CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 19-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2010 |
19-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9928 |
0.9808 |
-0.0120 |
-1.2% |
0.9897 |
High |
0.9928 |
0.9815 |
-0.0113 |
-1.1% |
1.0009 |
Low |
0.9814 |
0.9775 |
-0.0039 |
-0.4% |
0.9814 |
Close |
0.9827 |
0.9826 |
-0.0001 |
0.0% |
0.9827 |
Range |
0.0114 |
0.0040 |
-0.0074 |
-64.9% |
0.0195 |
ATR |
0.0056 |
0.0055 |
0.0000 |
-0.5% |
0.0000 |
Volume |
36 |
124 |
88 |
244.4% |
238 |
|
Daily Pivots for day following 19-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9925 |
0.9916 |
0.9848 |
|
R3 |
0.9885 |
0.9876 |
0.9837 |
|
R2 |
0.9845 |
0.9845 |
0.9833 |
|
R1 |
0.9836 |
0.9836 |
0.9830 |
0.9841 |
PP |
0.9805 |
0.9805 |
0.9805 |
0.9808 |
S1 |
0.9796 |
0.9796 |
0.9822 |
0.9801 |
S2 |
0.9765 |
0.9765 |
0.9819 |
|
S3 |
0.9725 |
0.9756 |
0.9815 |
|
S4 |
0.9685 |
0.9716 |
0.9804 |
|
|
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 |
0.9985 |
2.618 |
0.9920 |
1.618 |
0.9880 |
1.000 |
0.9855 |
0.618 |
0.9840 |
HIGH |
0.9815 |
0.618 |
0.9800 |
0.500 |
0.9795 |
0.382 |
0.9790 |
LOW |
0.9775 |
0.618 |
0.9750 |
1.000 |
0.9735 |
1.618 |
0.9710 |
2.618 |
0.9670 |
4.250 |
0.9605 |
|
|
Fisher Pivots for day following 19-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9816 |
0.9885 |
PP |
0.9805 |
0.9865 |
S1 |
0.9795 |
0.9846 |
|