CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9835 |
0.9880 |
0.0045 |
0.5% |
0.9707 |
| High |
0.9835 |
0.9922 |
0.0087 |
0.9% |
0.9865 |
| Low |
0.9830 |
0.9880 |
0.0050 |
0.5% |
0.9704 |
| Close |
0.9831 |
0.9899 |
0.0068 |
0.7% |
0.9807 |
| Range |
0.0005 |
0.0042 |
0.0037 |
740.0% |
0.0161 |
| ATR |
0.0042 |
0.0045 |
0.0004 |
8.4% |
0.0000 |
| Volume |
1 |
8 |
7 |
700.0% |
111 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
1.0005 |
0.9922 |
|
| R3 |
0.9984 |
0.9963 |
0.9911 |
|
| R2 |
0.9942 |
0.9942 |
0.9907 |
|
| R1 |
0.9921 |
0.9921 |
0.9903 |
0.9932 |
| PP |
0.9900 |
0.9900 |
0.9900 |
0.9906 |
| S1 |
0.9879 |
0.9879 |
0.9895 |
0.9890 |
| S2 |
0.9858 |
0.9858 |
0.9891 |
|
| S3 |
0.9816 |
0.9837 |
0.9887 |
|
| S4 |
0.9774 |
0.9795 |
0.9876 |
|
|
| 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 |
1.0101 |
|
2.618 |
1.0032 |
|
1.618 |
0.9990 |
|
1.000 |
0.9964 |
|
0.618 |
0.9948 |
|
HIGH |
0.9922 |
|
0.618 |
0.9906 |
|
0.500 |
0.9901 |
|
0.382 |
0.9896 |
|
LOW |
0.9880 |
|
0.618 |
0.9854 |
|
1.000 |
0.9838 |
|
1.618 |
0.9812 |
|
2.618 |
0.9770 |
|
4.250 |
0.9702 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9901 |
0.9887 |
| PP |
0.9900 |
0.9875 |
| S1 |
0.9900 |
0.9864 |
|