CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 29-Mar-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2010 |
29-Mar-2010 |
Change |
Change % |
Previous Week |
Open |
0.9720 |
0.9760 |
0.0040 |
0.4% |
0.9825 |
High |
0.9720 |
0.9760 |
0.0040 |
0.4% |
0.9828 |
Low |
0.9694 |
0.9760 |
0.0066 |
0.7% |
0.9694 |
Close |
0.9705 |
0.9765 |
0.0060 |
0.6% |
0.9705 |
Range |
0.0026 |
0.0000 |
-0.0026 |
-100.0% |
0.0134 |
ATR |
0.0053 |
0.0053 |
0.0000 |
0.3% |
0.0000 |
Volume |
2 |
33 |
31 |
1,550.0% |
266 |
|
Daily Pivots for day following 29-Mar-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9762 |
0.9763 |
0.9765 |
|
R3 |
0.9762 |
0.9763 |
0.9765 |
|
R2 |
0.9762 |
0.9762 |
0.9765 |
|
R1 |
0.9763 |
0.9763 |
0.9765 |
0.9763 |
PP |
0.9762 |
0.9762 |
0.9762 |
0.9761 |
S1 |
0.9763 |
0.9763 |
0.9765 |
0.9763 |
S2 |
0.9762 |
0.9762 |
0.9765 |
|
S3 |
0.9762 |
0.9763 |
0.9765 |
|
S4 |
0.9762 |
0.9763 |
0.9765 |
|
|
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 |
0.9760 |
2.618 |
0.9760 |
1.618 |
0.9760 |
1.000 |
0.9760 |
0.618 |
0.9760 |
HIGH |
0.9760 |
0.618 |
0.9760 |
0.500 |
0.9760 |
0.382 |
0.9760 |
LOW |
0.9760 |
0.618 |
0.9760 |
1.000 |
0.9760 |
1.618 |
0.9760 |
2.618 |
0.9760 |
4.250 |
0.9760 |
|
|
Fisher Pivots for day following 29-Mar-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9763 |
0.9760 |
PP |
0.9762 |
0.9755 |
S1 |
0.9760 |
0.9750 |
|