CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 02-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.9668 |
0.9730 |
0.0062 |
0.6% |
0.9635 |
High |
0.9668 |
0.9750 |
0.0082 |
0.8% |
0.9700 |
Low |
0.9668 |
0.9723 |
0.0055 |
0.6% |
0.9603 |
Close |
0.9674 |
0.9724 |
0.0050 |
0.5% |
0.9674 |
Range |
0.0000 |
0.0027 |
0.0027 |
|
0.0097 |
ATR |
0.0064 |
0.0065 |
0.0001 |
1.3% |
0.0000 |
Volume |
25 |
29 |
4 |
16.0% |
63 |
|
Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9813 |
0.9796 |
0.9739 |
|
R3 |
0.9786 |
0.9769 |
0.9731 |
|
R2 |
0.9759 |
0.9759 |
0.9729 |
|
R1 |
0.9742 |
0.9742 |
0.9726 |
0.9737 |
PP |
0.9732 |
0.9732 |
0.9732 |
0.9730 |
S1 |
0.9715 |
0.9715 |
0.9722 |
0.9710 |
S2 |
0.9705 |
0.9705 |
0.9719 |
|
S3 |
0.9678 |
0.9688 |
0.9717 |
|
S4 |
0.9651 |
0.9661 |
0.9709 |
|
|
Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9950 |
0.9909 |
0.9727 |
|
R3 |
0.9853 |
0.9812 |
0.9701 |
|
R2 |
0.9756 |
0.9756 |
0.9692 |
|
R1 |
0.9715 |
0.9715 |
0.9683 |
0.9736 |
PP |
0.9659 |
0.9659 |
0.9659 |
0.9669 |
S1 |
0.9618 |
0.9618 |
0.9665 |
0.9639 |
S2 |
0.9562 |
0.9562 |
0.9656 |
|
S3 |
0.9465 |
0.9521 |
0.9647 |
|
S4 |
0.9368 |
0.9424 |
0.9621 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9865 |
2.618 |
0.9821 |
1.618 |
0.9794 |
1.000 |
0.9777 |
0.618 |
0.9767 |
HIGH |
0.9750 |
0.618 |
0.9740 |
0.500 |
0.9737 |
0.382 |
0.9733 |
LOW |
0.9723 |
0.618 |
0.9706 |
1.000 |
0.9696 |
1.618 |
0.9679 |
2.618 |
0.9652 |
4.250 |
0.9608 |
|
|
Fisher Pivots for day following 02-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9737 |
0.9708 |
PP |
0.9732 |
0.9692 |
S1 |
0.9728 |
0.9677 |
|