CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9750 |
0.9654 |
-0.0096 |
-1.0% |
0.9725 |
| High |
0.9750 |
0.9669 |
-0.0081 |
-0.8% |
0.9817 |
| Low |
0.9698 |
0.9624 |
-0.0074 |
-0.8% |
0.9600 |
| Close |
0.9703 |
0.9655 |
-0.0048 |
-0.5% |
0.9677 |
| Range |
0.0052 |
0.0045 |
-0.0007 |
-13.5% |
0.0217 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.7% |
0.0000 |
| Volume |
3 |
13 |
10 |
333.3% |
422 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9784 |
0.9765 |
0.9680 |
|
| R3 |
0.9739 |
0.9720 |
0.9667 |
|
| R2 |
0.9694 |
0.9694 |
0.9663 |
|
| R1 |
0.9675 |
0.9675 |
0.9659 |
0.9685 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9654 |
| S1 |
0.9630 |
0.9630 |
0.9651 |
0.9640 |
| S2 |
0.9604 |
0.9604 |
0.9647 |
|
| S3 |
0.9559 |
0.9585 |
0.9643 |
|
| S4 |
0.9514 |
0.9540 |
0.9630 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0349 |
1.0230 |
0.9796 |
|
| R3 |
1.0132 |
1.0013 |
0.9737 |
|
| R2 |
0.9915 |
0.9915 |
0.9717 |
|
| R1 |
0.9796 |
0.9796 |
0.9697 |
0.9747 |
| PP |
0.9698 |
0.9698 |
0.9698 |
0.9674 |
| S1 |
0.9579 |
0.9579 |
0.9657 |
0.9530 |
| S2 |
0.9481 |
0.9481 |
0.9637 |
|
| S3 |
0.9264 |
0.9362 |
0.9617 |
|
| S4 |
0.9047 |
0.9145 |
0.9558 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9860 |
|
2.618 |
0.9787 |
|
1.618 |
0.9742 |
|
1.000 |
0.9714 |
|
0.618 |
0.9697 |
|
HIGH |
0.9669 |
|
0.618 |
0.9652 |
|
0.500 |
0.9647 |
|
0.382 |
0.9641 |
|
LOW |
0.9624 |
|
0.618 |
0.9596 |
|
1.000 |
0.9579 |
|
1.618 |
0.9551 |
|
2.618 |
0.9506 |
|
4.250 |
0.9433 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9652 |
0.9690 |
| PP |
0.9649 |
0.9678 |
| S1 |
0.9647 |
0.9667 |
|