CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 19-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9775 |
0.9744 |
-0.0031 |
-0.3% |
0.9867 |
High |
0.9783 |
0.9761 |
-0.0022 |
-0.2% |
0.9867 |
Low |
0.9737 |
0.9744 |
0.0007 |
0.1% |
0.9693 |
Close |
0.9740 |
0.9770 |
0.0030 |
0.3% |
0.9770 |
Range |
0.0046 |
0.0017 |
-0.0029 |
-63.0% |
0.0174 |
ATR |
0.0066 |
0.0063 |
-0.0003 |
-4.9% |
0.0000 |
Volume |
38 |
53 |
15 |
39.5% |
118 |
|
Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9809 |
0.9807 |
0.9779 |
|
R3 |
0.9792 |
0.9790 |
0.9775 |
|
R2 |
0.9775 |
0.9775 |
0.9773 |
|
R1 |
0.9773 |
0.9773 |
0.9772 |
0.9774 |
PP |
0.9758 |
0.9758 |
0.9758 |
0.9759 |
S1 |
0.9756 |
0.9756 |
0.9768 |
0.9757 |
S2 |
0.9741 |
0.9741 |
0.9767 |
|
S3 |
0.9724 |
0.9739 |
0.9765 |
|
S4 |
0.9707 |
0.9722 |
0.9761 |
|
|
Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0299 |
1.0208 |
0.9866 |
|
R3 |
1.0125 |
1.0034 |
0.9818 |
|
R2 |
0.9951 |
0.9951 |
0.9802 |
|
R1 |
0.9860 |
0.9860 |
0.9786 |
0.9819 |
PP |
0.9777 |
0.9777 |
0.9777 |
0.9756 |
S1 |
0.9686 |
0.9686 |
0.9754 |
0.9645 |
S2 |
0.9603 |
0.9603 |
0.9738 |
|
S3 |
0.9429 |
0.9512 |
0.9722 |
|
S4 |
0.9255 |
0.9338 |
0.9674 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9833 |
2.618 |
0.9806 |
1.618 |
0.9789 |
1.000 |
0.9778 |
0.618 |
0.9772 |
HIGH |
0.9761 |
0.618 |
0.9755 |
0.500 |
0.9753 |
0.382 |
0.9750 |
LOW |
0.9744 |
0.618 |
0.9733 |
1.000 |
0.9727 |
1.618 |
0.9716 |
2.618 |
0.9699 |
4.250 |
0.9672 |
|
|
Fisher Pivots for day following 19-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9764 |
0.9759 |
PP |
0.9758 |
0.9749 |
S1 |
0.9753 |
0.9738 |
|