CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 22-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
0.9620 |
0.9605 |
-0.0015 |
-0.2% |
0.9666 |
High |
0.9620 |
0.9605 |
-0.0015 |
-0.2% |
0.9690 |
Low |
0.9501 |
0.9594 |
0.0093 |
1.0% |
0.9450 |
Close |
0.9489 |
0.9606 |
0.0117 |
1.2% |
0.9452 |
Range |
0.0119 |
0.0011 |
-0.0108 |
-90.8% |
0.0240 |
ATR |
0.0073 |
0.0076 |
0.0003 |
4.2% |
0.0000 |
Volume |
10 |
13 |
3 |
30.0% |
234 |
|
Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9635 |
0.9631 |
0.9612 |
|
R3 |
0.9624 |
0.9620 |
0.9609 |
|
R2 |
0.9613 |
0.9613 |
0.9608 |
|
R1 |
0.9609 |
0.9609 |
0.9607 |
0.9611 |
PP |
0.9602 |
0.9602 |
0.9602 |
0.9603 |
S1 |
0.9598 |
0.9598 |
0.9605 |
0.9600 |
S2 |
0.9591 |
0.9591 |
0.9604 |
|
S3 |
0.9580 |
0.9587 |
0.9603 |
|
S4 |
0.9569 |
0.9576 |
0.9600 |
|
|
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 |
0.9652 |
2.618 |
0.9634 |
1.618 |
0.9623 |
1.000 |
0.9616 |
0.618 |
0.9612 |
HIGH |
0.9605 |
0.618 |
0.9601 |
0.500 |
0.9600 |
0.382 |
0.9598 |
LOW |
0.9594 |
0.618 |
0.9587 |
1.000 |
0.9583 |
1.618 |
0.9576 |
2.618 |
0.9565 |
4.250 |
0.9547 |
|
|
Fisher Pivots for day following 22-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9604 |
0.9582 |
PP |
0.9602 |
0.9557 |
S1 |
0.9600 |
0.9533 |
|