CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 02-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2010 |
02-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9826 |
0.9873 |
0.0047 |
0.5% |
0.9760 |
High |
0.9903 |
0.9873 |
-0.0030 |
-0.3% |
0.9903 |
Low |
0.9826 |
0.9873 |
0.0047 |
0.5% |
0.9760 |
Close |
0.9889 |
0.9873 |
-0.0016 |
-0.2% |
0.9873 |
Range |
0.0077 |
0.0000 |
-0.0077 |
-100.0% |
0.0143 |
ATR |
0.0053 |
0.0050 |
-0.0003 |
-5.0% |
0.0000 |
Volume |
55 |
404 |
349 |
634.5% |
510 |
|
Daily Pivots for day following 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9873 |
0.9873 |
0.9873 |
|
R3 |
0.9873 |
0.9873 |
0.9873 |
|
R2 |
0.9873 |
0.9873 |
0.9873 |
|
R1 |
0.9873 |
0.9873 |
0.9873 |
0.9873 |
PP |
0.9873 |
0.9873 |
0.9873 |
0.9873 |
S1 |
0.9873 |
0.9873 |
0.9873 |
0.9873 |
S2 |
0.9873 |
0.9873 |
0.9873 |
|
S3 |
0.9873 |
0.9873 |
0.9873 |
|
S4 |
0.9873 |
0.9873 |
0.9873 |
|
|
Weekly Pivots for week ending 02-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0274 |
1.0217 |
0.9952 |
|
R3 |
1.0131 |
1.0074 |
0.9912 |
|
R2 |
0.9988 |
0.9988 |
0.9899 |
|
R1 |
0.9931 |
0.9931 |
0.9886 |
0.9960 |
PP |
0.9845 |
0.9845 |
0.9845 |
0.9860 |
S1 |
0.9788 |
0.9788 |
0.9860 |
0.9817 |
S2 |
0.9702 |
0.9702 |
0.9847 |
|
S3 |
0.9559 |
0.9645 |
0.9834 |
|
S4 |
0.9416 |
0.9502 |
0.9794 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9873 |
2.618 |
0.9873 |
1.618 |
0.9873 |
1.000 |
0.9873 |
0.618 |
0.9873 |
HIGH |
0.9873 |
0.618 |
0.9873 |
0.500 |
0.9873 |
0.382 |
0.9873 |
LOW |
0.9873 |
0.618 |
0.9873 |
1.000 |
0.9873 |
1.618 |
0.9873 |
2.618 |
0.9873 |
4.250 |
0.9873 |
|
|
Fisher Pivots for day following 02-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9873 |
0.9867 |
PP |
0.9873 |
0.9861 |
S1 |
0.9873 |
0.9855 |
|