CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9708 |
0.9660 |
-0.0048 |
-0.5% |
0.9805 |
| High |
0.9708 |
0.9729 |
0.0021 |
0.2% |
0.9930 |
| Low |
0.9600 |
0.9660 |
0.0060 |
0.6% |
0.9805 |
| Close |
0.9615 |
0.9724 |
0.0109 |
1.1% |
0.9806 |
| Range |
0.0108 |
0.0069 |
-0.0039 |
-36.1% |
0.0125 |
| ATR |
0.0060 |
0.0064 |
0.0004 |
6.4% |
0.0000 |
| Volume |
40 |
296 |
256 |
640.0% |
66 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9911 |
0.9887 |
0.9762 |
|
| R3 |
0.9842 |
0.9818 |
0.9743 |
|
| R2 |
0.9773 |
0.9773 |
0.9737 |
|
| R1 |
0.9749 |
0.9749 |
0.9730 |
0.9761 |
| PP |
0.9704 |
0.9704 |
0.9704 |
0.9711 |
| S1 |
0.9680 |
0.9680 |
0.9718 |
0.9692 |
| S2 |
0.9635 |
0.9635 |
0.9711 |
|
| S3 |
0.9566 |
0.9611 |
0.9705 |
|
| S4 |
0.9497 |
0.9542 |
0.9686 |
|
|
| 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 |
1.0022 |
|
2.618 |
0.9910 |
|
1.618 |
0.9841 |
|
1.000 |
0.9798 |
|
0.618 |
0.9772 |
|
HIGH |
0.9729 |
|
0.618 |
0.9703 |
|
0.500 |
0.9695 |
|
0.382 |
0.9686 |
|
LOW |
0.9660 |
|
0.618 |
0.9617 |
|
1.000 |
0.9591 |
|
1.618 |
0.9548 |
|
2.618 |
0.9479 |
|
4.250 |
0.9367 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9714 |
0.9719 |
| PP |
0.9704 |
0.9714 |
| S1 |
0.9695 |
0.9709 |
|