CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 21-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2010 |
21-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.9691 |
0.9573 |
-0.0118 |
-1.2% |
0.9725 |
High |
0.9691 |
0.9576 |
-0.0115 |
-1.2% |
0.9775 |
Low |
0.9535 |
0.9502 |
-0.0033 |
-0.3% |
0.9602 |
Close |
0.9547 |
0.9519 |
-0.0028 |
-0.3% |
0.9705 |
Range |
0.0156 |
0.0074 |
-0.0082 |
-52.6% |
0.0173 |
ATR |
0.0087 |
0.0086 |
-0.0001 |
-1.1% |
0.0000 |
Volume |
211 |
321 |
110 |
52.1% |
1,318 |
|
Daily Pivots for day following 21-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9754 |
0.9711 |
0.9560 |
|
R3 |
0.9680 |
0.9637 |
0.9539 |
|
R2 |
0.9606 |
0.9606 |
0.9533 |
|
R1 |
0.9563 |
0.9563 |
0.9526 |
0.9548 |
PP |
0.9532 |
0.9532 |
0.9532 |
0.9525 |
S1 |
0.9489 |
0.9489 |
0.9512 |
0.9474 |
S2 |
0.9458 |
0.9458 |
0.9505 |
|
S3 |
0.9384 |
0.9415 |
0.9499 |
|
S4 |
0.9310 |
0.9341 |
0.9478 |
|
|
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 |
0.9891 |
2.618 |
0.9770 |
1.618 |
0.9696 |
1.000 |
0.9650 |
0.618 |
0.9622 |
HIGH |
0.9576 |
0.618 |
0.9548 |
0.500 |
0.9539 |
0.382 |
0.9530 |
LOW |
0.9502 |
0.618 |
0.9456 |
1.000 |
0.9428 |
1.618 |
0.9382 |
2.618 |
0.9308 |
4.250 |
0.9188 |
|
|
Fisher Pivots for day following 21-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9539 |
0.9629 |
PP |
0.9532 |
0.9592 |
S1 |
0.9526 |
0.9556 |
|