CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 23-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2010 |
23-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9965 |
0.9932 |
-0.0033 |
-0.3% |
0.9808 |
High |
0.9977 |
0.9968 |
-0.0009 |
-0.1% |
1.0012 |
Low |
0.9950 |
0.9925 |
-0.0025 |
-0.3% |
0.9775 |
Close |
0.9974 |
0.9967 |
-0.0007 |
-0.1% |
0.9967 |
Range |
0.0027 |
0.0043 |
0.0016 |
59.3% |
0.0237 |
ATR |
0.0060 |
0.0059 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
61 |
28 |
-33 |
-54.1% |
359 |
|
Daily Pivots for day following 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0082 |
1.0068 |
0.9991 |
|
R3 |
1.0039 |
1.0025 |
0.9979 |
|
R2 |
0.9996 |
0.9996 |
0.9975 |
|
R1 |
0.9982 |
0.9982 |
0.9971 |
0.9989 |
PP |
0.9953 |
0.9953 |
0.9953 |
0.9957 |
S1 |
0.9939 |
0.9939 |
0.9963 |
0.9946 |
S2 |
0.9910 |
0.9910 |
0.9959 |
|
S3 |
0.9867 |
0.9896 |
0.9955 |
|
S4 |
0.9824 |
0.9853 |
0.9943 |
|
|
Weekly Pivots for week ending 23-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0629 |
1.0535 |
1.0097 |
|
R3 |
1.0392 |
1.0298 |
1.0032 |
|
R2 |
1.0155 |
1.0155 |
1.0010 |
|
R1 |
1.0061 |
1.0061 |
0.9989 |
1.0108 |
PP |
0.9918 |
0.9918 |
0.9918 |
0.9942 |
S1 |
0.9824 |
0.9824 |
0.9945 |
0.9871 |
S2 |
0.9681 |
0.9681 |
0.9924 |
|
S3 |
0.9444 |
0.9587 |
0.9902 |
|
S4 |
0.9207 |
0.9350 |
0.9837 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0151 |
2.618 |
1.0081 |
1.618 |
1.0038 |
1.000 |
1.0011 |
0.618 |
0.9995 |
HIGH |
0.9968 |
0.618 |
0.9952 |
0.500 |
0.9947 |
0.382 |
0.9941 |
LOW |
0.9925 |
0.618 |
0.9898 |
1.000 |
0.9882 |
1.618 |
0.9855 |
2.618 |
0.9812 |
4.250 |
0.9742 |
|
|
Fisher Pivots for day following 23-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9960 |
0.9969 |
PP |
0.9953 |
0.9968 |
S1 |
0.9947 |
0.9968 |
|