CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 29-Jun-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2010 |
29-Jun-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9636 |
0.9500 |
-0.0136 |
-1.4% |
0.9800 |
| High |
0.9636 |
0.9500 |
-0.0136 |
-1.4% |
0.9800 |
| Low |
0.9636 |
0.9430 |
-0.0206 |
-2.1% |
0.9570 |
| Close |
0.9636 |
0.9454 |
-0.0182 |
-1.9% |
0.9626 |
| Range |
0.0000 |
0.0070 |
0.0070 |
|
0.0230 |
| ATR |
0.0060 |
0.0070 |
0.0010 |
17.4% |
0.0000 |
| Volume |
16 |
16 |
0 |
0.0% |
30 |
|
| Daily Pivots for day following 29-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9671 |
0.9633 |
0.9493 |
|
| R3 |
0.9601 |
0.9563 |
0.9473 |
|
| R2 |
0.9531 |
0.9531 |
0.9467 |
|
| R1 |
0.9493 |
0.9493 |
0.9460 |
0.9477 |
| PP |
0.9461 |
0.9461 |
0.9461 |
0.9454 |
| S1 |
0.9423 |
0.9423 |
0.9448 |
0.9407 |
| S2 |
0.9391 |
0.9391 |
0.9441 |
|
| S3 |
0.9321 |
0.9353 |
0.9435 |
|
| S4 |
0.9251 |
0.9283 |
0.9416 |
|
|
| 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 |
0.9798 |
|
2.618 |
0.9683 |
|
1.618 |
0.9613 |
|
1.000 |
0.9570 |
|
0.618 |
0.9543 |
|
HIGH |
0.9500 |
|
0.618 |
0.9473 |
|
0.500 |
0.9465 |
|
0.382 |
0.9457 |
|
LOW |
0.9430 |
|
0.618 |
0.9387 |
|
1.000 |
0.9360 |
|
1.618 |
0.9317 |
|
2.618 |
0.9247 |
|
4.250 |
0.9133 |
|
|
| Fisher Pivots for day following 29-Jun-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9465 |
0.9533 |
| PP |
0.9461 |
0.9507 |
| S1 |
0.9458 |
0.9480 |
|