CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9900 |
0.9900 |
0.0000 |
0.0% |
0.9803 |
| High |
0.9926 |
0.9961 |
0.0035 |
0.4% |
0.9950 |
| Low |
0.9900 |
0.9866 |
-0.0034 |
-0.3% |
0.9776 |
| Close |
0.9919 |
0.9920 |
0.0001 |
0.0% |
0.9939 |
| Range |
0.0026 |
0.0095 |
0.0069 |
265.4% |
0.0174 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
4.1% |
0.0000 |
| Volume |
199 |
19 |
-180 |
-90.5% |
343 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0201 |
1.0155 |
0.9972 |
|
| R3 |
1.0106 |
1.0060 |
0.9946 |
|
| R2 |
1.0011 |
1.0011 |
0.9937 |
|
| R1 |
0.9965 |
0.9965 |
0.9929 |
0.9988 |
| PP |
0.9916 |
0.9916 |
0.9916 |
0.9927 |
| S1 |
0.9870 |
0.9870 |
0.9911 |
0.9893 |
| S2 |
0.9821 |
0.9821 |
0.9903 |
|
| S3 |
0.9726 |
0.9775 |
0.9894 |
|
| S4 |
0.9631 |
0.9680 |
0.9868 |
|
|
| 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 |
1.0365 |
|
2.618 |
1.0210 |
|
1.618 |
1.0115 |
|
1.000 |
1.0056 |
|
0.618 |
1.0020 |
|
HIGH |
0.9961 |
|
0.618 |
0.9925 |
|
0.500 |
0.9914 |
|
0.382 |
0.9902 |
|
LOW |
0.9866 |
|
0.618 |
0.9807 |
|
1.000 |
0.9771 |
|
1.618 |
0.9712 |
|
2.618 |
0.9617 |
|
4.250 |
0.9462 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9918 |
0.9918 |
| PP |
0.9916 |
0.9916 |
| S1 |
0.9914 |
0.9914 |
|