CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 17-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jun-2010 |
17-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
0.9736 |
0.9681 |
-0.0055 |
-0.6% |
0.9432 |
High |
0.9736 |
0.9681 |
-0.0055 |
-0.6% |
0.9660 |
Low |
0.9723 |
0.9681 |
-0.0042 |
-0.4% |
0.9432 |
Close |
0.9725 |
0.9691 |
-0.0034 |
-0.3% |
0.9601 |
Range |
0.0013 |
0.0000 |
-0.0013 |
-100.0% |
0.0228 |
ATR |
0.0080 |
0.0077 |
-0.0003 |
-3.2% |
0.0000 |
Volume |
3 |
5 |
2 |
66.7% |
89 |
|
Daily Pivots for day following 17-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9684 |
0.9688 |
0.9691 |
|
R3 |
0.9684 |
0.9688 |
0.9691 |
|
R2 |
0.9684 |
0.9684 |
0.9691 |
|
R1 |
0.9688 |
0.9688 |
0.9691 |
0.9686 |
PP |
0.9684 |
0.9684 |
0.9684 |
0.9684 |
S1 |
0.9688 |
0.9688 |
0.9691 |
0.9686 |
S2 |
0.9684 |
0.9684 |
0.9691 |
|
S3 |
0.9684 |
0.9688 |
0.9691 |
|
S4 |
0.9684 |
0.9688 |
0.9691 |
|
|
Weekly Pivots for week ending 11-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0248 |
1.0153 |
0.9726 |
|
R3 |
1.0020 |
0.9925 |
0.9664 |
|
R2 |
0.9792 |
0.9792 |
0.9643 |
|
R1 |
0.9697 |
0.9697 |
0.9622 |
0.9745 |
PP |
0.9564 |
0.9564 |
0.9564 |
0.9588 |
S1 |
0.9469 |
0.9469 |
0.9580 |
0.9517 |
S2 |
0.9336 |
0.9336 |
0.9559 |
|
S3 |
0.9108 |
0.9241 |
0.9538 |
|
S4 |
0.8880 |
0.9013 |
0.9476 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9681 |
2.618 |
0.9681 |
1.618 |
0.9681 |
1.000 |
0.9681 |
0.618 |
0.9681 |
HIGH |
0.9681 |
0.618 |
0.9681 |
0.500 |
0.9681 |
0.382 |
0.9681 |
LOW |
0.9681 |
0.618 |
0.9681 |
1.000 |
0.9681 |
1.618 |
0.9681 |
2.618 |
0.9681 |
4.250 |
0.9681 |
|
|
Fisher Pivots for day following 17-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9688 |
0.9708 |
PP |
0.9684 |
0.9702 |
S1 |
0.9681 |
0.9697 |
|