CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9510 |
0.9600 |
0.0090 |
0.9% |
0.9636 |
| High |
0.9510 |
0.9600 |
0.0090 |
0.9% |
0.9636 |
| Low |
0.9510 |
0.9552 |
0.0042 |
0.4% |
0.9340 |
| Close |
0.9510 |
0.9545 |
0.0035 |
0.4% |
0.9374 |
| Range |
0.0000 |
0.0048 |
0.0048 |
|
0.0296 |
| ATR |
0.0065 |
0.0067 |
0.0002 |
2.8% |
0.0000 |
| Volume |
15 |
15 |
0 |
0.0% |
71 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9710 |
0.9675 |
0.9571 |
|
| R3 |
0.9662 |
0.9627 |
0.9558 |
|
| R2 |
0.9614 |
0.9614 |
0.9554 |
|
| R1 |
0.9579 |
0.9579 |
0.9549 |
0.9573 |
| PP |
0.9566 |
0.9566 |
0.9566 |
0.9562 |
| S1 |
0.9531 |
0.9531 |
0.9541 |
0.9525 |
| S2 |
0.9518 |
0.9518 |
0.9536 |
|
| S3 |
0.9470 |
0.9483 |
0.9532 |
|
| S4 |
0.9422 |
0.9435 |
0.9519 |
|
|
| 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 |
0.9804 |
|
2.618 |
0.9726 |
|
1.618 |
0.9678 |
|
1.000 |
0.9648 |
|
0.618 |
0.9630 |
|
HIGH |
0.9600 |
|
0.618 |
0.9582 |
|
0.500 |
0.9576 |
|
0.382 |
0.9570 |
|
LOW |
0.9552 |
|
0.618 |
0.9522 |
|
1.000 |
0.9504 |
|
1.618 |
0.9474 |
|
2.618 |
0.9426 |
|
4.250 |
0.9348 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9576 |
0.9538 |
| PP |
0.9566 |
0.9531 |
| S1 |
0.9555 |
0.9525 |
|