CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 12-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2010 |
12-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9965 |
0.9897 |
-0.0068 |
-0.7% |
0.9893 |
High |
0.9965 |
0.9925 |
-0.0040 |
-0.4% |
0.9985 |
Low |
0.9912 |
0.9895 |
-0.0017 |
-0.2% |
0.9886 |
Close |
0.9925 |
0.9942 |
0.0017 |
0.2% |
0.9925 |
Range |
0.0053 |
0.0030 |
-0.0023 |
-43.4% |
0.0099 |
ATR |
0.0052 |
0.0050 |
-0.0002 |
-3.0% |
0.0000 |
Volume |
11 |
24 |
13 |
118.2% |
524 |
|
Daily Pivots for day following 12-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0011 |
1.0006 |
0.9959 |
|
R3 |
0.9981 |
0.9976 |
0.9950 |
|
R2 |
0.9951 |
0.9951 |
0.9948 |
|
R1 |
0.9946 |
0.9946 |
0.9945 |
0.9949 |
PP |
0.9921 |
0.9921 |
0.9921 |
0.9922 |
S1 |
0.9916 |
0.9916 |
0.9939 |
0.9919 |
S2 |
0.9891 |
0.9891 |
0.9937 |
|
S3 |
0.9861 |
0.9886 |
0.9934 |
|
S4 |
0.9831 |
0.9856 |
0.9926 |
|
|
Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0229 |
1.0176 |
0.9979 |
|
R3 |
1.0130 |
1.0077 |
0.9952 |
|
R2 |
1.0031 |
1.0031 |
0.9943 |
|
R1 |
0.9978 |
0.9978 |
0.9934 |
1.0005 |
PP |
0.9932 |
0.9932 |
0.9932 |
0.9945 |
S1 |
0.9879 |
0.9879 |
0.9916 |
0.9906 |
S2 |
0.9833 |
0.9833 |
0.9907 |
|
S3 |
0.9734 |
0.9780 |
0.9898 |
|
S4 |
0.9635 |
0.9681 |
0.9871 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0053 |
2.618 |
1.0004 |
1.618 |
0.9974 |
1.000 |
0.9955 |
0.618 |
0.9944 |
HIGH |
0.9925 |
0.618 |
0.9914 |
0.500 |
0.9910 |
0.382 |
0.9906 |
LOW |
0.9895 |
0.618 |
0.9876 |
1.000 |
0.9865 |
1.618 |
0.9846 |
2.618 |
0.9816 |
4.250 |
0.9768 |
|
|
Fisher Pivots for day following 12-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9931 |
0.9937 |
PP |
0.9921 |
0.9931 |
S1 |
0.9910 |
0.9926 |
|