CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 29-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
0.9671 |
0.9755 |
0.0084 |
0.9% |
0.9755 |
High |
0.9761 |
0.9778 |
0.0017 |
0.2% |
0.9778 |
Low |
0.9671 |
0.9738 |
0.0067 |
0.7% |
0.9624 |
Close |
0.9739 |
0.9747 |
0.0008 |
0.1% |
0.9747 |
Range |
0.0090 |
0.0040 |
-0.0050 |
-55.6% |
0.0154 |
ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
65 |
27 |
-38 |
-58.5% |
121 |
|
Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9874 |
0.9851 |
0.9769 |
|
R3 |
0.9834 |
0.9811 |
0.9758 |
|
R2 |
0.9794 |
0.9794 |
0.9754 |
|
R1 |
0.9771 |
0.9771 |
0.9751 |
0.9763 |
PP |
0.9754 |
0.9754 |
0.9754 |
0.9750 |
S1 |
0.9731 |
0.9731 |
0.9743 |
0.9723 |
S2 |
0.9714 |
0.9714 |
0.9740 |
|
S3 |
0.9674 |
0.9691 |
0.9736 |
|
S4 |
0.9634 |
0.9651 |
0.9725 |
|
|
Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0178 |
1.0117 |
0.9832 |
|
R3 |
1.0024 |
0.9963 |
0.9789 |
|
R2 |
0.9870 |
0.9870 |
0.9775 |
|
R1 |
0.9809 |
0.9809 |
0.9761 |
0.9763 |
PP |
0.9716 |
0.9716 |
0.9716 |
0.9693 |
S1 |
0.9655 |
0.9655 |
0.9733 |
0.9609 |
S2 |
0.9562 |
0.9562 |
0.9719 |
|
S3 |
0.9408 |
0.9501 |
0.9705 |
|
S4 |
0.9254 |
0.9347 |
0.9662 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9948 |
2.618 |
0.9883 |
1.618 |
0.9843 |
1.000 |
0.9818 |
0.618 |
0.9803 |
HIGH |
0.9778 |
0.618 |
0.9763 |
0.500 |
0.9758 |
0.382 |
0.9753 |
LOW |
0.9738 |
0.618 |
0.9713 |
1.000 |
0.9698 |
1.618 |
0.9673 |
2.618 |
0.9633 |
4.250 |
0.9568 |
|
|
Fisher Pivots for day following 29-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9758 |
0.9732 |
PP |
0.9754 |
0.9716 |
S1 |
0.9751 |
0.9701 |
|