CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 01-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9755 |
0.9803 |
0.0048 |
0.5% |
0.9755 |
High |
0.9778 |
0.9803 |
0.0025 |
0.3% |
0.9778 |
Low |
0.9738 |
0.9776 |
0.0038 |
0.4% |
0.9624 |
Close |
0.9747 |
0.9770 |
0.0023 |
0.2% |
0.9747 |
Range |
0.0040 |
0.0027 |
-0.0013 |
-32.5% |
0.0154 |
ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
27 |
81 |
54 |
200.0% |
121 |
|
Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9864 |
0.9844 |
0.9785 |
|
R3 |
0.9837 |
0.9817 |
0.9777 |
|
R2 |
0.9810 |
0.9810 |
0.9775 |
|
R1 |
0.9790 |
0.9790 |
0.9772 |
0.9787 |
PP |
0.9783 |
0.9783 |
0.9783 |
0.9781 |
S1 |
0.9763 |
0.9763 |
0.9768 |
0.9760 |
S2 |
0.9756 |
0.9756 |
0.9765 |
|
S3 |
0.9729 |
0.9736 |
0.9763 |
|
S4 |
0.9702 |
0.9709 |
0.9755 |
|
|
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 |
0.9918 |
2.618 |
0.9874 |
1.618 |
0.9847 |
1.000 |
0.9830 |
0.618 |
0.9820 |
HIGH |
0.9803 |
0.618 |
0.9793 |
0.500 |
0.9790 |
0.382 |
0.9786 |
LOW |
0.9776 |
0.618 |
0.9759 |
1.000 |
0.9749 |
1.618 |
0.9732 |
2.618 |
0.9705 |
4.250 |
0.9661 |
|
|
Fisher Pivots for day following 01-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9790 |
0.9759 |
PP |
0.9783 |
0.9748 |
S1 |
0.9777 |
0.9737 |
|