CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 25-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2010 |
25-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9604 |
0.9577 |
-0.0027 |
-0.3% |
0.9800 |
| High |
0.9604 |
0.9577 |
-0.0027 |
-0.3% |
0.9800 |
| Low |
0.9604 |
0.9577 |
-0.0027 |
-0.3% |
0.9570 |
| Close |
0.9566 |
0.9626 |
0.0060 |
0.6% |
0.9626 |
| Range |
|
|
|
|
|
| ATR |
0.0068 |
0.0064 |
-0.0004 |
-6.0% |
0.0000 |
| Volume |
24 |
1 |
-23 |
-95.8% |
30 |
|
| Daily Pivots for day following 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9593 |
0.9610 |
0.9626 |
|
| R3 |
0.9593 |
0.9610 |
0.9626 |
|
| R2 |
0.9593 |
0.9593 |
0.9626 |
|
| R1 |
0.9610 |
0.9610 |
0.9626 |
0.9602 |
| PP |
0.9593 |
0.9593 |
0.9593 |
0.9589 |
| S1 |
0.9610 |
0.9610 |
0.9626 |
0.9602 |
| S2 |
0.9593 |
0.9593 |
0.9626 |
|
| S3 |
0.9593 |
0.9610 |
0.9626 |
|
| S4 |
0.9593 |
0.9610 |
0.9626 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0355 |
1.0221 |
0.9753 |
|
| R3 |
1.0125 |
0.9991 |
0.9689 |
|
| R2 |
0.9895 |
0.9895 |
0.9668 |
|
| R1 |
0.9761 |
0.9761 |
0.9647 |
0.9713 |
| PP |
0.9665 |
0.9665 |
0.9665 |
0.9642 |
| S1 |
0.9531 |
0.9531 |
0.9605 |
0.9483 |
| S2 |
0.9435 |
0.9435 |
0.9584 |
|
| S3 |
0.9205 |
0.9301 |
0.9563 |
|
| S4 |
0.8975 |
0.9071 |
0.9500 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9577 |
|
2.618 |
0.9577 |
|
1.618 |
0.9577 |
|
1.000 |
0.9577 |
|
0.618 |
0.9577 |
|
HIGH |
0.9577 |
|
0.618 |
0.9577 |
|
0.500 |
0.9577 |
|
0.382 |
0.9577 |
|
LOW |
0.9577 |
|
0.618 |
0.9577 |
|
1.000 |
0.9577 |
|
1.618 |
0.9577 |
|
2.618 |
0.9577 |
|
4.250 |
0.9577 |
|
|
| Fisher Pivots for day following 25-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9610 |
0.9619 |
| PP |
0.9593 |
0.9613 |
| S1 |
0.9577 |
0.9606 |
|