CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 22-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Apr-2010 |
22-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9999 |
0.9965 |
-0.0034 |
-0.3% |
0.9897 |
High |
1.0012 |
0.9977 |
-0.0035 |
-0.3% |
1.0009 |
Low |
0.9959 |
0.9950 |
-0.0009 |
-0.1% |
0.9814 |
Close |
0.9961 |
0.9974 |
0.0013 |
0.1% |
0.9827 |
Range |
0.0053 |
0.0027 |
-0.0026 |
-49.1% |
0.0195 |
ATR |
0.0063 |
0.0060 |
-0.0003 |
-4.1% |
0.0000 |
Volume |
62 |
61 |
-1 |
-1.6% |
238 |
|
Daily Pivots for day following 22-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0048 |
1.0038 |
0.9989 |
|
R3 |
1.0021 |
1.0011 |
0.9981 |
|
R2 |
0.9994 |
0.9994 |
0.9979 |
|
R1 |
0.9984 |
0.9984 |
0.9976 |
0.9989 |
PP |
0.9967 |
0.9967 |
0.9967 |
0.9970 |
S1 |
0.9957 |
0.9957 |
0.9972 |
0.9962 |
S2 |
0.9940 |
0.9940 |
0.9969 |
|
S3 |
0.9913 |
0.9930 |
0.9967 |
|
S4 |
0.9886 |
0.9903 |
0.9959 |
|
|
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 |
1.0092 |
2.618 |
1.0048 |
1.618 |
1.0021 |
1.000 |
1.0004 |
0.618 |
0.9994 |
HIGH |
0.9977 |
0.618 |
0.9967 |
0.500 |
0.9964 |
0.382 |
0.9960 |
LOW |
0.9950 |
0.618 |
0.9933 |
1.000 |
0.9923 |
1.618 |
0.9906 |
2.618 |
0.9879 |
4.250 |
0.9835 |
|
|
Fisher Pivots for day following 22-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9971 |
0.9956 |
PP |
0.9967 |
0.9939 |
S1 |
0.9964 |
0.9921 |
|