CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9830 |
0.9834 |
0.0004 |
0.0% |
0.9755 |
| High |
0.9851 |
0.9887 |
0.0036 |
0.4% |
0.9778 |
| Low |
0.9830 |
0.9834 |
0.0004 |
0.0% |
0.9624 |
| Close |
0.9852 |
0.9883 |
0.0031 |
0.3% |
0.9747 |
| Range |
0.0021 |
0.0053 |
0.0032 |
152.4% |
0.0154 |
| ATR |
0.0066 |
0.0065 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
6 |
31 |
25 |
416.7% |
121 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0027 |
1.0008 |
0.9912 |
|
| R3 |
0.9974 |
0.9955 |
0.9898 |
|
| R2 |
0.9921 |
0.9921 |
0.9893 |
|
| R1 |
0.9902 |
0.9902 |
0.9888 |
0.9912 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9873 |
| S1 |
0.9849 |
0.9849 |
0.9878 |
0.9859 |
| S2 |
0.9815 |
0.9815 |
0.9873 |
|
| S3 |
0.9762 |
0.9796 |
0.9868 |
|
| S4 |
0.9709 |
0.9743 |
0.9854 |
|
|
| 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 |
1.0112 |
|
2.618 |
1.0026 |
|
1.618 |
0.9973 |
|
1.000 |
0.9940 |
|
0.618 |
0.9920 |
|
HIGH |
0.9887 |
|
0.618 |
0.9867 |
|
0.500 |
0.9861 |
|
0.382 |
0.9854 |
|
LOW |
0.9834 |
|
0.618 |
0.9801 |
|
1.000 |
0.9781 |
|
1.618 |
0.9748 |
|
2.618 |
0.9695 |
|
4.250 |
0.9609 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9876 |
0.9866 |
| PP |
0.9868 |
0.9849 |
| S1 |
0.9861 |
0.9832 |
|