CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9900 |
0.9922 |
0.0022 |
0.2% |
0.9803 |
| High |
0.9925 |
0.9950 |
0.0025 |
0.3% |
0.9950 |
| Low |
0.9900 |
0.9922 |
0.0022 |
0.2% |
0.9776 |
| Close |
0.9908 |
0.9939 |
0.0031 |
0.3% |
0.9939 |
| Range |
0.0025 |
0.0028 |
0.0003 |
12.0% |
0.0174 |
| ATR |
0.0064 |
0.0062 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
26 |
199 |
173 |
665.4% |
343 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0021 |
1.0008 |
0.9954 |
|
| R3 |
0.9993 |
0.9980 |
0.9947 |
|
| R2 |
0.9965 |
0.9965 |
0.9944 |
|
| R1 |
0.9952 |
0.9952 |
0.9942 |
0.9959 |
| PP |
0.9937 |
0.9937 |
0.9937 |
0.9940 |
| S1 |
0.9924 |
0.9924 |
0.9936 |
0.9931 |
| S2 |
0.9909 |
0.9909 |
0.9934 |
|
| S3 |
0.9881 |
0.9896 |
0.9931 |
|
| S4 |
0.9853 |
0.9868 |
0.9924 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0410 |
1.0349 |
1.0035 |
|
| R3 |
1.0236 |
1.0175 |
0.9987 |
|
| R2 |
1.0062 |
1.0062 |
0.9971 |
|
| R1 |
1.0001 |
1.0001 |
0.9955 |
1.0032 |
| PP |
0.9888 |
0.9888 |
0.9888 |
0.9904 |
| S1 |
0.9827 |
0.9827 |
0.9923 |
0.9858 |
| S2 |
0.9714 |
0.9714 |
0.9907 |
|
| S3 |
0.9540 |
0.9653 |
0.9891 |
|
| S4 |
0.9366 |
0.9479 |
0.9843 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0069 |
|
2.618 |
1.0023 |
|
1.618 |
0.9995 |
|
1.000 |
0.9978 |
|
0.618 |
0.9967 |
|
HIGH |
0.9950 |
|
0.618 |
0.9939 |
|
0.500 |
0.9936 |
|
0.382 |
0.9933 |
|
LOW |
0.9922 |
|
0.618 |
0.9905 |
|
1.000 |
0.9894 |
|
1.618 |
0.9877 |
|
2.618 |
0.9849 |
|
4.250 |
0.9803 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9938 |
0.9923 |
| PP |
0.9937 |
0.9908 |
| S1 |
0.9936 |
0.9892 |
|