CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9925 |
0.9850 |
-0.0075 |
-0.8% |
0.9900 |
| High |
0.9925 |
0.9900 |
-0.0025 |
-0.3% |
0.9961 |
| Low |
0.9883 |
0.9825 |
-0.0058 |
-0.6% |
0.9825 |
| Close |
0.9880 |
0.9849 |
-0.0031 |
-0.3% |
0.9849 |
| Range |
0.0042 |
0.0075 |
0.0033 |
78.6% |
0.0136 |
| ATR |
0.0062 |
0.0063 |
0.0001 |
1.5% |
0.0000 |
| Volume |
74 |
24 |
-50 |
-67.6% |
336 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0083 |
1.0041 |
0.9890 |
|
| R3 |
1.0008 |
0.9966 |
0.9870 |
|
| R2 |
0.9933 |
0.9933 |
0.9863 |
|
| R1 |
0.9891 |
0.9891 |
0.9856 |
0.9875 |
| PP |
0.9858 |
0.9858 |
0.9858 |
0.9850 |
| S1 |
0.9816 |
0.9816 |
0.9842 |
0.9800 |
| S2 |
0.9783 |
0.9783 |
0.9835 |
|
| S3 |
0.9708 |
0.9741 |
0.9828 |
|
| S4 |
0.9633 |
0.9666 |
0.9808 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0204 |
0.9924 |
|
| R3 |
1.0150 |
1.0068 |
0.9886 |
|
| R2 |
1.0014 |
1.0014 |
0.9874 |
|
| R1 |
0.9932 |
0.9932 |
0.9861 |
0.9905 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9865 |
| S1 |
0.9796 |
0.9796 |
0.9837 |
0.9769 |
| S2 |
0.9742 |
0.9742 |
0.9824 |
|
| S3 |
0.9606 |
0.9660 |
0.9812 |
|
| S4 |
0.9470 |
0.9524 |
0.9774 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0219 |
|
2.618 |
1.0096 |
|
1.618 |
1.0021 |
|
1.000 |
0.9975 |
|
0.618 |
0.9946 |
|
HIGH |
0.9900 |
|
0.618 |
0.9871 |
|
0.500 |
0.9863 |
|
0.382 |
0.9854 |
|
LOW |
0.9825 |
|
0.618 |
0.9779 |
|
1.000 |
0.9750 |
|
1.618 |
0.9704 |
|
2.618 |
0.9629 |
|
4.250 |
0.9506 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9863 |
0.9888 |
| PP |
0.9858 |
0.9875 |
| S1 |
0.9854 |
0.9862 |
|