CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 26-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2010 |
26-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9805 |
0.9720 |
-0.0085 |
-0.9% |
0.9825 |
High |
0.9805 |
0.9720 |
-0.0085 |
-0.9% |
0.9828 |
Low |
0.9770 |
0.9694 |
-0.0076 |
-0.8% |
0.9694 |
Close |
0.9761 |
0.9705 |
-0.0056 |
-0.6% |
0.9705 |
Range |
0.0035 |
0.0026 |
-0.0009 |
-25.7% |
0.0134 |
ATR |
0.0051 |
0.0053 |
0.0001 |
2.2% |
0.0000 |
Volume |
8 |
2 |
-6 |
-75.0% |
266 |
|
Daily Pivots for day following 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9784 |
0.9771 |
0.9719 |
|
R3 |
0.9758 |
0.9745 |
0.9712 |
|
R2 |
0.9732 |
0.9732 |
0.9710 |
|
R1 |
0.9719 |
0.9719 |
0.9707 |
0.9713 |
PP |
0.9706 |
0.9706 |
0.9706 |
0.9703 |
S1 |
0.9693 |
0.9693 |
0.9703 |
0.9687 |
S2 |
0.9680 |
0.9680 |
0.9700 |
|
S3 |
0.9654 |
0.9667 |
0.9698 |
|
S4 |
0.9628 |
0.9641 |
0.9691 |
|
|
Weekly Pivots for week ending 26-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0144 |
1.0059 |
0.9779 |
|
R3 |
1.0010 |
0.9925 |
0.9742 |
|
R2 |
0.9876 |
0.9876 |
0.9730 |
|
R1 |
0.9791 |
0.9791 |
0.9717 |
0.9767 |
PP |
0.9742 |
0.9742 |
0.9742 |
0.9730 |
S1 |
0.9657 |
0.9657 |
0.9693 |
0.9633 |
S2 |
0.9608 |
0.9608 |
0.9680 |
|
S3 |
0.9474 |
0.9523 |
0.9668 |
|
S4 |
0.9340 |
0.9389 |
0.9631 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9831 |
2.618 |
0.9788 |
1.618 |
0.9762 |
1.000 |
0.9746 |
0.618 |
0.9736 |
HIGH |
0.9720 |
0.618 |
0.9710 |
0.500 |
0.9707 |
0.382 |
0.9704 |
LOW |
0.9694 |
0.618 |
0.9678 |
1.000 |
0.9668 |
1.618 |
0.9652 |
2.618 |
0.9626 |
4.250 |
0.9584 |
|
|
Fisher Pivots for day following 26-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9707 |
0.9750 |
PP |
0.9706 |
0.9735 |
S1 |
0.9706 |
0.9720 |
|