CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 21-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Apr-2010 |
21-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9830 |
0.9999 |
0.0169 |
1.7% |
0.9897 |
High |
0.9991 |
1.0012 |
0.0021 |
0.2% |
1.0009 |
Low |
0.9830 |
0.9959 |
0.0129 |
1.3% |
0.9814 |
Close |
0.9983 |
0.9961 |
-0.0022 |
-0.2% |
0.9827 |
Range |
0.0161 |
0.0053 |
-0.0108 |
-67.1% |
0.0195 |
ATR |
0.0063 |
0.0063 |
-0.0001 |
-1.2% |
0.0000 |
Volume |
84 |
62 |
-22 |
-26.2% |
238 |
|
Daily Pivots for day following 21-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0136 |
1.0102 |
0.9990 |
|
R3 |
1.0083 |
1.0049 |
0.9976 |
|
R2 |
1.0030 |
1.0030 |
0.9971 |
|
R1 |
0.9996 |
0.9996 |
0.9966 |
0.9987 |
PP |
0.9977 |
0.9977 |
0.9977 |
0.9973 |
S1 |
0.9943 |
0.9943 |
0.9956 |
0.9934 |
S2 |
0.9924 |
0.9924 |
0.9951 |
|
S3 |
0.9871 |
0.9890 |
0.9946 |
|
S4 |
0.9818 |
0.9837 |
0.9932 |
|
|
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 |
1.0237 |
2.618 |
1.0151 |
1.618 |
1.0098 |
1.000 |
1.0065 |
0.618 |
1.0045 |
HIGH |
1.0012 |
0.618 |
0.9992 |
0.500 |
0.9986 |
0.382 |
0.9979 |
LOW |
0.9959 |
0.618 |
0.9926 |
1.000 |
0.9906 |
1.618 |
0.9873 |
2.618 |
0.9820 |
4.250 |
0.9734 |
|
|
Fisher Pivots for day following 21-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9986 |
0.9939 |
PP |
0.9977 |
0.9916 |
S1 |
0.9969 |
0.9894 |
|