CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 05-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2010 |
05-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9418 |
0.9294 |
-0.0124 |
-1.3% |
0.9360 |
High |
0.9432 |
0.9390 |
-0.0042 |
-0.4% |
0.9475 |
Low |
0.9300 |
0.9276 |
-0.0024 |
-0.3% |
0.9276 |
Close |
0.9328 |
0.9317 |
-0.0011 |
-0.1% |
0.9317 |
Range |
0.0132 |
0.0114 |
-0.0018 |
-13.6% |
0.0199 |
ATR |
0.0088 |
0.0089 |
0.0002 |
2.2% |
0.0000 |
Volume |
101 |
596 |
495 |
490.1% |
1,755 |
|
Daily Pivots for day following 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9670 |
0.9607 |
0.9380 |
|
R3 |
0.9556 |
0.9493 |
0.9348 |
|
R2 |
0.9442 |
0.9442 |
0.9338 |
|
R1 |
0.9379 |
0.9379 |
0.9327 |
0.9411 |
PP |
0.9328 |
0.9328 |
0.9328 |
0.9343 |
S1 |
0.9265 |
0.9265 |
0.9307 |
0.9297 |
S2 |
0.9214 |
0.9214 |
0.9296 |
|
S3 |
0.9100 |
0.9151 |
0.9286 |
|
S4 |
0.8986 |
0.9037 |
0.9254 |
|
|
Weekly Pivots for week ending 05-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9953 |
0.9834 |
0.9426 |
|
R3 |
0.9754 |
0.9635 |
0.9372 |
|
R2 |
0.9555 |
0.9555 |
0.9353 |
|
R1 |
0.9436 |
0.9436 |
0.9335 |
0.9396 |
PP |
0.9356 |
0.9356 |
0.9356 |
0.9336 |
S1 |
0.9237 |
0.9237 |
0.9299 |
0.9197 |
S2 |
0.9157 |
0.9157 |
0.9281 |
|
S3 |
0.8958 |
0.9038 |
0.9262 |
|
S4 |
0.8759 |
0.8839 |
0.9208 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9875 |
2.618 |
0.9688 |
1.618 |
0.9574 |
1.000 |
0.9504 |
0.618 |
0.9460 |
HIGH |
0.9390 |
0.618 |
0.9346 |
0.500 |
0.9333 |
0.382 |
0.9320 |
LOW |
0.9276 |
0.618 |
0.9206 |
1.000 |
0.9162 |
1.618 |
0.9092 |
2.618 |
0.8978 |
4.250 |
0.8792 |
|
|
Fisher Pivots for day following 05-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9333 |
0.9376 |
PP |
0.9328 |
0.9356 |
S1 |
0.9322 |
0.9337 |
|