CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 15-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2010 |
15-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9805 |
0.9763 |
-0.0042 |
-0.4% |
0.9721 |
High |
0.9820 |
0.9774 |
-0.0046 |
-0.5% |
0.9820 |
Low |
0.9805 |
0.9762 |
-0.0043 |
-0.4% |
0.9679 |
Close |
0.9811 |
0.9786 |
-0.0025 |
-0.3% |
0.9811 |
Range |
0.0015 |
0.0012 |
-0.0003 |
-20.0% |
0.0141 |
ATR |
0.0043 |
0.0044 |
0.0000 |
0.9% |
0.0000 |
Volume |
47 |
10 |
-37 |
-78.7% |
101 |
|
Daily Pivots for day following 15-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9810 |
0.9810 |
0.9793 |
|
R3 |
0.9798 |
0.9798 |
0.9789 |
|
R2 |
0.9786 |
0.9786 |
0.9788 |
|
R1 |
0.9786 |
0.9786 |
0.9787 |
0.9786 |
PP |
0.9774 |
0.9774 |
0.9774 |
0.9774 |
S1 |
0.9774 |
0.9774 |
0.9785 |
0.9774 |
S2 |
0.9762 |
0.9762 |
0.9784 |
|
S3 |
0.9750 |
0.9762 |
0.9783 |
|
S4 |
0.9738 |
0.9750 |
0.9779 |
|
|
Weekly Pivots for week ending 12-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0193 |
1.0143 |
0.9889 |
|
R3 |
1.0052 |
1.0002 |
0.9850 |
|
R2 |
0.9911 |
0.9911 |
0.9837 |
|
R1 |
0.9861 |
0.9861 |
0.9824 |
0.9886 |
PP |
0.9770 |
0.9770 |
0.9770 |
0.9783 |
S1 |
0.9720 |
0.9720 |
0.9798 |
0.9745 |
S2 |
0.9629 |
0.9629 |
0.9785 |
|
S3 |
0.9488 |
0.9579 |
0.9772 |
|
S4 |
0.9347 |
0.9438 |
0.9733 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9825 |
2.618 |
0.9805 |
1.618 |
0.9793 |
1.000 |
0.9786 |
0.618 |
0.9781 |
HIGH |
0.9774 |
0.618 |
0.9769 |
0.500 |
0.9768 |
0.382 |
0.9767 |
LOW |
0.9762 |
0.618 |
0.9755 |
1.000 |
0.9750 |
1.618 |
0.9743 |
2.618 |
0.9731 |
4.250 |
0.9711 |
|
|
Fisher Pivots for day following 15-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9780 |
0.9774 |
PP |
0.9774 |
0.9762 |
S1 |
0.9768 |
0.9750 |
|