CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 25-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2010 |
25-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.9503 |
0.9468 |
-0.0035 |
-0.4% |
0.9702 |
High |
0.9552 |
0.9490 |
-0.0062 |
-0.6% |
0.9755 |
Low |
0.9430 |
0.9425 |
-0.0005 |
-0.1% |
0.9430 |
Close |
0.9444 |
0.9458 |
0.0014 |
0.1% |
0.9444 |
Range |
0.0122 |
0.0065 |
-0.0057 |
-46.7% |
0.0325 |
ATR |
0.0089 |
0.0087 |
-0.0002 |
-1.9% |
0.0000 |
Volume |
304 |
635 |
331 |
108.9% |
902 |
|
Daily Pivots for day following 25-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9653 |
0.9620 |
0.9494 |
|
R3 |
0.9588 |
0.9555 |
0.9476 |
|
R2 |
0.9523 |
0.9523 |
0.9470 |
|
R1 |
0.9490 |
0.9490 |
0.9464 |
0.9474 |
PP |
0.9458 |
0.9458 |
0.9458 |
0.9450 |
S1 |
0.9425 |
0.9425 |
0.9452 |
0.9409 |
S2 |
0.9393 |
0.9393 |
0.9446 |
|
S3 |
0.9328 |
0.9360 |
0.9440 |
|
S4 |
0.9263 |
0.9295 |
0.9422 |
|
|
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 |
0.9766 |
2.618 |
0.9660 |
1.618 |
0.9595 |
1.000 |
0.9555 |
0.618 |
0.9530 |
HIGH |
0.9490 |
0.618 |
0.9465 |
0.500 |
0.9458 |
0.382 |
0.9450 |
LOW |
0.9425 |
0.618 |
0.9385 |
1.000 |
0.9360 |
1.618 |
0.9320 |
2.618 |
0.9255 |
4.250 |
0.9149 |
|
|
Fisher Pivots for day following 25-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9458 |
0.9501 |
PP |
0.9458 |
0.9486 |
S1 |
0.9458 |
0.9472 |
|