CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 19-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.9679 |
0.9670 |
-0.0009 |
-0.1% |
0.9593 |
High |
0.9713 |
0.9722 |
0.0009 |
0.1% |
0.9792 |
Low |
0.9584 |
0.9635 |
0.0051 |
0.5% |
0.9578 |
Close |
0.9633 |
0.9719 |
0.0086 |
0.9% |
0.9633 |
Range |
0.0129 |
0.0087 |
-0.0042 |
-32.6% |
0.0214 |
ATR |
0.0104 |
0.0103 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
801 |
266 |
-535 |
-66.8% |
1,545 |
|
Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9953 |
0.9923 |
0.9767 |
|
R3 |
0.9866 |
0.9836 |
0.9743 |
|
R2 |
0.9779 |
0.9779 |
0.9735 |
|
R1 |
0.9749 |
0.9749 |
0.9727 |
0.9764 |
PP |
0.9692 |
0.9692 |
0.9692 |
0.9700 |
S1 |
0.9662 |
0.9662 |
0.9711 |
0.9677 |
S2 |
0.9605 |
0.9605 |
0.9703 |
|
S3 |
0.9518 |
0.9575 |
0.9695 |
|
S4 |
0.9431 |
0.9488 |
0.9671 |
|
|
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 |
1.0092 |
2.618 |
0.9950 |
1.618 |
0.9863 |
1.000 |
0.9809 |
0.618 |
0.9776 |
HIGH |
0.9722 |
0.618 |
0.9689 |
0.500 |
0.9679 |
0.382 |
0.9668 |
LOW |
0.9635 |
0.618 |
0.9581 |
1.000 |
0.9548 |
1.618 |
0.9494 |
2.618 |
0.9407 |
4.250 |
0.9265 |
|
|
Fisher Pivots for day following 19-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9706 |
0.9709 |
PP |
0.9692 |
0.9698 |
S1 |
0.9679 |
0.9688 |
|