CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9845 |
0.9940 |
0.0095 |
1.0% |
0.9760 |
| High |
0.9912 |
0.9945 |
0.0033 |
0.3% |
0.9945 |
| Low |
0.9845 |
0.9909 |
0.0064 |
0.7% |
0.9677 |
| Close |
0.9916 |
0.9908 |
-0.0008 |
-0.1% |
0.9908 |
| Range |
0.0067 |
0.0036 |
-0.0031 |
-46.3% |
0.0268 |
| ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
47 |
31 |
-16 |
-34.0% |
373 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0029 |
1.0004 |
0.9928 |
|
| R3 |
0.9993 |
0.9968 |
0.9918 |
|
| R2 |
0.9957 |
0.9957 |
0.9915 |
|
| R1 |
0.9932 |
0.9932 |
0.9911 |
0.9927 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9918 |
| S1 |
0.9896 |
0.9896 |
0.9905 |
0.9891 |
| S2 |
0.9885 |
0.9885 |
0.9901 |
|
| S3 |
0.9849 |
0.9860 |
0.9898 |
|
| S4 |
0.9813 |
0.9824 |
0.9888 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0647 |
1.0546 |
1.0055 |
|
| R3 |
1.0379 |
1.0278 |
0.9982 |
|
| R2 |
1.0111 |
1.0111 |
0.9957 |
|
| R1 |
1.0010 |
1.0010 |
0.9933 |
1.0061 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9869 |
| S1 |
0.9742 |
0.9742 |
0.9883 |
0.9793 |
| S2 |
0.9575 |
0.9575 |
0.9859 |
|
| S3 |
0.9307 |
0.9474 |
0.9834 |
|
| S4 |
0.9039 |
0.9206 |
0.9761 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0098 |
|
2.618 |
1.0039 |
|
1.618 |
1.0003 |
|
1.000 |
0.9981 |
|
0.618 |
0.9967 |
|
HIGH |
0.9945 |
|
0.618 |
0.9931 |
|
0.500 |
0.9927 |
|
0.382 |
0.9923 |
|
LOW |
0.9909 |
|
0.618 |
0.9887 |
|
1.000 |
0.9873 |
|
1.618 |
0.9851 |
|
2.618 |
0.9815 |
|
4.250 |
0.9756 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9927 |
0.9888 |
| PP |
0.9921 |
0.9868 |
| S1 |
0.9914 |
0.9848 |
|