CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9826 |
0.9774 |
-0.0052 |
-0.5% |
0.9707 |
| High |
0.9826 |
0.9818 |
-0.0008 |
-0.1% |
0.9865 |
| Low |
0.9826 |
0.9773 |
-0.0053 |
-0.5% |
0.9704 |
| Close |
0.9755 |
0.9807 |
0.0052 |
0.5% |
0.9807 |
| Range |
0.0000 |
0.0045 |
0.0045 |
|
0.0161 |
| ATR |
0.0045 |
0.0046 |
0.0001 |
2.9% |
0.0000 |
| Volume |
73 |
1 |
-72 |
-98.6% |
111 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9934 |
0.9916 |
0.9832 |
|
| R3 |
0.9889 |
0.9871 |
0.9819 |
|
| R2 |
0.9844 |
0.9844 |
0.9815 |
|
| R1 |
0.9826 |
0.9826 |
0.9811 |
0.9835 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9804 |
| S1 |
0.9781 |
0.9781 |
0.9803 |
0.9790 |
| S2 |
0.9754 |
0.9754 |
0.9799 |
|
| S3 |
0.9709 |
0.9736 |
0.9795 |
|
| S4 |
0.9664 |
0.9691 |
0.9782 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0275 |
1.0202 |
0.9896 |
|
| R3 |
1.0114 |
1.0041 |
0.9851 |
|
| R2 |
0.9953 |
0.9953 |
0.9837 |
|
| R1 |
0.9880 |
0.9880 |
0.9822 |
0.9917 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9810 |
| S1 |
0.9719 |
0.9719 |
0.9792 |
0.9756 |
| S2 |
0.9631 |
0.9631 |
0.9777 |
|
| S3 |
0.9470 |
0.9558 |
0.9763 |
|
| S4 |
0.9309 |
0.9397 |
0.9718 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0009 |
|
2.618 |
0.9936 |
|
1.618 |
0.9891 |
|
1.000 |
0.9863 |
|
0.618 |
0.9846 |
|
HIGH |
0.9818 |
|
0.618 |
0.9801 |
|
0.500 |
0.9796 |
|
0.382 |
0.9790 |
|
LOW |
0.9773 |
|
0.618 |
0.9745 |
|
1.000 |
0.9728 |
|
1.618 |
0.9700 |
|
2.618 |
0.9655 |
|
4.250 |
0.9582 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9803 |
0.9819 |
| PP |
0.9799 |
0.9815 |
| S1 |
0.9796 |
0.9811 |
|