CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9754 |
-0.0033 |
-0.3% |
0.9730 |
| High |
0.9830 |
0.9754 |
-0.0076 |
-0.8% |
0.9830 |
| Low |
0.9787 |
0.9680 |
-0.0107 |
-1.1% |
0.9680 |
| Close |
0.9788 |
0.9668 |
-0.0120 |
-1.2% |
0.9668 |
| Range |
0.0043 |
0.0074 |
0.0031 |
72.1% |
0.0150 |
| ATR |
0.0060 |
0.0064 |
0.0003 |
5.7% |
0.0000 |
| Volume |
15 |
72 |
57 |
380.0% |
133 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9923 |
0.9869 |
0.9709 |
|
| R3 |
0.9849 |
0.9795 |
0.9688 |
|
| R2 |
0.9775 |
0.9775 |
0.9682 |
|
| R1 |
0.9721 |
0.9721 |
0.9675 |
0.9711 |
| PP |
0.9701 |
0.9701 |
0.9701 |
0.9696 |
| S1 |
0.9647 |
0.9647 |
0.9661 |
0.9637 |
| S2 |
0.9627 |
0.9627 |
0.9654 |
|
| S3 |
0.9553 |
0.9573 |
0.9648 |
|
| S4 |
0.9479 |
0.9499 |
0.9627 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0072 |
0.9751 |
|
| R3 |
1.0026 |
0.9922 |
0.9709 |
|
| R2 |
0.9876 |
0.9876 |
0.9696 |
|
| R1 |
0.9772 |
0.9772 |
0.9682 |
0.9749 |
| PP |
0.9726 |
0.9726 |
0.9726 |
0.9715 |
| S1 |
0.9622 |
0.9622 |
0.9654 |
0.9599 |
| S2 |
0.9576 |
0.9576 |
0.9641 |
|
| S3 |
0.9426 |
0.9472 |
0.9627 |
|
| S4 |
0.9276 |
0.9322 |
0.9586 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0069 |
|
2.618 |
0.9948 |
|
1.618 |
0.9874 |
|
1.000 |
0.9828 |
|
0.618 |
0.9800 |
|
HIGH |
0.9754 |
|
0.618 |
0.9726 |
|
0.500 |
0.9717 |
|
0.382 |
0.9708 |
|
LOW |
0.9680 |
|
0.618 |
0.9634 |
|
1.000 |
0.9606 |
|
1.618 |
0.9560 |
|
2.618 |
0.9486 |
|
4.250 |
0.9366 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9717 |
0.9755 |
| PP |
0.9701 |
0.9726 |
| S1 |
0.9684 |
0.9697 |
|