CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9835 |
0.0030 |
0.3% |
0.9707 |
| High |
0.9805 |
0.9835 |
0.0030 |
0.3% |
0.9865 |
| Low |
0.9805 |
0.9830 |
0.0025 |
0.3% |
0.9704 |
| Close |
0.9808 |
0.9831 |
0.0023 |
0.2% |
0.9807 |
| Range |
0.0000 |
0.0005 |
0.0005 |
|
0.0161 |
| ATR |
0.0043 |
0.0042 |
-0.0001 |
-2.7% |
0.0000 |
| Volume |
16 |
1 |
-15 |
-93.8% |
111 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9847 |
0.9844 |
0.9834 |
|
| R3 |
0.9842 |
0.9839 |
0.9832 |
|
| R2 |
0.9837 |
0.9837 |
0.9832 |
|
| R1 |
0.9834 |
0.9834 |
0.9831 |
0.9833 |
| PP |
0.9832 |
0.9832 |
0.9832 |
0.9832 |
| S1 |
0.9829 |
0.9829 |
0.9831 |
0.9828 |
| S2 |
0.9827 |
0.9827 |
0.9830 |
|
| S3 |
0.9822 |
0.9824 |
0.9830 |
|
| S4 |
0.9817 |
0.9819 |
0.9828 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0202 |
0.9896 |
|
| R3 |
1.0114 |
1.0041 |
0.9851 |
|
| R2 |
0.9953 |
0.9953 |
0.9837 |
|
| R1 |
0.9880 |
0.9880 |
0.9822 |
0.9917 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9810 |
| S1 |
0.9719 |
0.9719 |
0.9792 |
0.9756 |
| S2 |
0.9631 |
0.9631 |
0.9777 |
|
| S3 |
0.9470 |
0.9558 |
0.9763 |
|
| S4 |
0.9309 |
0.9397 |
0.9718 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9856 |
|
2.618 |
0.9848 |
|
1.618 |
0.9843 |
|
1.000 |
0.9840 |
|
0.618 |
0.9838 |
|
HIGH |
0.9835 |
|
0.618 |
0.9833 |
|
0.500 |
0.9833 |
|
0.382 |
0.9832 |
|
LOW |
0.9830 |
|
0.618 |
0.9827 |
|
1.000 |
0.9825 |
|
1.618 |
0.9822 |
|
2.618 |
0.9817 |
|
4.250 |
0.9809 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9833 |
0.9822 |
| PP |
0.9832 |
0.9813 |
| S1 |
0.9832 |
0.9804 |
|