CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 19-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2010 |
19-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9890 |
0.9800 |
-0.0090 |
-0.9% |
0.9763 |
High |
0.9890 |
0.9890 |
0.0000 |
0.0% |
0.9910 |
Low |
0.9847 |
0.9800 |
-0.0047 |
-0.5% |
0.9762 |
Close |
0.9854 |
0.9826 |
-0.0028 |
-0.3% |
0.9826 |
Range |
0.0043 |
0.0090 |
0.0047 |
109.3% |
0.0148 |
ATR |
0.0047 |
0.0050 |
0.0003 |
6.6% |
0.0000 |
Volume |
16 |
65 |
49 |
306.3% |
101 |
|
Daily Pivots for day following 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0109 |
1.0057 |
0.9876 |
|
R3 |
1.0019 |
0.9967 |
0.9851 |
|
R2 |
0.9929 |
0.9929 |
0.9843 |
|
R1 |
0.9877 |
0.9877 |
0.9834 |
0.9903 |
PP |
0.9839 |
0.9839 |
0.9839 |
0.9852 |
S1 |
0.9787 |
0.9787 |
0.9818 |
0.9813 |
S2 |
0.9749 |
0.9749 |
0.9810 |
|
S3 |
0.9659 |
0.9697 |
0.9801 |
|
S4 |
0.9569 |
0.9607 |
0.9777 |
|
|
Weekly Pivots for week ending 19-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0277 |
1.0199 |
0.9907 |
|
R3 |
1.0129 |
1.0051 |
0.9867 |
|
R2 |
0.9981 |
0.9981 |
0.9853 |
|
R1 |
0.9903 |
0.9903 |
0.9840 |
0.9942 |
PP |
0.9833 |
0.9833 |
0.9833 |
0.9852 |
S1 |
0.9755 |
0.9755 |
0.9812 |
0.9794 |
S2 |
0.9685 |
0.9685 |
0.9799 |
|
S3 |
0.9537 |
0.9607 |
0.9785 |
|
S4 |
0.9389 |
0.9459 |
0.9745 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0273 |
2.618 |
1.0126 |
1.618 |
1.0036 |
1.000 |
0.9980 |
0.618 |
0.9946 |
HIGH |
0.9890 |
0.618 |
0.9856 |
0.500 |
0.9845 |
0.382 |
0.9834 |
LOW |
0.9800 |
0.618 |
0.9744 |
1.000 |
0.9710 |
1.618 |
0.9654 |
2.618 |
0.9564 |
4.250 |
0.9418 |
|
|
Fisher Pivots for day following 19-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9845 |
0.9855 |
PP |
0.9839 |
0.9845 |
S1 |
0.9832 |
0.9836 |
|