CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 13-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
0.9666 |
0.9607 |
-0.0059 |
-0.6% |
0.9449 |
High |
0.9666 |
0.9690 |
0.0024 |
0.2% |
0.9650 |
Low |
0.9666 |
0.9576 |
-0.0090 |
-0.9% |
0.9449 |
Close |
0.9607 |
0.9650 |
0.0043 |
0.4% |
0.9652 |
Range |
0.0000 |
0.0114 |
0.0114 |
|
0.0201 |
ATR |
0.0065 |
0.0069 |
0.0003 |
5.3% |
0.0000 |
Volume |
7 |
3 |
-4 |
-57.1% |
56 |
|
Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9981 |
0.9929 |
0.9713 |
|
R3 |
0.9867 |
0.9815 |
0.9681 |
|
R2 |
0.9753 |
0.9753 |
0.9671 |
|
R1 |
0.9701 |
0.9701 |
0.9660 |
0.9727 |
PP |
0.9639 |
0.9639 |
0.9639 |
0.9652 |
S1 |
0.9587 |
0.9587 |
0.9640 |
0.9613 |
S2 |
0.9525 |
0.9525 |
0.9629 |
|
S3 |
0.9411 |
0.9473 |
0.9619 |
|
S4 |
0.9297 |
0.9359 |
0.9587 |
|
|
Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0187 |
1.0120 |
0.9763 |
|
R3 |
0.9986 |
0.9919 |
0.9707 |
|
R2 |
0.9785 |
0.9785 |
0.9689 |
|
R1 |
0.9718 |
0.9718 |
0.9670 |
0.9752 |
PP |
0.9584 |
0.9584 |
0.9584 |
0.9600 |
S1 |
0.9517 |
0.9517 |
0.9634 |
0.9551 |
S2 |
0.9383 |
0.9383 |
0.9615 |
|
S3 |
0.9182 |
0.9316 |
0.9597 |
|
S4 |
0.8981 |
0.9115 |
0.9541 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0175 |
2.618 |
0.9988 |
1.618 |
0.9874 |
1.000 |
0.9804 |
0.618 |
0.9760 |
HIGH |
0.9690 |
0.618 |
0.9646 |
0.500 |
0.9633 |
0.382 |
0.9620 |
LOW |
0.9576 |
0.618 |
0.9506 |
1.000 |
0.9462 |
1.618 |
0.9392 |
2.618 |
0.9278 |
4.250 |
0.9092 |
|
|
Fisher Pivots for day following 13-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9644 |
0.9644 |
PP |
0.9639 |
0.9639 |
S1 |
0.9633 |
0.9633 |
|