CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 16-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
0.9654 |
0.9457 |
-0.0197 |
-2.0% |
0.9666 |
High |
0.9670 |
0.9466 |
-0.0204 |
-2.1% |
0.9690 |
Low |
0.9556 |
0.9450 |
-0.0106 |
-1.1% |
0.9450 |
Close |
0.9596 |
0.9452 |
-0.0144 |
-1.5% |
0.9452 |
Range |
0.0114 |
0.0016 |
-0.0098 |
-86.0% |
0.0240 |
ATR |
0.0071 |
0.0077 |
0.0005 |
7.5% |
0.0000 |
Volume |
31 |
43 |
12 |
38.7% |
234 |
|
Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9504 |
0.9494 |
0.9461 |
|
R3 |
0.9488 |
0.9478 |
0.9456 |
|
R2 |
0.9472 |
0.9472 |
0.9455 |
|
R1 |
0.9462 |
0.9462 |
0.9453 |
0.9459 |
PP |
0.9456 |
0.9456 |
0.9456 |
0.9455 |
S1 |
0.9446 |
0.9446 |
0.9451 |
0.9443 |
S2 |
0.9440 |
0.9440 |
0.9449 |
|
S3 |
0.9424 |
0.9430 |
0.9448 |
|
S4 |
0.9408 |
0.9414 |
0.9443 |
|
|
Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0251 |
1.0091 |
0.9584 |
|
R3 |
1.0011 |
0.9851 |
0.9518 |
|
R2 |
0.9771 |
0.9771 |
0.9496 |
|
R1 |
0.9611 |
0.9611 |
0.9474 |
0.9571 |
PP |
0.9531 |
0.9531 |
0.9531 |
0.9511 |
S1 |
0.9371 |
0.9371 |
0.9430 |
0.9331 |
S2 |
0.9291 |
0.9291 |
0.9408 |
|
S3 |
0.9051 |
0.9131 |
0.9386 |
|
S4 |
0.8811 |
0.8891 |
0.9320 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9534 |
2.618 |
0.9508 |
1.618 |
0.9492 |
1.000 |
0.9482 |
0.618 |
0.9476 |
HIGH |
0.9466 |
0.618 |
0.9460 |
0.500 |
0.9458 |
0.382 |
0.9456 |
LOW |
0.9450 |
0.618 |
0.9440 |
1.000 |
0.9434 |
1.618 |
0.9424 |
2.618 |
0.9408 |
4.250 |
0.9382 |
|
|
Fisher Pivots for day following 16-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9458 |
0.9562 |
PP |
0.9456 |
0.9525 |
S1 |
0.9454 |
0.9489 |
|