CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 07-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Apr-2010 |
07-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9942 |
0.9941 |
-0.0001 |
0.0% |
0.9760 |
High |
0.9985 |
0.9960 |
-0.0025 |
-0.3% |
0.9903 |
Low |
0.9939 |
0.9941 |
0.0002 |
0.0% |
0.9760 |
Close |
0.9974 |
0.9937 |
-0.0037 |
-0.4% |
0.9873 |
Range |
0.0046 |
0.0019 |
-0.0027 |
-58.7% |
0.0143 |
ATR |
0.0052 |
0.0051 |
-0.0001 |
-2.6% |
0.0000 |
Volume |
29 |
68 |
39 |
134.5% |
510 |
|
Daily Pivots for day following 07-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0003 |
0.9989 |
0.9947 |
|
R3 |
0.9984 |
0.9970 |
0.9942 |
|
R2 |
0.9965 |
0.9965 |
0.9940 |
|
R1 |
0.9951 |
0.9951 |
0.9939 |
0.9949 |
PP |
0.9946 |
0.9946 |
0.9946 |
0.9945 |
S1 |
0.9932 |
0.9932 |
0.9935 |
0.9930 |
S2 |
0.9927 |
0.9927 |
0.9934 |
|
S3 |
0.9908 |
0.9913 |
0.9932 |
|
S4 |
0.9889 |
0.9894 |
0.9927 |
|
|
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 |
1.0041 |
2.618 |
1.0010 |
1.618 |
0.9991 |
1.000 |
0.9979 |
0.618 |
0.9972 |
HIGH |
0.9960 |
0.618 |
0.9953 |
0.500 |
0.9951 |
0.382 |
0.9948 |
LOW |
0.9941 |
0.618 |
0.9929 |
1.000 |
0.9922 |
1.618 |
0.9910 |
2.618 |
0.9891 |
4.250 |
0.9860 |
|
|
Fisher Pivots for day following 07-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9951 |
0.9939 |
PP |
0.9946 |
0.9938 |
S1 |
0.9942 |
0.9938 |
|