CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 24-Feb-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Feb-2010 |
24-Feb-2010 |
Change |
Change % |
Previous Week |
Open |
0.9497 |
0.9464 |
-0.0033 |
-0.3% |
0.9485 |
High |
0.9497 |
0.9464 |
-0.0033 |
-0.3% |
0.9606 |
Low |
0.9445 |
0.9464 |
0.0019 |
0.2% |
0.9485 |
Close |
0.9464 |
0.9464 |
0.0000 |
0.0% |
0.9602 |
Range |
0.0052 |
0.0000 |
-0.0052 |
-100.0% |
0.0121 |
ATR |
0.0040 |
0.0037 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
9 |
19 |
10 |
111.1% |
56 |
|
Daily Pivots for day following 24-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9464 |
0.9464 |
0.9464 |
|
R3 |
0.9464 |
0.9464 |
0.9464 |
|
R2 |
0.9464 |
0.9464 |
0.9464 |
|
R1 |
0.9464 |
0.9464 |
0.9464 |
0.9464 |
PP |
0.9464 |
0.9464 |
0.9464 |
0.9464 |
S1 |
0.9464 |
0.9464 |
0.9464 |
0.9464 |
S2 |
0.9464 |
0.9464 |
0.9464 |
|
S3 |
0.9464 |
0.9464 |
0.9464 |
|
S4 |
0.9464 |
0.9464 |
0.9464 |
|
|
Weekly Pivots for week ending 19-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9927 |
0.9886 |
0.9669 |
|
R3 |
0.9806 |
0.9765 |
0.9635 |
|
R2 |
0.9685 |
0.9685 |
0.9624 |
|
R1 |
0.9644 |
0.9644 |
0.9613 |
0.9665 |
PP |
0.9564 |
0.9564 |
0.9564 |
0.9575 |
S1 |
0.9523 |
0.9523 |
0.9591 |
0.9544 |
S2 |
0.9443 |
0.9443 |
0.9580 |
|
S3 |
0.9322 |
0.9402 |
0.9569 |
|
S4 |
0.9201 |
0.9281 |
0.9535 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9464 |
2.618 |
0.9464 |
1.618 |
0.9464 |
1.000 |
0.9464 |
0.618 |
0.9464 |
HIGH |
0.9464 |
0.618 |
0.9464 |
0.500 |
0.9464 |
0.382 |
0.9464 |
LOW |
0.9464 |
0.618 |
0.9464 |
1.000 |
0.9464 |
1.618 |
0.9464 |
2.618 |
0.9464 |
4.250 |
0.9464 |
|
|
Fisher Pivots for day following 24-Feb-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9464 |
0.9515 |
PP |
0.9464 |
0.9498 |
S1 |
0.9464 |
0.9481 |
|