CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 20-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2010 |
20-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.9702 |
0.9691 |
-0.0011 |
-0.1% |
0.9725 |
High |
0.9755 |
0.9691 |
-0.0064 |
-0.7% |
0.9775 |
Low |
0.9665 |
0.9535 |
-0.0130 |
-1.3% |
0.9602 |
Close |
0.9696 |
0.9547 |
-0.0149 |
-1.5% |
0.9705 |
Range |
0.0090 |
0.0156 |
0.0066 |
73.3% |
0.0173 |
ATR |
0.0082 |
0.0087 |
0.0006 |
6.9% |
0.0000 |
Volume |
66 |
211 |
145 |
219.7% |
1,318 |
|
Daily Pivots for day following 20-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0059 |
0.9959 |
0.9633 |
|
R3 |
0.9903 |
0.9803 |
0.9590 |
|
R2 |
0.9747 |
0.9747 |
0.9576 |
|
R1 |
0.9647 |
0.9647 |
0.9561 |
0.9619 |
PP |
0.9591 |
0.9591 |
0.9591 |
0.9577 |
S1 |
0.9491 |
0.9491 |
0.9533 |
0.9463 |
S2 |
0.9435 |
0.9435 |
0.9518 |
|
S3 |
0.9279 |
0.9335 |
0.9504 |
|
S4 |
0.9123 |
0.9179 |
0.9461 |
|
|
Weekly Pivots for week ending 15-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0213 |
1.0132 |
0.9800 |
|
R3 |
1.0040 |
0.9959 |
0.9753 |
|
R2 |
0.9867 |
0.9867 |
0.9737 |
|
R1 |
0.9786 |
0.9786 |
0.9721 |
0.9740 |
PP |
0.9694 |
0.9694 |
0.9694 |
0.9671 |
S1 |
0.9613 |
0.9613 |
0.9689 |
0.9567 |
S2 |
0.9521 |
0.9521 |
0.9673 |
|
S3 |
0.9348 |
0.9440 |
0.9657 |
|
S4 |
0.9175 |
0.9267 |
0.9610 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0354 |
2.618 |
1.0099 |
1.618 |
0.9943 |
1.000 |
0.9847 |
0.618 |
0.9787 |
HIGH |
0.9691 |
0.618 |
0.9631 |
0.500 |
0.9613 |
0.382 |
0.9595 |
LOW |
0.9535 |
0.618 |
0.9439 |
1.000 |
0.9379 |
1.618 |
0.9283 |
2.618 |
0.9127 |
4.250 |
0.8872 |
|
|
Fisher Pivots for day following 20-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9613 |
0.9653 |
PP |
0.9591 |
0.9617 |
S1 |
0.9569 |
0.9582 |
|