CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 28-Apr-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Apr-2010 |
28-Apr-2010 |
Change |
Change % |
Previous Week |
Open |
0.9885 |
0.9840 |
-0.0045 |
-0.5% |
0.9808 |
High |
0.9899 |
0.9880 |
-0.0019 |
-0.2% |
1.0012 |
Low |
0.9796 |
0.9800 |
0.0004 |
0.0% |
0.9775 |
Close |
0.9829 |
0.9894 |
0.0065 |
0.7% |
0.9967 |
Range |
0.0103 |
0.0080 |
-0.0023 |
-22.3% |
0.0237 |
ATR |
0.0063 |
0.0064 |
0.0001 |
1.9% |
0.0000 |
Volume |
1 |
120 |
119 |
11,900.0% |
359 |
|
Daily Pivots for day following 28-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0098 |
1.0076 |
0.9938 |
|
R3 |
1.0018 |
0.9996 |
0.9916 |
|
R2 |
0.9938 |
0.9938 |
0.9909 |
|
R1 |
0.9916 |
0.9916 |
0.9901 |
0.9927 |
PP |
0.9858 |
0.9858 |
0.9858 |
0.9864 |
S1 |
0.9836 |
0.9836 |
0.9887 |
0.9847 |
S2 |
0.9778 |
0.9778 |
0.9879 |
|
S3 |
0.9698 |
0.9756 |
0.9872 |
|
S4 |
0.9618 |
0.9676 |
0.9850 |
|
|
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 |
1.0220 |
2.618 |
1.0089 |
1.618 |
1.0009 |
1.000 |
0.9960 |
0.618 |
0.9929 |
HIGH |
0.9880 |
0.618 |
0.9849 |
0.500 |
0.9840 |
0.382 |
0.9831 |
LOW |
0.9800 |
0.618 |
0.9751 |
1.000 |
0.9720 |
1.618 |
0.9671 |
2.618 |
0.9591 |
4.250 |
0.9460 |
|
|
Fisher Pivots for day following 28-Apr-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9876 |
0.9888 |
PP |
0.9858 |
0.9882 |
S1 |
0.9840 |
0.9877 |
|