CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9930 |
0.9925 |
-0.0005 |
-0.1% |
0.9803 |
| High |
0.9950 |
0.9925 |
-0.0025 |
-0.3% |
0.9950 |
| Low |
0.9912 |
0.9883 |
-0.0029 |
-0.3% |
0.9776 |
| Close |
0.9951 |
0.9880 |
-0.0071 |
-0.7% |
0.9939 |
| Range |
0.0038 |
0.0042 |
0.0004 |
10.5% |
0.0174 |
| ATR |
0.0061 |
0.0062 |
0.0000 |
0.8% |
0.0000 |
| Volume |
20 |
74 |
54 |
270.0% |
343 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0022 |
0.9993 |
0.9903 |
|
| R3 |
0.9980 |
0.9951 |
0.9892 |
|
| R2 |
0.9938 |
0.9938 |
0.9888 |
|
| R1 |
0.9909 |
0.9909 |
0.9884 |
0.9903 |
| PP |
0.9896 |
0.9896 |
0.9896 |
0.9893 |
| S1 |
0.9867 |
0.9867 |
0.9876 |
0.9861 |
| S2 |
0.9854 |
0.9854 |
0.9872 |
|
| S3 |
0.9812 |
0.9825 |
0.9868 |
|
| S4 |
0.9770 |
0.9783 |
0.9857 |
|
|
| 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 |
1.0104 |
|
2.618 |
1.0035 |
|
1.618 |
0.9993 |
|
1.000 |
0.9967 |
|
0.618 |
0.9951 |
|
HIGH |
0.9925 |
|
0.618 |
0.9909 |
|
0.500 |
0.9904 |
|
0.382 |
0.9899 |
|
LOW |
0.9883 |
|
0.618 |
0.9857 |
|
1.000 |
0.9841 |
|
1.618 |
0.9815 |
|
2.618 |
0.9773 |
|
4.250 |
0.9705 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9904 |
0.9914 |
| PP |
0.9896 |
0.9902 |
| S1 |
0.9888 |
0.9891 |
|