CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 29-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
0.9646 |
0.9630 |
-0.0016 |
-0.2% |
0.9452 |
High |
0.9646 |
0.9630 |
-0.0016 |
-0.2% |
0.9620 |
Low |
0.9610 |
0.9603 |
-0.0007 |
-0.1% |
0.9445 |
Close |
0.9589 |
0.9612 |
0.0023 |
0.2% |
0.9606 |
Range |
0.0036 |
0.0027 |
-0.0009 |
-25.0% |
0.0175 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-2.7% |
0.0000 |
Volume |
10 |
11 |
1 |
10.0% |
62 |
|
Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9696 |
0.9681 |
0.9627 |
|
R3 |
0.9669 |
0.9654 |
0.9619 |
|
R2 |
0.9642 |
0.9642 |
0.9617 |
|
R1 |
0.9627 |
0.9627 |
0.9614 |
0.9621 |
PP |
0.9615 |
0.9615 |
0.9615 |
0.9612 |
S1 |
0.9600 |
0.9600 |
0.9610 |
0.9594 |
S2 |
0.9588 |
0.9588 |
0.9607 |
|
S3 |
0.9561 |
0.9573 |
0.9605 |
|
S4 |
0.9534 |
0.9546 |
0.9597 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0082 |
1.0019 |
0.9702 |
|
R3 |
0.9907 |
0.9844 |
0.9654 |
|
R2 |
0.9732 |
0.9732 |
0.9638 |
|
R1 |
0.9669 |
0.9669 |
0.9622 |
0.9701 |
PP |
0.9557 |
0.9557 |
0.9557 |
0.9573 |
S1 |
0.9494 |
0.9494 |
0.9590 |
0.9526 |
S2 |
0.9382 |
0.9382 |
0.9574 |
|
S3 |
0.9207 |
0.9319 |
0.9558 |
|
S4 |
0.9032 |
0.9144 |
0.9510 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9745 |
2.618 |
0.9701 |
1.618 |
0.9674 |
1.000 |
0.9657 |
0.618 |
0.9647 |
HIGH |
0.9630 |
0.618 |
0.9620 |
0.500 |
0.9617 |
0.382 |
0.9613 |
LOW |
0.9603 |
0.618 |
0.9586 |
1.000 |
0.9576 |
1.618 |
0.9559 |
2.618 |
0.9532 |
4.250 |
0.9488 |
|
|
Fisher Pivots for day following 29-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9617 |
0.9652 |
PP |
0.9615 |
0.9638 |
S1 |
0.9614 |
0.9625 |
|