CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 06-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2010 |
06-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9893 |
0.9942 |
0.0049 |
0.5% |
0.9760 |
High |
0.9950 |
0.9985 |
0.0035 |
0.4% |
0.9903 |
Low |
0.9893 |
0.9939 |
0.0046 |
0.5% |
0.9760 |
Close |
0.9944 |
0.9974 |
0.0030 |
0.3% |
0.9873 |
Range |
0.0057 |
0.0046 |
-0.0011 |
-19.3% |
0.0143 |
ATR |
0.0052 |
0.0052 |
0.0000 |
-0.9% |
0.0000 |
Volume |
404 |
29 |
-375 |
-92.8% |
510 |
|
Daily Pivots for day following 06-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0104 |
1.0085 |
0.9999 |
|
R3 |
1.0058 |
1.0039 |
0.9987 |
|
R2 |
1.0012 |
1.0012 |
0.9982 |
|
R1 |
0.9993 |
0.9993 |
0.9978 |
1.0003 |
PP |
0.9966 |
0.9966 |
0.9966 |
0.9971 |
S1 |
0.9947 |
0.9947 |
0.9970 |
0.9957 |
S2 |
0.9920 |
0.9920 |
0.9966 |
|
S3 |
0.9874 |
0.9901 |
0.9961 |
|
S4 |
0.9828 |
0.9855 |
0.9949 |
|
|
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 |
1.0181 |
2.618 |
1.0105 |
1.618 |
1.0059 |
1.000 |
1.0031 |
0.618 |
1.0013 |
HIGH |
0.9985 |
0.618 |
0.9967 |
0.500 |
0.9962 |
0.382 |
0.9957 |
LOW |
0.9939 |
0.618 |
0.9911 |
1.000 |
0.9893 |
1.618 |
0.9865 |
2.618 |
0.9819 |
4.250 |
0.9744 |
|
|
Fisher Pivots for day following 06-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9970 |
0.9959 |
PP |
0.9966 |
0.9944 |
S1 |
0.9962 |
0.9929 |
|