CME Canadian Dollar Future June 2010
Trading Metrics calculated at close of trading on 09-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2010 |
09-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9321 |
0.9304 |
-0.0017 |
-0.2% |
0.9360 |
High |
0.9379 |
0.9384 |
0.0005 |
0.1% |
0.9475 |
Low |
0.9300 |
0.9300 |
0.0000 |
0.0% |
0.9276 |
Close |
0.9317 |
0.9355 |
0.0038 |
0.4% |
0.9317 |
Range |
0.0079 |
0.0084 |
0.0005 |
6.3% |
0.0199 |
ATR |
0.0089 |
0.0088 |
0.0000 |
-0.4% |
0.0000 |
Volume |
514 |
388 |
-126 |
-24.5% |
1,755 |
|
Daily Pivots for day following 09-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9598 |
0.9561 |
0.9401 |
|
R3 |
0.9514 |
0.9477 |
0.9378 |
|
R2 |
0.9430 |
0.9430 |
0.9370 |
|
R1 |
0.9393 |
0.9393 |
0.9363 |
0.9412 |
PP |
0.9346 |
0.9346 |
0.9346 |
0.9356 |
S1 |
0.9309 |
0.9309 |
0.9347 |
0.9328 |
S2 |
0.9262 |
0.9262 |
0.9340 |
|
S3 |
0.9178 |
0.9225 |
0.9332 |
|
S4 |
0.9094 |
0.9141 |
0.9309 |
|
|
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 |
0.9741 |
2.618 |
0.9604 |
1.618 |
0.9520 |
1.000 |
0.9468 |
0.618 |
0.9436 |
HIGH |
0.9384 |
0.618 |
0.9352 |
0.500 |
0.9342 |
0.382 |
0.9332 |
LOW |
0.9300 |
0.618 |
0.9248 |
1.000 |
0.9216 |
1.618 |
0.9164 |
2.618 |
0.9080 |
4.250 |
0.8943 |
|
|
Fisher Pivots for day following 09-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9351 |
0.9348 |
PP |
0.9346 |
0.9340 |
S1 |
0.9342 |
0.9333 |
|