CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 05-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9900 |
0.9922 |
0.0022 |
0.2% |
0.9803 |
High |
0.9925 |
0.9950 |
0.0025 |
0.3% |
0.9950 |
Low |
0.9900 |
0.9922 |
0.0022 |
0.2% |
0.9776 |
Close |
0.9908 |
0.9939 |
0.0031 |
0.3% |
0.9939 |
Range |
0.0025 |
0.0028 |
0.0003 |
12.0% |
0.0174 |
ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.4% |
0.0000 |
Volume |
26 |
199 |
173 |
665.4% |
343 |
|
Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0021 |
1.0008 |
0.9954 |
|
R3 |
0.9993 |
0.9980 |
0.9947 |
|
R2 |
0.9965 |
0.9965 |
0.9944 |
|
R1 |
0.9952 |
0.9952 |
0.9942 |
0.9959 |
PP |
0.9937 |
0.9937 |
0.9937 |
0.9940 |
S1 |
0.9924 |
0.9924 |
0.9936 |
0.9931 |
S2 |
0.9909 |
0.9909 |
0.9934 |
|
S3 |
0.9881 |
0.9896 |
0.9931 |
|
S4 |
0.9853 |
0.9868 |
0.9924 |
|
|
Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0410 |
1.0349 |
1.0035 |
|
R3 |
1.0236 |
1.0175 |
0.9987 |
|
R2 |
1.0062 |
1.0062 |
0.9971 |
|
R1 |
1.0001 |
1.0001 |
0.9955 |
1.0032 |
PP |
0.9888 |
0.9888 |
0.9888 |
0.9904 |
S1 |
0.9827 |
0.9827 |
0.9923 |
0.9858 |
S2 |
0.9714 |
0.9714 |
0.9907 |
|
S3 |
0.9540 |
0.9653 |
0.9891 |
|
S4 |
0.9366 |
0.9479 |
0.9843 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0069 |
2.618 |
1.0023 |
1.618 |
0.9995 |
1.000 |
0.9978 |
0.618 |
0.9967 |
HIGH |
0.9950 |
0.618 |
0.9939 |
0.500 |
0.9936 |
0.382 |
0.9933 |
LOW |
0.9922 |
0.618 |
0.9905 |
1.000 |
0.9894 |
1.618 |
0.9877 |
2.618 |
0.9849 |
4.250 |
0.9803 |
|
|
Fisher Pivots for day following 05-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9938 |
0.9923 |
PP |
0.9937 |
0.9908 |
S1 |
0.9936 |
0.9892 |
|