CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 14-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.9685 |
0.9719 |
0.0034 |
0.4% |
0.9340 |
High |
0.9730 |
0.9756 |
0.0026 |
0.3% |
0.9594 |
Low |
0.9639 |
0.9700 |
0.0061 |
0.6% |
0.9280 |
Close |
0.9654 |
0.9727 |
0.0073 |
0.8% |
0.9577 |
Range |
0.0091 |
0.0056 |
-0.0035 |
-38.5% |
0.0314 |
ATR |
0.0098 |
0.0098 |
0.0000 |
0.3% |
0.0000 |
Volume |
73 |
174 |
101 |
138.4% |
563 |
|
Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9896 |
0.9867 |
0.9758 |
|
R3 |
0.9840 |
0.9811 |
0.9742 |
|
R2 |
0.9784 |
0.9784 |
0.9737 |
|
R1 |
0.9755 |
0.9755 |
0.9732 |
0.9770 |
PP |
0.9728 |
0.9728 |
0.9728 |
0.9735 |
S1 |
0.9699 |
0.9699 |
0.9722 |
0.9714 |
S2 |
0.9672 |
0.9672 |
0.9717 |
|
S3 |
0.9616 |
0.9643 |
0.9712 |
|
S4 |
0.9560 |
0.9587 |
0.9696 |
|
|
Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0426 |
1.0315 |
0.9750 |
|
R3 |
1.0112 |
1.0001 |
0.9663 |
|
R2 |
0.9798 |
0.9798 |
0.9635 |
|
R1 |
0.9687 |
0.9687 |
0.9606 |
0.9743 |
PP |
0.9484 |
0.9484 |
0.9484 |
0.9511 |
S1 |
0.9373 |
0.9373 |
0.9548 |
0.9429 |
S2 |
0.9170 |
0.9170 |
0.9519 |
|
S3 |
0.8856 |
0.9059 |
0.9491 |
|
S4 |
0.8542 |
0.8745 |
0.9404 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9994 |
2.618 |
0.9903 |
1.618 |
0.9847 |
1.000 |
0.9812 |
0.618 |
0.9791 |
HIGH |
0.9756 |
0.618 |
0.9735 |
0.500 |
0.9728 |
0.382 |
0.9721 |
LOW |
0.9700 |
0.618 |
0.9665 |
1.000 |
0.9644 |
1.618 |
0.9609 |
2.618 |
0.9553 |
4.250 |
0.9462 |
|
|
Fisher Pivots for day following 14-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9728 |
0.9707 |
PP |
0.9728 |
0.9687 |
S1 |
0.9727 |
0.9667 |
|