CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 08-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Apr-2010 |
08-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9941 |
0.9893 |
-0.0048 |
-0.5% |
0.9760 |
High |
0.9960 |
0.9955 |
-0.0005 |
-0.1% |
0.9903 |
Low |
0.9941 |
0.9886 |
-0.0055 |
-0.6% |
0.9760 |
Close |
0.9937 |
0.9943 |
0.0006 |
0.1% |
0.9873 |
Range |
0.0019 |
0.0069 |
0.0050 |
263.2% |
0.0143 |
ATR |
0.0051 |
0.0052 |
0.0001 |
2.6% |
0.0000 |
Volume |
68 |
12 |
-56 |
-82.4% |
510 |
|
Daily Pivots for day following 08-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0135 |
1.0108 |
0.9981 |
|
R3 |
1.0066 |
1.0039 |
0.9962 |
|
R2 |
0.9997 |
0.9997 |
0.9956 |
|
R1 |
0.9970 |
0.9970 |
0.9949 |
0.9984 |
PP |
0.9928 |
0.9928 |
0.9928 |
0.9935 |
S1 |
0.9901 |
0.9901 |
0.9937 |
0.9915 |
S2 |
0.9859 |
0.9859 |
0.9930 |
|
S3 |
0.9790 |
0.9832 |
0.9924 |
|
S4 |
0.9721 |
0.9763 |
0.9905 |
|
|
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 |
1.0248 |
2.618 |
1.0136 |
1.618 |
1.0067 |
1.000 |
1.0024 |
0.618 |
0.9998 |
HIGH |
0.9955 |
0.618 |
0.9929 |
0.500 |
0.9921 |
0.382 |
0.9912 |
LOW |
0.9886 |
0.618 |
0.9843 |
1.000 |
0.9817 |
1.618 |
0.9774 |
2.618 |
0.9705 |
4.250 |
0.9593 |
|
|
Fisher Pivots for day following 08-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9936 |
0.9941 |
PP |
0.9928 |
0.9938 |
S1 |
0.9921 |
0.9936 |
|