CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 01-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9690 |
0.9750 |
0.0060 |
0.6% |
0.9786 |
High |
0.9725 |
0.9807 |
0.0082 |
0.8% |
0.9853 |
Low |
0.9677 |
0.9750 |
0.0073 |
0.8% |
0.9714 |
Close |
0.9708 |
0.9799 |
0.0091 |
0.9% |
0.9767 |
Range |
0.0048 |
0.0057 |
0.0009 |
18.8% |
0.0139 |
ATR |
0.0068 |
0.0070 |
0.0002 |
3.3% |
0.0000 |
Volume |
31 |
258 |
227 |
732.3% |
151 |
|
Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9956 |
0.9935 |
0.9830 |
|
R3 |
0.9899 |
0.9878 |
0.9815 |
|
R2 |
0.9842 |
0.9842 |
0.9809 |
|
R1 |
0.9821 |
0.9821 |
0.9804 |
0.9832 |
PP |
0.9785 |
0.9785 |
0.9785 |
0.9791 |
S1 |
0.9764 |
0.9764 |
0.9794 |
0.9775 |
S2 |
0.9728 |
0.9728 |
0.9789 |
|
S3 |
0.9671 |
0.9707 |
0.9783 |
|
S4 |
0.9614 |
0.9650 |
0.9768 |
|
|
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 |
1.0049 |
2.618 |
0.9956 |
1.618 |
0.9899 |
1.000 |
0.9864 |
0.618 |
0.9842 |
HIGH |
0.9807 |
0.618 |
0.9785 |
0.500 |
0.9779 |
0.382 |
0.9772 |
LOW |
0.9750 |
0.618 |
0.9715 |
1.000 |
0.9693 |
1.618 |
0.9658 |
2.618 |
0.9601 |
4.250 |
0.9508 |
|
|
Fisher Pivots for day following 01-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9792 |
0.9780 |
PP |
0.9785 |
0.9761 |
S1 |
0.9779 |
0.9742 |
|