
0.500 |
0.9730 |
|
0.382 |
0.9728 |
|
LOW |
0.9723 |
|
0.618 |
0.9715 |
|
1.000 |
0.9710 |
|
1.618 |
0.9702 |
|
2.618 |
0.9689 |
|
4.250 |
0.9668 |
|
|
| Fisher Pivots for day following 16-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9730 |
0.9714 |
| PP |
0.9728 |
0.9703 |
| S1 |
0.9727 |
0.9692 |
|