CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 06-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9940 |
0.9875 |
-0.0065 |
-0.7% |
0.9760 |
High |
0.9945 |
0.9920 |
-0.0025 |
-0.3% |
0.9945 |
Low |
0.9909 |
0.9875 |
-0.0034 |
-0.3% |
0.9677 |
Close |
0.9908 |
0.9910 |
0.0002 |
0.0% |
0.9908 |
Range |
0.0036 |
0.0045 |
0.0009 |
25.0% |
0.0268 |
ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.6% |
0.0000 |
Volume |
31 |
7 |
-24 |
-77.4% |
373 |
|
Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0037 |
1.0018 |
0.9935 |
|
R3 |
0.9992 |
0.9973 |
0.9922 |
|
R2 |
0.9947 |
0.9947 |
0.9918 |
|
R1 |
0.9928 |
0.9928 |
0.9914 |
0.9938 |
PP |
0.9902 |
0.9902 |
0.9902 |
0.9906 |
S1 |
0.9883 |
0.9883 |
0.9906 |
0.9893 |
S2 |
0.9857 |
0.9857 |
0.9902 |
|
S3 |
0.9812 |
0.9838 |
0.9898 |
|
S4 |
0.9767 |
0.9793 |
0.9885 |
|
|
Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0647 |
1.0546 |
1.0055 |
|
R3 |
1.0379 |
1.0278 |
0.9982 |
|
R2 |
1.0111 |
1.0111 |
0.9957 |
|
R1 |
1.0010 |
1.0010 |
0.9933 |
1.0061 |
PP |
0.9843 |
0.9843 |
0.9843 |
0.9869 |
S1 |
0.9742 |
0.9742 |
0.9883 |
0.9793 |
S2 |
0.9575 |
0.9575 |
0.9859 |
|
S3 |
0.9307 |
0.9474 |
0.9834 |
|
S4 |
0.9039 |
0.9206 |
0.9761 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0111 |
2.618 |
1.0038 |
1.618 |
0.9993 |
1.000 |
0.9965 |
0.618 |
0.9948 |
HIGH |
0.9920 |
0.618 |
0.9903 |
0.500 |
0.9898 |
0.382 |
0.9892 |
LOW |
0.9875 |
0.618 |
0.9847 |
1.000 |
0.9830 |
1.618 |
0.9802 |
2.618 |
0.9757 |
4.250 |
0.9684 |
|
|
Fisher Pivots for day following 06-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9906 |
0.9905 |
PP |
0.9902 |
0.9900 |
S1 |
0.9898 |
0.9895 |
|