CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9834 |
0.9900 |
0.0066 |
0.7% |
0.9755 |
| High |
0.9887 |
0.9925 |
0.0038 |
0.4% |
0.9778 |
| Low |
0.9834 |
0.9900 |
0.0066 |
0.7% |
0.9624 |
| Close |
0.9883 |
0.9908 |
0.0025 |
0.3% |
0.9747 |
| Range |
0.0053 |
0.0025 |
-0.0028 |
-52.8% |
0.0154 |
| ATR |
0.0065 |
0.0064 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
31 |
26 |
-5 |
-16.1% |
121 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9986 |
0.9972 |
0.9922 |
|
| R3 |
0.9961 |
0.9947 |
0.9915 |
|
| R2 |
0.9936 |
0.9936 |
0.9913 |
|
| R1 |
0.9922 |
0.9922 |
0.9910 |
0.9929 |
| PP |
0.9911 |
0.9911 |
0.9911 |
0.9915 |
| S1 |
0.9897 |
0.9897 |
0.9906 |
0.9904 |
| S2 |
0.9886 |
0.9886 |
0.9903 |
|
| S3 |
0.9861 |
0.9872 |
0.9901 |
|
| S4 |
0.9836 |
0.9847 |
0.9894 |
|
|
| 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 |
1.0031 |
|
2.618 |
0.9990 |
|
1.618 |
0.9965 |
|
1.000 |
0.9950 |
|
0.618 |
0.9940 |
|
HIGH |
0.9925 |
|
0.618 |
0.9915 |
|
0.500 |
0.9913 |
|
0.382 |
0.9910 |
|
LOW |
0.9900 |
|
0.618 |
0.9885 |
|
1.000 |
0.9875 |
|
1.618 |
0.9860 |
|
2.618 |
0.9835 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9913 |
0.9898 |
| PP |
0.9911 |
0.9888 |
| S1 |
0.9910 |
0.9878 |
|