CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 07-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9875 |
0.9901 |
0.0026 |
0.3% |
0.9760 |
High |
0.9920 |
0.9930 |
0.0010 |
0.1% |
0.9945 |
Low |
0.9875 |
0.9840 |
-0.0035 |
-0.4% |
0.9677 |
Close |
0.9910 |
0.9860 |
-0.0050 |
-0.5% |
0.9908 |
Range |
0.0045 |
0.0090 |
0.0045 |
100.0% |
0.0268 |
ATR |
0.0069 |
0.0070 |
0.0002 |
2.2% |
0.0000 |
Volume |
7 |
88 |
81 |
1,157.1% |
373 |
|
Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0147 |
1.0093 |
0.9910 |
|
R3 |
1.0057 |
1.0003 |
0.9885 |
|
R2 |
0.9967 |
0.9967 |
0.9877 |
|
R1 |
0.9913 |
0.9913 |
0.9868 |
0.9895 |
PP |
0.9877 |
0.9877 |
0.9877 |
0.9868 |
S1 |
0.9823 |
0.9823 |
0.9852 |
0.9805 |
S2 |
0.9787 |
0.9787 |
0.9844 |
|
S3 |
0.9697 |
0.9733 |
0.9835 |
|
S4 |
0.9607 |
0.9643 |
0.9811 |
|
|
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 |
1.0313 |
2.618 |
1.0166 |
1.618 |
1.0076 |
1.000 |
1.0020 |
0.618 |
0.9986 |
HIGH |
0.9930 |
0.618 |
0.9896 |
0.500 |
0.9885 |
0.382 |
0.9874 |
LOW |
0.9840 |
0.618 |
0.9784 |
1.000 |
0.9750 |
1.618 |
0.9694 |
2.618 |
0.9604 |
4.250 |
0.9458 |
|
|
Fisher Pivots for day following 07-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9885 |
0.9893 |
PP |
0.9877 |
0.9882 |
S1 |
0.9868 |
0.9871 |
|