CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 29-Jan-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2010 |
29-Jan-2010 |
Change |
Change % |
Previous Week |
Open |
0.9401 |
0.9370 |
-0.0031 |
-0.3% |
0.9468 |
High |
0.9448 |
0.9407 |
-0.0041 |
-0.4% |
0.9490 |
Low |
0.9372 |
0.9338 |
-0.0034 |
-0.4% |
0.9338 |
Close |
0.9387 |
0.9349 |
-0.0038 |
-0.4% |
0.9349 |
Range |
0.0076 |
0.0069 |
-0.0007 |
-9.2% |
0.0152 |
ATR |
0.0088 |
0.0086 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
144 |
748 |
604 |
419.4% |
2,052 |
|
Daily Pivots for day following 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9572 |
0.9529 |
0.9387 |
|
R3 |
0.9503 |
0.9460 |
0.9368 |
|
R2 |
0.9434 |
0.9434 |
0.9362 |
|
R1 |
0.9391 |
0.9391 |
0.9355 |
0.9378 |
PP |
0.9365 |
0.9365 |
0.9365 |
0.9358 |
S1 |
0.9322 |
0.9322 |
0.9343 |
0.9309 |
S2 |
0.9296 |
0.9296 |
0.9336 |
|
S3 |
0.9227 |
0.9253 |
0.9330 |
|
S4 |
0.9158 |
0.9184 |
0.9311 |
|
|
Weekly Pivots for week ending 29-Jan-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9848 |
0.9751 |
0.9433 |
|
R3 |
0.9696 |
0.9599 |
0.9391 |
|
R2 |
0.9544 |
0.9544 |
0.9377 |
|
R1 |
0.9447 |
0.9447 |
0.9363 |
0.9420 |
PP |
0.9392 |
0.9392 |
0.9392 |
0.9379 |
S1 |
0.9295 |
0.9295 |
0.9335 |
0.9268 |
S2 |
0.9240 |
0.9240 |
0.9321 |
|
S3 |
0.9088 |
0.9143 |
0.9307 |
|
S4 |
0.8936 |
0.8991 |
0.9265 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9700 |
2.618 |
0.9588 |
1.618 |
0.9519 |
1.000 |
0.9476 |
0.618 |
0.9450 |
HIGH |
0.9407 |
0.618 |
0.9381 |
0.500 |
0.9373 |
0.382 |
0.9364 |
LOW |
0.9338 |
0.618 |
0.9295 |
1.000 |
0.9269 |
1.618 |
0.9226 |
2.618 |
0.9157 |
4.250 |
0.9045 |
|
|
Fisher Pivots for day following 29-Jan-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9373 |
0.9393 |
PP |
0.9365 |
0.9378 |
S1 |
0.9357 |
0.9364 |
|