CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9704 |
0.9830 |
0.0126 |
1.3% |
0.9683 |
| High |
0.9780 |
0.9865 |
0.0085 |
0.9% |
0.9734 |
| Low |
0.9704 |
0.9830 |
0.0126 |
1.3% |
0.9600 |
| Close |
0.9784 |
0.9840 |
0.0056 |
0.6% |
0.9754 |
| Range |
0.0076 |
0.0035 |
-0.0041 |
-53.9% |
0.0134 |
| ATR |
|
|
|
|
|
| Volume |
13 |
16 |
3 |
23.1% |
110 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9950 |
0.9930 |
0.9859 |
|
| R3 |
0.9915 |
0.9895 |
0.9850 |
|
| R2 |
0.9880 |
0.9880 |
0.9846 |
|
| R1 |
0.9860 |
0.9860 |
0.9843 |
0.9870 |
| PP |
0.9845 |
0.9845 |
0.9845 |
0.9850 |
| S1 |
0.9825 |
0.9825 |
0.9837 |
0.9835 |
| S2 |
0.9810 |
0.9810 |
0.9834 |
|
| S3 |
0.9775 |
0.9790 |
0.9830 |
|
| S4 |
0.9740 |
0.9755 |
0.9821 |
|
|
| 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 |
1.0014 |
|
2.618 |
0.9957 |
|
1.618 |
0.9922 |
|
1.000 |
0.9900 |
|
0.618 |
0.9887 |
|
HIGH |
0.9865 |
|
0.618 |
0.9852 |
|
0.500 |
0.9848 |
|
0.382 |
0.9843 |
|
LOW |
0.9830 |
|
0.618 |
0.9808 |
|
1.000 |
0.9795 |
|
1.618 |
0.9773 |
|
2.618 |
0.9738 |
|
4.250 |
0.9681 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9848 |
0.9822 |
| PP |
0.9845 |
0.9803 |
| S1 |
0.9843 |
0.9785 |
|