CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 08-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2010 |
08-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9294 |
0.9321 |
0.0027 |
0.3% |
0.9360 |
High |
0.9390 |
0.9379 |
-0.0011 |
-0.1% |
0.9475 |
Low |
0.9276 |
0.9300 |
0.0024 |
0.3% |
0.9276 |
Close |
0.9317 |
0.9317 |
0.0000 |
0.0% |
0.9317 |
Range |
0.0114 |
0.0079 |
-0.0035 |
-30.7% |
0.0199 |
ATR |
0.0089 |
0.0089 |
-0.0001 |
-0.8% |
0.0000 |
Volume |
596 |
514 |
-82 |
-13.8% |
1,755 |
|
Daily Pivots for day following 08-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9569 |
0.9522 |
0.9360 |
|
R3 |
0.9490 |
0.9443 |
0.9339 |
|
R2 |
0.9411 |
0.9411 |
0.9331 |
|
R1 |
0.9364 |
0.9364 |
0.9324 |
0.9348 |
PP |
0.9332 |
0.9332 |
0.9332 |
0.9324 |
S1 |
0.9285 |
0.9285 |
0.9310 |
0.9269 |
S2 |
0.9253 |
0.9253 |
0.9303 |
|
S3 |
0.9174 |
0.9206 |
0.9295 |
|
S4 |
0.9095 |
0.9127 |
0.9274 |
|
|
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 |
0.9715 |
2.618 |
0.9586 |
1.618 |
0.9507 |
1.000 |
0.9458 |
0.618 |
0.9428 |
HIGH |
0.9379 |
0.618 |
0.9349 |
0.500 |
0.9340 |
0.382 |
0.9330 |
LOW |
0.9300 |
0.618 |
0.9251 |
1.000 |
0.9221 |
1.618 |
0.9172 |
2.618 |
0.9093 |
4.250 |
0.8964 |
|
|
Fisher Pivots for day following 08-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9340 |
0.9354 |
PP |
0.9332 |
0.9342 |
S1 |
0.9325 |
0.9329 |
|