CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9660 |
0.9762 |
0.0102 |
1.1% |
0.9805 |
| High |
0.9729 |
0.9782 |
0.0053 |
0.5% |
0.9930 |
| Low |
0.9660 |
0.9664 |
0.0004 |
0.0% |
0.9805 |
| Close |
0.9724 |
0.9678 |
-0.0046 |
-0.5% |
0.9806 |
| Range |
0.0069 |
0.0118 |
0.0049 |
71.0% |
0.0125 |
| ATR |
0.0064 |
0.0068 |
0.0004 |
6.0% |
0.0000 |
| Volume |
296 |
37 |
-259 |
-87.5% |
66 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0062 |
0.9988 |
0.9743 |
|
| R3 |
0.9944 |
0.9870 |
0.9710 |
|
| R2 |
0.9826 |
0.9826 |
0.9700 |
|
| R1 |
0.9752 |
0.9752 |
0.9689 |
0.9730 |
| PP |
0.9708 |
0.9708 |
0.9708 |
0.9697 |
| S1 |
0.9634 |
0.9634 |
0.9667 |
0.9612 |
| S2 |
0.9590 |
0.9590 |
0.9656 |
|
| S3 |
0.9472 |
0.9516 |
0.9646 |
|
| S4 |
0.9354 |
0.9398 |
0.9613 |
|
|
| 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 |
1.0284 |
|
2.618 |
1.0091 |
|
1.618 |
0.9973 |
|
1.000 |
0.9900 |
|
0.618 |
0.9855 |
|
HIGH |
0.9782 |
|
0.618 |
0.9737 |
|
0.500 |
0.9723 |
|
0.382 |
0.9709 |
|
LOW |
0.9664 |
|
0.618 |
0.9591 |
|
1.000 |
0.9546 |
|
1.618 |
0.9473 |
|
2.618 |
0.9355 |
|
4.250 |
0.9163 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9723 |
0.9691 |
| PP |
0.9708 |
0.9687 |
| S1 |
0.9693 |
0.9682 |
|