CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9708 |
-0.0017 |
-0.2% |
0.9805 |
| High |
0.9817 |
0.9708 |
-0.0109 |
-1.1% |
0.9930 |
| Low |
0.9725 |
0.9600 |
-0.0125 |
-1.3% |
0.9805 |
| Close |
0.9797 |
0.9615 |
-0.0182 |
-1.9% |
0.9806 |
| Range |
0.0092 |
0.0108 |
0.0016 |
17.4% |
0.0125 |
| ATR |
0.0050 |
0.0060 |
0.0011 |
21.1% |
0.0000 |
| Volume |
26 |
40 |
14 |
53.8% |
66 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9965 |
0.9898 |
0.9674 |
|
| R3 |
0.9857 |
0.9790 |
0.9645 |
|
| R2 |
0.9749 |
0.9749 |
0.9635 |
|
| R1 |
0.9682 |
0.9682 |
0.9625 |
0.9662 |
| PP |
0.9641 |
0.9641 |
0.9641 |
0.9631 |
| S1 |
0.9574 |
0.9574 |
0.9605 |
0.9554 |
| S2 |
0.9533 |
0.9533 |
0.9595 |
|
| S3 |
0.9425 |
0.9466 |
0.9585 |
|
| S4 |
0.9317 |
0.9358 |
0.9556 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0222 |
1.0139 |
0.9875 |
|
| R3 |
1.0097 |
1.0014 |
0.9840 |
|
| R2 |
0.9972 |
0.9972 |
0.9829 |
|
| R1 |
0.9889 |
0.9889 |
0.9817 |
0.9931 |
| PP |
0.9847 |
0.9847 |
0.9847 |
0.9868 |
| S1 |
0.9764 |
0.9764 |
0.9795 |
0.9806 |
| S2 |
0.9722 |
0.9722 |
0.9783 |
|
| S3 |
0.9597 |
0.9639 |
0.9772 |
|
| S4 |
0.9472 |
0.9514 |
0.9737 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0167 |
|
2.618 |
0.9991 |
|
1.618 |
0.9883 |
|
1.000 |
0.9816 |
|
0.618 |
0.9775 |
|
HIGH |
0.9708 |
|
0.618 |
0.9667 |
|
0.500 |
0.9654 |
|
0.382 |
0.9641 |
|
LOW |
0.9600 |
|
0.618 |
0.9533 |
|
1.000 |
0.9492 |
|
1.618 |
0.9425 |
|
2.618 |
0.9317 |
|
4.250 |
0.9141 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9654 |
0.9709 |
| PP |
0.9641 |
0.9677 |
| S1 |
0.9628 |
0.9646 |
|