CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 16-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.9773 |
0.9679 |
-0.0094 |
-1.0% |
0.9593 |
High |
0.9792 |
0.9713 |
-0.0079 |
-0.8% |
0.9792 |
Low |
0.9640 |
0.9584 |
-0.0056 |
-0.6% |
0.9578 |
Close |
0.9674 |
0.9633 |
-0.0041 |
-0.4% |
0.9633 |
Range |
0.0152 |
0.0129 |
-0.0023 |
-15.1% |
0.0214 |
ATR |
0.0102 |
0.0104 |
0.0002 |
1.9% |
0.0000 |
Volume |
256 |
801 |
545 |
212.9% |
1,545 |
|
Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0030 |
0.9961 |
0.9704 |
|
R3 |
0.9901 |
0.9832 |
0.9668 |
|
R2 |
0.9772 |
0.9772 |
0.9657 |
|
R1 |
0.9703 |
0.9703 |
0.9645 |
0.9673 |
PP |
0.9643 |
0.9643 |
0.9643 |
0.9629 |
S1 |
0.9574 |
0.9574 |
0.9621 |
0.9544 |
S2 |
0.9514 |
0.9514 |
0.9609 |
|
S3 |
0.9385 |
0.9445 |
0.9598 |
|
S4 |
0.9256 |
0.9316 |
0.9562 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0310 |
1.0185 |
0.9751 |
|
R3 |
1.0096 |
0.9971 |
0.9692 |
|
R2 |
0.9882 |
0.9882 |
0.9672 |
|
R1 |
0.9757 |
0.9757 |
0.9653 |
0.9820 |
PP |
0.9668 |
0.9668 |
0.9668 |
0.9699 |
S1 |
0.9543 |
0.9543 |
0.9613 |
0.9606 |
S2 |
0.9454 |
0.9454 |
0.9594 |
|
S3 |
0.9240 |
0.9329 |
0.9574 |
|
S4 |
0.9026 |
0.9115 |
0.9515 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0261 |
2.618 |
1.0051 |
1.618 |
0.9922 |
1.000 |
0.9842 |
0.618 |
0.9793 |
HIGH |
0.9713 |
0.618 |
0.9664 |
0.500 |
0.9649 |
0.382 |
0.9633 |
LOW |
0.9584 |
0.618 |
0.9504 |
1.000 |
0.9455 |
1.618 |
0.9375 |
2.618 |
0.9246 |
4.250 |
0.9036 |
|
|
Fisher Pivots for day following 16-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9649 |
0.9688 |
PP |
0.9643 |
0.9670 |
S1 |
0.9638 |
0.9651 |
|