CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9707 |
0.9704 |
-0.0003 |
0.0% |
0.9683 |
| High |
0.9710 |
0.9780 |
0.0070 |
0.7% |
0.9734 |
| Low |
0.9705 |
0.9704 |
-0.0001 |
0.0% |
0.9600 |
| Close |
0.9719 |
0.9784 |
0.0065 |
0.7% |
0.9754 |
| Range |
0.0005 |
0.0076 |
0.0071 |
1,420.0% |
0.0134 |
| ATR |
|
|
|
|
|
| Volume |
8 |
13 |
5 |
62.5% |
110 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9960 |
0.9826 |
|
| R3 |
0.9908 |
0.9884 |
0.9805 |
|
| R2 |
0.9832 |
0.9832 |
0.9798 |
|
| R1 |
0.9808 |
0.9808 |
0.9791 |
0.9820 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9762 |
| S1 |
0.9732 |
0.9732 |
0.9777 |
0.9744 |
| S2 |
0.9680 |
0.9680 |
0.9770 |
|
| S3 |
0.9604 |
0.9656 |
0.9763 |
|
| S4 |
0.9528 |
0.9580 |
0.9742 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0098 |
1.0060 |
0.9828 |
|
| R3 |
0.9964 |
0.9926 |
0.9791 |
|
| R2 |
0.9830 |
0.9830 |
0.9779 |
|
| R1 |
0.9792 |
0.9792 |
0.9766 |
0.9811 |
| PP |
0.9696 |
0.9696 |
0.9696 |
0.9706 |
| S1 |
0.9658 |
0.9658 |
0.9742 |
0.9677 |
| S2 |
0.9562 |
0.9562 |
0.9729 |
|
| S3 |
0.9428 |
0.9524 |
0.9717 |
|
| S4 |
0.9294 |
0.9390 |
0.9680 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0103 |
|
2.618 |
0.9979 |
|
1.618 |
0.9903 |
|
1.000 |
0.9856 |
|
0.618 |
0.9827 |
|
HIGH |
0.9780 |
|
0.618 |
0.9751 |
|
0.500 |
0.9742 |
|
0.382 |
0.9733 |
|
LOW |
0.9704 |
|
0.618 |
0.9657 |
|
1.000 |
0.9628 |
|
1.618 |
0.9581 |
|
2.618 |
0.9505 |
|
4.250 |
0.9381 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9770 |
0.9770 |
| PP |
0.9756 |
0.9756 |
| S1 |
0.9742 |
0.9742 |
|