CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9803 |
0.9830 |
0.0027 |
0.3% |
0.9755 |
| High |
0.9803 |
0.9851 |
0.0048 |
0.5% |
0.9778 |
| Low |
0.9776 |
0.9830 |
0.0054 |
0.6% |
0.9624 |
| Close |
0.9770 |
0.9852 |
0.0082 |
0.8% |
0.9747 |
| Range |
0.0027 |
0.0021 |
-0.0006 |
-22.2% |
0.0154 |
| ATR |
0.0065 |
0.0066 |
0.0001 |
1.7% |
0.0000 |
| Volume |
81 |
6 |
-75 |
-92.6% |
121 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9907 |
0.9901 |
0.9864 |
|
| R3 |
0.9886 |
0.9880 |
0.9858 |
|
| R2 |
0.9865 |
0.9865 |
0.9856 |
|
| R1 |
0.9859 |
0.9859 |
0.9854 |
0.9862 |
| PP |
0.9844 |
0.9844 |
0.9844 |
0.9846 |
| S1 |
0.9838 |
0.9838 |
0.9850 |
0.9841 |
| S2 |
0.9823 |
0.9823 |
0.9848 |
|
| S3 |
0.9802 |
0.9817 |
0.9846 |
|
| S4 |
0.9781 |
0.9796 |
0.9840 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0178 |
1.0117 |
0.9832 |
|
| R3 |
1.0024 |
0.9963 |
0.9789 |
|
| R2 |
0.9870 |
0.9870 |
0.9775 |
|
| R1 |
0.9809 |
0.9809 |
0.9761 |
0.9763 |
| PP |
0.9716 |
0.9716 |
0.9716 |
0.9693 |
| S1 |
0.9655 |
0.9655 |
0.9733 |
0.9609 |
| S2 |
0.9562 |
0.9562 |
0.9719 |
|
| S3 |
0.9408 |
0.9501 |
0.9705 |
|
| S4 |
0.9254 |
0.9347 |
0.9662 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9940 |
|
2.618 |
0.9906 |
|
1.618 |
0.9885 |
|
1.000 |
0.9872 |
|
0.618 |
0.9864 |
|
HIGH |
0.9851 |
|
0.618 |
0.9843 |
|
0.500 |
0.9841 |
|
0.382 |
0.9838 |
|
LOW |
0.9830 |
|
0.618 |
0.9817 |
|
1.000 |
0.9809 |
|
1.618 |
0.9796 |
|
2.618 |
0.9775 |
|
4.250 |
0.9741 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9848 |
0.9833 |
| PP |
0.9844 |
0.9814 |
| S1 |
0.9841 |
0.9795 |
|