CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9880 |
0.9930 |
0.0050 |
0.5% |
0.9707 |
| High |
0.9922 |
0.9930 |
0.0008 |
0.1% |
0.9865 |
| Low |
0.9880 |
0.9883 |
0.0003 |
0.0% |
0.9704 |
| Close |
0.9899 |
0.9865 |
-0.0034 |
-0.3% |
0.9807 |
| Range |
0.0042 |
0.0047 |
0.0005 |
11.9% |
0.0161 |
| ATR |
0.0045 |
0.0046 |
0.0000 |
0.2% |
0.0000 |
| Volume |
8 |
15 |
7 |
87.5% |
111 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0034 |
0.9996 |
0.9891 |
|
| R3 |
0.9987 |
0.9949 |
0.9878 |
|
| R2 |
0.9940 |
0.9940 |
0.9874 |
|
| R1 |
0.9902 |
0.9902 |
0.9869 |
0.9898 |
| PP |
0.9893 |
0.9893 |
0.9893 |
0.9890 |
| S1 |
0.9855 |
0.9855 |
0.9861 |
0.9851 |
| S2 |
0.9846 |
0.9846 |
0.9856 |
|
| S3 |
0.9799 |
0.9808 |
0.9852 |
|
| S4 |
0.9752 |
0.9761 |
0.9839 |
|
|
| 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 |
1.0130 |
|
2.618 |
1.0053 |
|
1.618 |
1.0006 |
|
1.000 |
0.9977 |
|
0.618 |
0.9959 |
|
HIGH |
0.9930 |
|
0.618 |
0.9912 |
|
0.500 |
0.9907 |
|
0.382 |
0.9901 |
|
LOW |
0.9883 |
|
0.618 |
0.9854 |
|
1.000 |
0.9836 |
|
1.618 |
0.9807 |
|
2.618 |
0.9760 |
|
4.250 |
0.9683 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9907 |
0.9880 |
| PP |
0.9893 |
0.9875 |
| S1 |
0.9879 |
0.9870 |
|