CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 18-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Feb-2010 |
18-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9551 |
0.9606 |
0.0055 |
0.6% |
0.9345 |
High |
0.9551 |
0.9606 |
0.0055 |
0.6% |
0.9485 |
Low |
0.9547 |
0.9606 |
0.0059 |
0.6% |
0.9301 |
Close |
0.9564 |
0.9606 |
0.0042 |
0.4% |
0.9507 |
Range |
0.0004 |
0.0000 |
-0.0004 |
-100.0% |
0.0184 |
ATR |
|
|
|
|
|
Volume |
1 |
3 |
2 |
200.0% |
229 |
|
Daily Pivots for day following 18-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9606 |
0.9606 |
0.9606 |
|
R3 |
0.9606 |
0.9606 |
0.9606 |
|
R2 |
0.9606 |
0.9606 |
0.9606 |
|
R1 |
0.9606 |
0.9606 |
0.9606 |
0.9606 |
PP |
0.9606 |
0.9606 |
0.9606 |
0.9606 |
S1 |
0.9606 |
0.9606 |
0.9606 |
0.9606 |
S2 |
0.9606 |
0.9606 |
0.9606 |
|
S3 |
0.9606 |
0.9606 |
0.9606 |
|
S4 |
0.9606 |
0.9606 |
0.9606 |
|
|
Weekly Pivots for week ending 12-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9983 |
0.9929 |
0.9608 |
|
R3 |
0.9799 |
0.9745 |
0.9558 |
|
R2 |
0.9615 |
0.9615 |
0.9541 |
|
R1 |
0.9561 |
0.9561 |
0.9524 |
0.9588 |
PP |
0.9431 |
0.9431 |
0.9431 |
0.9445 |
S1 |
0.9377 |
0.9377 |
0.9490 |
0.9404 |
S2 |
0.9247 |
0.9247 |
0.9473 |
|
S3 |
0.9063 |
0.9193 |
0.9456 |
|
S4 |
0.8879 |
0.9009 |
0.9406 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9606 |
2.618 |
0.9606 |
1.618 |
0.9606 |
1.000 |
0.9606 |
0.618 |
0.9606 |
HIGH |
0.9606 |
0.618 |
0.9606 |
0.500 |
0.9606 |
0.382 |
0.9606 |
LOW |
0.9606 |
0.618 |
0.9606 |
1.000 |
0.9606 |
1.618 |
0.9606 |
2.618 |
0.9606 |
4.250 |
0.9606 |
|
|
Fisher Pivots for day following 18-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9606 |
0.9596 |
PP |
0.9606 |
0.9586 |
S1 |
0.9606 |
0.9577 |
|