CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 02-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2010 |
02-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9360 |
0.9422 |
0.0062 |
0.7% |
0.9468 |
High |
0.9420 |
0.9464 |
0.0044 |
0.5% |
0.9490 |
Low |
0.9327 |
0.9399 |
0.0072 |
0.8% |
0.9338 |
Close |
0.9402 |
0.9437 |
0.0035 |
0.4% |
0.9349 |
Range |
0.0093 |
0.0065 |
-0.0028 |
-30.1% |
0.0152 |
ATR |
0.0087 |
0.0085 |
-0.0002 |
-1.8% |
0.0000 |
Volume |
304 |
452 |
148 |
48.7% |
2,052 |
|
Daily Pivots for day following 02-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9628 |
0.9598 |
0.9473 |
|
R3 |
0.9563 |
0.9533 |
0.9455 |
|
R2 |
0.9498 |
0.9498 |
0.9449 |
|
R1 |
0.9468 |
0.9468 |
0.9443 |
0.9483 |
PP |
0.9433 |
0.9433 |
0.9433 |
0.9441 |
S1 |
0.9403 |
0.9403 |
0.9431 |
0.9418 |
S2 |
0.9368 |
0.9368 |
0.9425 |
|
S3 |
0.9303 |
0.9338 |
0.9419 |
|
S4 |
0.9238 |
0.9273 |
0.9401 |
|
|
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 |
0.9740 |
2.618 |
0.9634 |
1.618 |
0.9569 |
1.000 |
0.9529 |
0.618 |
0.9504 |
HIGH |
0.9464 |
0.618 |
0.9439 |
0.500 |
0.9432 |
0.382 |
0.9424 |
LOW |
0.9399 |
0.618 |
0.9359 |
1.000 |
0.9334 |
1.618 |
0.9294 |
2.618 |
0.9229 |
4.250 |
0.9123 |
|
|
Fisher Pivots for day following 02-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9435 |
0.9423 |
PP |
0.9433 |
0.9409 |
S1 |
0.9432 |
0.9396 |
|