CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9840 |
0.9757 |
-0.0083 |
-0.8% |
0.9900 |
| High |
0.9840 |
0.9757 |
-0.0083 |
-0.8% |
0.9961 |
| Low |
0.9709 |
0.9693 |
-0.0016 |
-0.2% |
0.9825 |
| Close |
0.9739 |
0.9719 |
-0.0020 |
-0.2% |
0.9849 |
| Range |
0.0131 |
0.0064 |
-0.0067 |
-51.1% |
0.0136 |
| ATR |
0.0067 |
0.0067 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
4 |
16 |
12 |
300.0% |
336 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9915 |
0.9881 |
0.9754 |
|
| R3 |
0.9851 |
0.9817 |
0.9737 |
|
| R2 |
0.9787 |
0.9787 |
0.9731 |
|
| R1 |
0.9753 |
0.9753 |
0.9725 |
0.9738 |
| PP |
0.9723 |
0.9723 |
0.9723 |
0.9716 |
| S1 |
0.9689 |
0.9689 |
0.9713 |
0.9674 |
| S2 |
0.9659 |
0.9659 |
0.9707 |
|
| S3 |
0.9595 |
0.9625 |
0.9701 |
|
| S4 |
0.9531 |
0.9561 |
0.9684 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0204 |
0.9924 |
|
| R3 |
1.0150 |
1.0068 |
0.9886 |
|
| R2 |
1.0014 |
1.0014 |
0.9874 |
|
| R1 |
0.9932 |
0.9932 |
0.9861 |
0.9905 |
| PP |
0.9878 |
0.9878 |
0.9878 |
0.9865 |
| S1 |
0.9796 |
0.9796 |
0.9837 |
0.9769 |
| S2 |
0.9742 |
0.9742 |
0.9824 |
|
| S3 |
0.9606 |
0.9660 |
0.9812 |
|
| S4 |
0.9470 |
0.9524 |
0.9774 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0029 |
|
2.618 |
0.9925 |
|
1.618 |
0.9861 |
|
1.000 |
0.9821 |
|
0.618 |
0.9797 |
|
HIGH |
0.9757 |
|
0.618 |
0.9733 |
|
0.500 |
0.9725 |
|
0.382 |
0.9717 |
|
LOW |
0.9693 |
|
0.618 |
0.9653 |
|
1.000 |
0.9629 |
|
1.618 |
0.9589 |
|
2.618 |
0.9525 |
|
4.250 |
0.9421 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9725 |
0.9780 |
| PP |
0.9723 |
0.9760 |
| S1 |
0.9721 |
0.9739 |
|