CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 23-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jun-2010 |
23-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9726 |
0.9642 |
-0.0084 |
-0.9% |
0.9700 |
| High |
0.9726 |
0.9642 |
-0.0084 |
-0.9% |
0.9740 |
| Low |
0.9720 |
0.9570 |
-0.0150 |
-1.5% |
0.9648 |
| Close |
0.9684 |
0.9598 |
-0.0086 |
-0.9% |
0.9749 |
| Range |
0.0006 |
0.0072 |
0.0066 |
1,100.0% |
0.0092 |
| ATR |
0.0069 |
0.0072 |
0.0003 |
4.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
32 |
|
| Daily Pivots for day following 23-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9819 |
0.9781 |
0.9638 |
|
| R3 |
0.9747 |
0.9709 |
0.9618 |
|
| R2 |
0.9675 |
0.9675 |
0.9611 |
|
| R1 |
0.9637 |
0.9637 |
0.9605 |
0.9620 |
| PP |
0.9603 |
0.9603 |
0.9603 |
0.9595 |
| S1 |
0.9565 |
0.9565 |
0.9591 |
0.9548 |
| S2 |
0.9531 |
0.9531 |
0.9585 |
|
| S3 |
0.9459 |
0.9493 |
0.9578 |
|
| S4 |
0.9387 |
0.9421 |
0.9558 |
|
|
| Weekly Pivots for week ending 18-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9961 |
0.9800 |
|
| R3 |
0.9896 |
0.9869 |
0.9774 |
|
| R2 |
0.9804 |
0.9804 |
0.9766 |
|
| R1 |
0.9777 |
0.9777 |
0.9757 |
0.9791 |
| PP |
0.9712 |
0.9712 |
0.9712 |
0.9719 |
| S1 |
0.9685 |
0.9685 |
0.9741 |
0.9699 |
| S2 |
0.9620 |
0.9620 |
0.9732 |
|
| S3 |
0.9528 |
0.9593 |
0.9724 |
|
| S4 |
0.9436 |
0.9501 |
0.9698 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9948 |
|
2.618 |
0.9830 |
|
1.618 |
0.9758 |
|
1.000 |
0.9714 |
|
0.618 |
0.9686 |
|
HIGH |
0.9642 |
|
0.618 |
0.9614 |
|
0.500 |
0.9606 |
|
0.382 |
0.9598 |
|
LOW |
0.9570 |
|
0.618 |
0.9526 |
|
1.000 |
0.9498 |
|
1.618 |
0.9454 |
|
2.618 |
0.9382 |
|
4.250 |
0.9264 |
|
|
| Fisher Pivots for day following 23-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9606 |
0.9685 |
| PP |
0.9603 |
0.9656 |
| S1 |
0.9601 |
0.9627 |
|