CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2010 |
16-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9994 |
0.9928 |
-0.0066 |
-0.7% |
0.9897 |
| High |
0.9995 |
0.9928 |
-0.0067 |
-0.7% |
1.0009 |
| Low |
0.9940 |
0.9814 |
-0.0126 |
-1.3% |
0.9814 |
| Close |
0.9948 |
0.9827 |
-0.0121 |
-1.2% |
0.9827 |
| Range |
0.0055 |
0.0114 |
0.0059 |
107.3% |
0.0195 |
| ATR |
0.0050 |
0.0056 |
0.0006 |
12.1% |
0.0000 |
| Volume |
48 |
36 |
-12 |
-25.0% |
238 |
|
| Daily Pivots for day following 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0198 |
1.0127 |
0.9890 |
|
| R3 |
1.0084 |
1.0013 |
0.9858 |
|
| R2 |
0.9970 |
0.9970 |
0.9848 |
|
| R1 |
0.9899 |
0.9899 |
0.9837 |
0.9878 |
| PP |
0.9856 |
0.9856 |
0.9856 |
0.9846 |
| S1 |
0.9785 |
0.9785 |
0.9817 |
0.9764 |
| S2 |
0.9742 |
0.9742 |
0.9806 |
|
| S3 |
0.9628 |
0.9671 |
0.9796 |
|
| S4 |
0.9514 |
0.9557 |
0.9764 |
|
|
| Weekly Pivots for week ending 16-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0343 |
0.9934 |
|
| R3 |
1.0273 |
1.0148 |
0.9881 |
|
| R2 |
1.0078 |
1.0078 |
0.9863 |
|
| R1 |
0.9953 |
0.9953 |
0.9845 |
0.9918 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9866 |
| S1 |
0.9758 |
0.9758 |
0.9809 |
0.9723 |
| S2 |
0.9688 |
0.9688 |
0.9791 |
|
| S3 |
0.9493 |
0.9563 |
0.9773 |
|
| S4 |
0.9298 |
0.9368 |
0.9720 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0413 |
|
2.618 |
1.0226 |
|
1.618 |
1.0112 |
|
1.000 |
1.0042 |
|
0.618 |
0.9998 |
|
HIGH |
0.9928 |
|
0.618 |
0.9884 |
|
0.500 |
0.9871 |
|
0.382 |
0.9858 |
|
LOW |
0.9814 |
|
0.618 |
0.9744 |
|
1.000 |
0.9700 |
|
1.618 |
0.9630 |
|
2.618 |
0.9516 |
|
4.250 |
0.9330 |
|
|
| Fisher Pivots for day following 16-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9871 |
0.9912 |
| PP |
0.9856 |
0.9883 |
| S1 |
0.9842 |
0.9855 |
|