CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9674 |
0.9654 |
-0.0020 |
-0.2% |
0.9449 |
| High |
0.9674 |
0.9670 |
-0.0004 |
0.0% |
0.9650 |
| Low |
0.9615 |
0.9556 |
-0.0059 |
-0.6% |
0.9449 |
| Close |
0.9623 |
0.9596 |
-0.0027 |
-0.3% |
0.9652 |
| Range |
0.0059 |
0.0114 |
0.0055 |
93.2% |
0.0201 |
| ATR |
0.0068 |
0.0071 |
0.0003 |
4.8% |
0.0000 |
| Volume |
150 |
31 |
-119 |
-79.3% |
56 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9949 |
0.9887 |
0.9659 |
|
| R3 |
0.9835 |
0.9773 |
0.9627 |
|
| R2 |
0.9721 |
0.9721 |
0.9617 |
|
| R1 |
0.9659 |
0.9659 |
0.9606 |
0.9633 |
| PP |
0.9607 |
0.9607 |
0.9607 |
0.9595 |
| S1 |
0.9545 |
0.9545 |
0.9586 |
0.9519 |
| S2 |
0.9493 |
0.9493 |
0.9575 |
|
| S3 |
0.9379 |
0.9431 |
0.9565 |
|
| S4 |
0.9265 |
0.9317 |
0.9533 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0120 |
0.9763 |
|
| R3 |
0.9986 |
0.9919 |
0.9707 |
|
| R2 |
0.9785 |
0.9785 |
0.9689 |
|
| R1 |
0.9718 |
0.9718 |
0.9670 |
0.9752 |
| PP |
0.9584 |
0.9584 |
0.9584 |
0.9600 |
| S1 |
0.9517 |
0.9517 |
0.9634 |
0.9551 |
| S2 |
0.9383 |
0.9383 |
0.9615 |
|
| S3 |
0.9182 |
0.9316 |
0.9597 |
|
| S4 |
0.8981 |
0.9115 |
0.9541 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0155 |
|
2.618 |
0.9968 |
|
1.618 |
0.9854 |
|
1.000 |
0.9784 |
|
0.618 |
0.9740 |
|
HIGH |
0.9670 |
|
0.618 |
0.9626 |
|
0.500 |
0.9613 |
|
0.382 |
0.9600 |
|
LOW |
0.9556 |
|
0.618 |
0.9486 |
|
1.000 |
0.9442 |
|
1.618 |
0.9372 |
|
2.618 |
0.9258 |
|
4.250 |
0.9072 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9613 |
0.9623 |
| PP |
0.9607 |
0.9614 |
| S1 |
0.9602 |
0.9605 |
|