CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 03-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.9730 |
0.9712 |
-0.0018 |
-0.2% |
0.9635 |
High |
0.9750 |
0.9712 |
-0.0038 |
-0.4% |
0.9700 |
Low |
0.9723 |
0.9705 |
-0.0018 |
-0.2% |
0.9603 |
Close |
0.9724 |
0.9731 |
0.0007 |
0.1% |
0.9674 |
Range |
0.0027 |
0.0007 |
-0.0020 |
-74.1% |
0.0097 |
ATR |
0.0065 |
0.0062 |
-0.0003 |
-5.1% |
0.0000 |
Volume |
29 |
7 |
-22 |
-75.9% |
63 |
|
Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9737 |
0.9741 |
0.9735 |
|
R3 |
0.9730 |
0.9734 |
0.9733 |
|
R2 |
0.9723 |
0.9723 |
0.9732 |
|
R1 |
0.9727 |
0.9727 |
0.9732 |
0.9725 |
PP |
0.9716 |
0.9716 |
0.9716 |
0.9715 |
S1 |
0.9720 |
0.9720 |
0.9730 |
0.9718 |
S2 |
0.9709 |
0.9709 |
0.9730 |
|
S3 |
0.9702 |
0.9713 |
0.9729 |
|
S4 |
0.9695 |
0.9706 |
0.9727 |
|
|
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 |
0.9742 |
2.618 |
0.9730 |
1.618 |
0.9723 |
1.000 |
0.9719 |
0.618 |
0.9716 |
HIGH |
0.9712 |
0.618 |
0.9709 |
0.500 |
0.9709 |
0.382 |
0.9708 |
LOW |
0.9705 |
0.618 |
0.9701 |
1.000 |
0.9698 |
1.618 |
0.9694 |
2.618 |
0.9687 |
4.250 |
0.9675 |
|
|
Fisher Pivots for day following 03-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9724 |
0.9724 |
PP |
0.9716 |
0.9716 |
S1 |
0.9709 |
0.9709 |
|