CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 04-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Mar-2010 |
04-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9675 |
0.9680 |
0.0005 |
0.1% |
0.9584 |
High |
0.9690 |
0.9680 |
-0.0010 |
-0.1% |
0.9584 |
Low |
0.9675 |
0.9680 |
0.0005 |
0.1% |
0.9363 |
Close |
0.9680 |
0.9682 |
0.0002 |
0.0% |
0.9496 |
Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0221 |
ATR |
0.0046 |
0.0043 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
74 |
4 |
-70 |
-94.6% |
163 |
|
Daily Pivots for day following 04-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9681 |
0.9681 |
0.9682 |
|
R3 |
0.9681 |
0.9681 |
0.9682 |
|
R2 |
0.9681 |
0.9681 |
0.9682 |
|
R1 |
0.9681 |
0.9681 |
0.9682 |
0.9681 |
PP |
0.9681 |
0.9681 |
0.9681 |
0.9681 |
S1 |
0.9681 |
0.9681 |
0.9682 |
0.9681 |
S2 |
0.9681 |
0.9681 |
0.9682 |
|
S3 |
0.9681 |
0.9681 |
0.9682 |
|
S4 |
0.9681 |
0.9681 |
0.9682 |
|
|
Weekly Pivots for week ending 26-Feb-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0144 |
1.0041 |
0.9618 |
|
R3 |
0.9923 |
0.9820 |
0.9557 |
|
R2 |
0.9702 |
0.9702 |
0.9537 |
|
R1 |
0.9599 |
0.9599 |
0.9516 |
0.9540 |
PP |
0.9481 |
0.9481 |
0.9481 |
0.9452 |
S1 |
0.9378 |
0.9378 |
0.9476 |
0.9319 |
S2 |
0.9260 |
0.9260 |
0.9455 |
|
S3 |
0.9039 |
0.9157 |
0.9435 |
|
S4 |
0.8818 |
0.8936 |
0.9374 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9680 |
2.618 |
0.9680 |
1.618 |
0.9680 |
1.000 |
0.9680 |
0.618 |
0.9680 |
HIGH |
0.9680 |
0.618 |
0.9680 |
0.500 |
0.9680 |
0.382 |
0.9680 |
LOW |
0.9680 |
0.618 |
0.9680 |
1.000 |
0.9680 |
1.618 |
0.9680 |
2.618 |
0.9680 |
4.250 |
0.9680 |
|
|
Fisher Pivots for day following 04-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9681 |
0.9673 |
PP |
0.9681 |
0.9664 |
S1 |
0.9680 |
0.9655 |
|