CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 26-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2010 |
26-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9932 |
0.9957 |
0.0025 |
0.3% |
0.9808 |
High |
0.9968 |
0.9957 |
-0.0011 |
-0.1% |
1.0012 |
Low |
0.9925 |
0.9957 |
0.0032 |
0.3% |
0.9775 |
Close |
0.9967 |
0.9952 |
-0.0015 |
-0.2% |
0.9967 |
Range |
0.0043 |
0.0000 |
-0.0043 |
-100.0% |
0.0237 |
ATR |
0.0059 |
0.0056 |
-0.0004 |
-5.9% |
0.0000 |
Volume |
28 |
24 |
-4 |
-14.3% |
359 |
|
Daily Pivots for day following 26-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9955 |
0.9954 |
0.9952 |
|
R3 |
0.9955 |
0.9954 |
0.9952 |
|
R2 |
0.9955 |
0.9955 |
0.9952 |
|
R1 |
0.9954 |
0.9954 |
0.9952 |
0.9955 |
PP |
0.9955 |
0.9955 |
0.9955 |
0.9956 |
S1 |
0.9954 |
0.9954 |
0.9952 |
0.9955 |
S2 |
0.9955 |
0.9955 |
0.9952 |
|
S3 |
0.9955 |
0.9954 |
0.9952 |
|
S4 |
0.9955 |
0.9954 |
0.9952 |
|
|
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 |
0.9957 |
2.618 |
0.9957 |
1.618 |
0.9957 |
1.000 |
0.9957 |
0.618 |
0.9957 |
HIGH |
0.9957 |
0.618 |
0.9957 |
0.500 |
0.9957 |
0.382 |
0.9957 |
LOW |
0.9957 |
0.618 |
0.9957 |
1.000 |
0.9957 |
1.618 |
0.9957 |
2.618 |
0.9957 |
4.250 |
0.9957 |
|
|
Fisher Pivots for day following 26-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9957 |
0.9952 |
PP |
0.9955 |
0.9951 |
S1 |
0.9954 |
0.9951 |
|