CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 29-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9853 |
0.9760 |
-0.0093 |
-0.9% |
0.9786 |
High |
0.9853 |
0.9760 |
-0.0093 |
-0.9% |
0.9853 |
Low |
0.9763 |
0.9725 |
-0.0038 |
-0.4% |
0.9714 |
Close |
0.9767 |
0.9767 |
0.0000 |
0.0% |
0.9767 |
Range |
0.0090 |
0.0035 |
-0.0055 |
-61.1% |
0.0139 |
ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
24 |
6 |
-18 |
-75.0% |
151 |
|
Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9856 |
0.9846 |
0.9786 |
|
R3 |
0.9821 |
0.9811 |
0.9777 |
|
R2 |
0.9786 |
0.9786 |
0.9773 |
|
R1 |
0.9776 |
0.9776 |
0.9770 |
0.9781 |
PP |
0.9751 |
0.9751 |
0.9751 |
0.9753 |
S1 |
0.9741 |
0.9741 |
0.9764 |
0.9746 |
S2 |
0.9716 |
0.9716 |
0.9761 |
|
S3 |
0.9681 |
0.9706 |
0.9757 |
|
S4 |
0.9646 |
0.9671 |
0.9748 |
|
|
Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0195 |
1.0120 |
0.9843 |
|
R3 |
1.0056 |
0.9981 |
0.9805 |
|
R2 |
0.9917 |
0.9917 |
0.9792 |
|
R1 |
0.9842 |
0.9842 |
0.9780 |
0.9810 |
PP |
0.9778 |
0.9778 |
0.9778 |
0.9762 |
S1 |
0.9703 |
0.9703 |
0.9754 |
0.9671 |
S2 |
0.9639 |
0.9639 |
0.9742 |
|
S3 |
0.9500 |
0.9564 |
0.9729 |
|
S4 |
0.9361 |
0.9425 |
0.9691 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9909 |
2.618 |
0.9852 |
1.618 |
0.9817 |
1.000 |
0.9795 |
0.618 |
0.9782 |
HIGH |
0.9760 |
0.618 |
0.9747 |
0.500 |
0.9743 |
0.382 |
0.9738 |
LOW |
0.9725 |
0.618 |
0.9703 |
1.000 |
0.9690 |
1.618 |
0.9668 |
2.618 |
0.9633 |
4.250 |
0.9576 |
|
|
Fisher Pivots for day following 29-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9759 |
0.9789 |
PP |
0.9751 |
0.9782 |
S1 |
0.9743 |
0.9774 |
|