CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9340 |
0.9400 |
0.0060 |
0.6% |
0.9636 |
| High |
0.9340 |
0.9400 |
0.0060 |
0.6% |
0.9636 |
| Low |
0.9340 |
0.9370 |
0.0030 |
0.3% |
0.9340 |
| Close |
0.9412 |
0.9374 |
-0.0038 |
-0.4% |
0.9374 |
| Range |
0.0000 |
0.0030 |
0.0030 |
|
0.0296 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
15 |
14 |
-1 |
-6.7% |
71 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9471 |
0.9453 |
0.9391 |
|
| R3 |
0.9441 |
0.9423 |
0.9382 |
|
| R2 |
0.9411 |
0.9411 |
0.9380 |
|
| R1 |
0.9393 |
0.9393 |
0.9377 |
0.9387 |
| PP |
0.9381 |
0.9381 |
0.9381 |
0.9379 |
| S1 |
0.9363 |
0.9363 |
0.9371 |
0.9357 |
| S2 |
0.9351 |
0.9351 |
0.9369 |
|
| S3 |
0.9321 |
0.9333 |
0.9366 |
|
| S4 |
0.9291 |
0.9303 |
0.9358 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0152 |
0.9537 |
|
| R3 |
1.0042 |
0.9856 |
0.9455 |
|
| R2 |
0.9746 |
0.9746 |
0.9428 |
|
| R1 |
0.9560 |
0.9560 |
0.9401 |
0.9505 |
| PP |
0.9450 |
0.9450 |
0.9450 |
0.9423 |
| S1 |
0.9264 |
0.9264 |
0.9347 |
0.9209 |
| S2 |
0.9154 |
0.9154 |
0.9320 |
|
| S3 |
0.8858 |
0.8968 |
0.9293 |
|
| S4 |
0.8562 |
0.8672 |
0.9211 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9528 |
|
2.618 |
0.9479 |
|
1.618 |
0.9449 |
|
1.000 |
0.9430 |
|
0.618 |
0.9419 |
|
HIGH |
0.9400 |
|
0.618 |
0.9389 |
|
0.500 |
0.9385 |
|
0.382 |
0.9381 |
|
LOW |
0.9370 |
|
0.618 |
0.9351 |
|
1.000 |
0.9340 |
|
1.618 |
0.9321 |
|
2.618 |
0.9291 |
|
4.250 |
0.9243 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9385 |
0.9394 |
| PP |
0.9381 |
0.9387 |
| S1 |
0.9378 |
0.9381 |
|