CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9900 |
0.9930 |
0.0030 |
0.3% |
0.9803 |
| High |
0.9961 |
0.9950 |
-0.0011 |
-0.1% |
0.9950 |
| Low |
0.9866 |
0.9912 |
0.0046 |
0.5% |
0.9776 |
| Close |
0.9920 |
0.9951 |
0.0031 |
0.3% |
0.9939 |
| Range |
0.0095 |
0.0038 |
-0.0057 |
-60.0% |
0.0174 |
| ATR |
0.0063 |
0.0061 |
-0.0002 |
-2.8% |
0.0000 |
| Volume |
19 |
20 |
1 |
5.3% |
343 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0052 |
1.0039 |
0.9972 |
|
| R3 |
1.0014 |
1.0001 |
0.9961 |
|
| R2 |
0.9976 |
0.9976 |
0.9958 |
|
| R1 |
0.9963 |
0.9963 |
0.9954 |
0.9970 |
| PP |
0.9938 |
0.9938 |
0.9938 |
0.9941 |
| S1 |
0.9925 |
0.9925 |
0.9948 |
0.9932 |
| S2 |
0.9900 |
0.9900 |
0.9944 |
|
| S3 |
0.9862 |
0.9887 |
0.9941 |
|
| S4 |
0.9824 |
0.9849 |
0.9930 |
|
|
| 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 |
1.0112 |
|
2.618 |
1.0049 |
|
1.618 |
1.0011 |
|
1.000 |
0.9988 |
|
0.618 |
0.9973 |
|
HIGH |
0.9950 |
|
0.618 |
0.9935 |
|
0.500 |
0.9931 |
|
0.382 |
0.9927 |
|
LOW |
0.9912 |
|
0.618 |
0.9889 |
|
1.000 |
0.9874 |
|
1.618 |
0.9851 |
|
2.618 |
0.9813 |
|
4.250 |
0.9751 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9944 |
0.9939 |
| PP |
0.9938 |
0.9926 |
| S1 |
0.9931 |
0.9914 |
|