CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 22-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2010 |
22-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9800 |
0.9825 |
0.0025 |
0.3% |
0.9763 |
High |
0.9890 |
0.9828 |
-0.0062 |
-0.6% |
0.9910 |
Low |
0.9800 |
0.9764 |
-0.0036 |
-0.4% |
0.9762 |
Close |
0.9826 |
0.9789 |
-0.0037 |
-0.4% |
0.9826 |
Range |
0.0090 |
0.0064 |
-0.0026 |
-28.9% |
0.0148 |
ATR |
0.0050 |
0.0051 |
0.0001 |
2.0% |
0.0000 |
Volume |
65 |
116 |
51 |
78.5% |
101 |
|
Daily Pivots for day following 22-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9986 |
0.9951 |
0.9824 |
|
R3 |
0.9922 |
0.9887 |
0.9807 |
|
R2 |
0.9858 |
0.9858 |
0.9801 |
|
R1 |
0.9823 |
0.9823 |
0.9795 |
0.9809 |
PP |
0.9794 |
0.9794 |
0.9794 |
0.9786 |
S1 |
0.9759 |
0.9759 |
0.9783 |
0.9745 |
S2 |
0.9730 |
0.9730 |
0.9777 |
|
S3 |
0.9666 |
0.9695 |
0.9771 |
|
S4 |
0.9602 |
0.9631 |
0.9754 |
|
|
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 |
1.0100 |
2.618 |
0.9996 |
1.618 |
0.9932 |
1.000 |
0.9892 |
0.618 |
0.9868 |
HIGH |
0.9828 |
0.618 |
0.9804 |
0.500 |
0.9796 |
0.382 |
0.9788 |
LOW |
0.9764 |
0.618 |
0.9724 |
1.000 |
0.9700 |
1.618 |
0.9660 |
2.618 |
0.9596 |
4.250 |
0.9492 |
|
|
Fisher Pivots for day following 22-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9796 |
0.9827 |
PP |
0.9794 |
0.9814 |
S1 |
0.9791 |
0.9802 |
|