CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 12-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.9655 |
0.9500 |
-0.0155 |
-1.6% |
0.9730 |
High |
0.9655 |
0.9557 |
-0.0098 |
-1.0% |
0.9830 |
Low |
0.9512 |
0.9496 |
-0.0016 |
-0.2% |
0.9680 |
Close |
0.9511 |
0.9535 |
0.0024 |
0.3% |
0.9668 |
Range |
0.0143 |
0.0061 |
-0.0082 |
-57.3% |
0.0150 |
ATR |
0.0071 |
0.0070 |
-0.0001 |
-1.0% |
0.0000 |
Volume |
44 |
63 |
19 |
43.2% |
133 |
|
Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9712 |
0.9685 |
0.9569 |
|
R3 |
0.9651 |
0.9624 |
0.9552 |
|
R2 |
0.9590 |
0.9590 |
0.9546 |
|
R1 |
0.9563 |
0.9563 |
0.9541 |
0.9577 |
PP |
0.9529 |
0.9529 |
0.9529 |
0.9536 |
S1 |
0.9502 |
0.9502 |
0.9529 |
0.9516 |
S2 |
0.9468 |
0.9468 |
0.9524 |
|
S3 |
0.9407 |
0.9441 |
0.9518 |
|
S4 |
0.9346 |
0.9380 |
0.9501 |
|
|
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 |
0.9816 |
2.618 |
0.9717 |
1.618 |
0.9656 |
1.000 |
0.9618 |
0.618 |
0.9595 |
HIGH |
0.9557 |
0.618 |
0.9534 |
0.500 |
0.9527 |
0.382 |
0.9519 |
LOW |
0.9496 |
0.618 |
0.9458 |
1.000 |
0.9435 |
1.618 |
0.9397 |
2.618 |
0.9336 |
4.250 |
0.9237 |
|
|
Fisher Pivots for day following 12-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9532 |
0.9576 |
PP |
0.9529 |
0.9562 |
S1 |
0.9527 |
0.9549 |
|