CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 09-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.9754 |
0.9682 |
-0.0072 |
-0.7% |
0.9730 |
High |
0.9754 |
0.9701 |
-0.0053 |
-0.5% |
0.9830 |
Low |
0.9680 |
0.9682 |
0.0002 |
0.0% |
0.9680 |
Close |
0.9668 |
0.9698 |
0.0030 |
0.3% |
0.9668 |
Range |
0.0074 |
0.0019 |
-0.0055 |
-74.3% |
0.0150 |
ATR |
0.0064 |
0.0061 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
72 |
21 |
-51 |
-70.8% |
133 |
|
Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9751 |
0.9743 |
0.9708 |
|
R3 |
0.9732 |
0.9724 |
0.9703 |
|
R2 |
0.9713 |
0.9713 |
0.9701 |
|
R1 |
0.9705 |
0.9705 |
0.9700 |
0.9709 |
PP |
0.9694 |
0.9694 |
0.9694 |
0.9696 |
S1 |
0.9686 |
0.9686 |
0.9696 |
0.9690 |
S2 |
0.9675 |
0.9675 |
0.9695 |
|
S3 |
0.9656 |
0.9667 |
0.9693 |
|
S4 |
0.9637 |
0.9648 |
0.9688 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0176 |
1.0072 |
0.9751 |
|
R3 |
1.0026 |
0.9922 |
0.9709 |
|
R2 |
0.9876 |
0.9876 |
0.9696 |
|
R1 |
0.9772 |
0.9772 |
0.9682 |
0.9749 |
PP |
0.9726 |
0.9726 |
0.9726 |
0.9715 |
S1 |
0.9622 |
0.9622 |
0.9654 |
0.9599 |
S2 |
0.9576 |
0.9576 |
0.9641 |
|
S3 |
0.9426 |
0.9472 |
0.9627 |
|
S4 |
0.9276 |
0.9322 |
0.9586 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9782 |
2.618 |
0.9751 |
1.618 |
0.9732 |
1.000 |
0.9720 |
0.618 |
0.9713 |
HIGH |
0.9701 |
0.618 |
0.9694 |
0.500 |
0.9692 |
0.382 |
0.9689 |
LOW |
0.9682 |
0.618 |
0.9670 |
1.000 |
0.9663 |
1.618 |
0.9651 |
2.618 |
0.9632 |
4.250 |
0.9601 |
|
|
Fisher Pivots for day following 09-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9696 |
0.9755 |
PP |
0.9694 |
0.9736 |
S1 |
0.9692 |
0.9717 |
|