CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 22-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jan-2010 |
22-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.9573 |
0.9503 |
-0.0070 |
-0.7% |
0.9702 |
High |
0.9576 |
0.9552 |
-0.0024 |
-0.3% |
0.9755 |
Low |
0.9502 |
0.9430 |
-0.0072 |
-0.8% |
0.9430 |
Close |
0.9519 |
0.9444 |
-0.0075 |
-0.8% |
0.9444 |
Range |
0.0074 |
0.0122 |
0.0048 |
64.9% |
0.0325 |
ATR |
0.0086 |
0.0089 |
0.0003 |
2.9% |
0.0000 |
Volume |
321 |
304 |
-17 |
-5.3% |
902 |
|
Daily Pivots for day following 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9841 |
0.9765 |
0.9511 |
|
R3 |
0.9719 |
0.9643 |
0.9478 |
|
R2 |
0.9597 |
0.9597 |
0.9466 |
|
R1 |
0.9521 |
0.9521 |
0.9455 |
0.9498 |
PP |
0.9475 |
0.9475 |
0.9475 |
0.9464 |
S1 |
0.9399 |
0.9399 |
0.9433 |
0.9376 |
S2 |
0.9353 |
0.9353 |
0.9422 |
|
S3 |
0.9231 |
0.9277 |
0.9410 |
|
S4 |
0.9109 |
0.9155 |
0.9377 |
|
|
Weekly Pivots for week ending 22-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0518 |
1.0306 |
0.9623 |
|
R3 |
1.0193 |
0.9981 |
0.9533 |
|
R2 |
0.9868 |
0.9868 |
0.9504 |
|
R1 |
0.9656 |
0.9656 |
0.9474 |
0.9600 |
PP |
0.9543 |
0.9543 |
0.9543 |
0.9515 |
S1 |
0.9331 |
0.9331 |
0.9414 |
0.9275 |
S2 |
0.9218 |
0.9218 |
0.9384 |
|
S3 |
0.8893 |
0.9006 |
0.9355 |
|
S4 |
0.8568 |
0.8681 |
0.9265 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0071 |
2.618 |
0.9871 |
1.618 |
0.9749 |
1.000 |
0.9674 |
0.618 |
0.9627 |
HIGH |
0.9552 |
0.618 |
0.9505 |
0.500 |
0.9491 |
0.382 |
0.9477 |
LOW |
0.9430 |
0.618 |
0.9355 |
1.000 |
0.9308 |
1.618 |
0.9233 |
2.618 |
0.9111 |
4.250 |
0.8912 |
|
|
Fisher Pivots for day following 22-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9491 |
0.9561 |
PP |
0.9475 |
0.9522 |
S1 |
0.9460 |
0.9483 |
|