CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9901 |
0.9825 |
-0.0076 |
-0.8% |
0.9760 |
High |
0.9930 |
0.9875 |
-0.0055 |
-0.6% |
0.9945 |
Low |
0.9840 |
0.9820 |
-0.0020 |
-0.2% |
0.9677 |
Close |
0.9860 |
0.9853 |
-0.0007 |
-0.1% |
0.9908 |
Range |
0.0090 |
0.0055 |
-0.0035 |
-38.9% |
0.0268 |
ATR |
0.0070 |
0.0069 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
88 |
180 |
92 |
104.5% |
373 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0014 |
0.9989 |
0.9883 |
|
R3 |
0.9959 |
0.9934 |
0.9868 |
|
R2 |
0.9904 |
0.9904 |
0.9863 |
|
R1 |
0.9879 |
0.9879 |
0.9858 |
0.9892 |
PP |
0.9849 |
0.9849 |
0.9849 |
0.9856 |
S1 |
0.9824 |
0.9824 |
0.9848 |
0.9837 |
S2 |
0.9794 |
0.9794 |
0.9843 |
|
S3 |
0.9739 |
0.9769 |
0.9838 |
|
S4 |
0.9684 |
0.9714 |
0.9823 |
|
|
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 |
1.0109 |
2.618 |
1.0019 |
1.618 |
0.9964 |
1.000 |
0.9930 |
0.618 |
0.9909 |
HIGH |
0.9875 |
0.618 |
0.9854 |
0.500 |
0.9848 |
0.382 |
0.9841 |
LOW |
0.9820 |
0.618 |
0.9786 |
1.000 |
0.9765 |
1.618 |
0.9731 |
2.618 |
0.9676 |
4.250 |
0.9586 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9851 |
0.9875 |
PP |
0.9849 |
0.9868 |
S1 |
0.9848 |
0.9860 |
|