CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 19-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
0.9457 |
0.9452 |
-0.0005 |
-0.1% |
0.9666 |
High |
0.9466 |
0.9452 |
-0.0014 |
-0.1% |
0.9690 |
Low |
0.9450 |
0.9452 |
0.0002 |
0.0% |
0.9450 |
Close |
0.9452 |
0.9445 |
-0.0007 |
-0.1% |
0.9452 |
Range |
0.0016 |
0.0000 |
-0.0016 |
-100.0% |
0.0240 |
ATR |
0.0077 |
0.0071 |
-0.0005 |
-7.1% |
0.0000 |
Volume |
43 |
30 |
-13 |
-30.2% |
234 |
|
Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9450 |
0.9447 |
0.9445 |
|
R3 |
0.9450 |
0.9447 |
0.9445 |
|
R2 |
0.9450 |
0.9450 |
0.9445 |
|
R1 |
0.9447 |
0.9447 |
0.9445 |
0.9449 |
PP |
0.9450 |
0.9450 |
0.9450 |
0.9450 |
S1 |
0.9447 |
0.9447 |
0.9445 |
0.9449 |
S2 |
0.9450 |
0.9450 |
0.9445 |
|
S3 |
0.9450 |
0.9447 |
0.9445 |
|
S4 |
0.9450 |
0.9447 |
0.9445 |
|
|
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 |
0.9452 |
2.618 |
0.9452 |
1.618 |
0.9452 |
1.000 |
0.9452 |
0.618 |
0.9452 |
HIGH |
0.9452 |
0.618 |
0.9452 |
0.500 |
0.9452 |
0.382 |
0.9452 |
LOW |
0.9452 |
0.618 |
0.9452 |
1.000 |
0.9452 |
1.618 |
0.9452 |
2.618 |
0.9452 |
4.250 |
0.9452 |
|
|
Fisher Pivots for day following 19-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9452 |
0.9560 |
PP |
0.9450 |
0.9522 |
S1 |
0.9447 |
0.9483 |
|