CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 01-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
0.9448 |
0.9340 |
-0.0108 |
-1.1% |
0.9800 |
High |
0.9448 |
0.9340 |
-0.0108 |
-1.1% |
0.9800 |
Low |
0.9420 |
0.9340 |
-0.0080 |
-0.8% |
0.9570 |
Close |
0.9384 |
0.9412 |
0.0028 |
0.3% |
0.9626 |
Range |
0.0028 |
0.0000 |
-0.0028 |
-100.0% |
0.0230 |
ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.5% |
0.0000 |
Volume |
10 |
15 |
5 |
50.0% |
30 |
|
Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9364 |
0.9388 |
0.9412 |
|
R3 |
0.9364 |
0.9388 |
0.9412 |
|
R2 |
0.9364 |
0.9364 |
0.9412 |
|
R1 |
0.9388 |
0.9388 |
0.9412 |
0.9376 |
PP |
0.9364 |
0.9364 |
0.9364 |
0.9358 |
S1 |
0.9388 |
0.9388 |
0.9412 |
0.9376 |
S2 |
0.9364 |
0.9364 |
0.9412 |
|
S3 |
0.9364 |
0.9388 |
0.9412 |
|
S4 |
0.9364 |
0.9388 |
0.9412 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0355 |
1.0221 |
0.9753 |
|
R3 |
1.0125 |
0.9991 |
0.9689 |
|
R2 |
0.9895 |
0.9895 |
0.9668 |
|
R1 |
0.9761 |
0.9761 |
0.9647 |
0.9713 |
PP |
0.9665 |
0.9665 |
0.9665 |
0.9642 |
S1 |
0.9531 |
0.9531 |
0.9605 |
0.9483 |
S2 |
0.9435 |
0.9435 |
0.9584 |
|
S3 |
0.9205 |
0.9301 |
0.9563 |
|
S4 |
0.8975 |
0.9071 |
0.9500 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9340 |
2.618 |
0.9340 |
1.618 |
0.9340 |
1.000 |
0.9340 |
0.618 |
0.9340 |
HIGH |
0.9340 |
0.618 |
0.9340 |
0.500 |
0.9340 |
0.382 |
0.9340 |
LOW |
0.9340 |
0.618 |
0.9340 |
1.000 |
0.9340 |
1.618 |
0.9340 |
2.618 |
0.9340 |
4.250 |
0.9340 |
|
|
Fisher Pivots for day following 01-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9388 |
0.9420 |
PP |
0.9364 |
0.9417 |
S1 |
0.9340 |
0.9415 |
|