CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9852 |
0.9900 |
0.0048 |
0.5% |
0.9875 |
High |
0.9874 |
0.9925 |
0.0051 |
0.5% |
0.9930 |
Low |
0.9852 |
0.9875 |
0.0023 |
0.2% |
0.9820 |
Close |
0.9872 |
0.9884 |
0.0012 |
0.1% |
0.9872 |
Range |
0.0022 |
0.0050 |
0.0028 |
127.3% |
0.0110 |
ATR |
0.0064 |
0.0064 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
264 |
64 |
-200 |
-75.8% |
584 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0045 |
1.0014 |
0.9912 |
|
R3 |
0.9995 |
0.9964 |
0.9898 |
|
R2 |
0.9945 |
0.9945 |
0.9893 |
|
R1 |
0.9914 |
0.9914 |
0.9889 |
0.9905 |
PP |
0.9895 |
0.9895 |
0.9895 |
0.9890 |
S1 |
0.9864 |
0.9864 |
0.9879 |
0.9855 |
S2 |
0.9845 |
0.9845 |
0.9875 |
|
S3 |
0.9795 |
0.9814 |
0.9870 |
|
S4 |
0.9745 |
0.9764 |
0.9857 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0204 |
1.0148 |
0.9933 |
|
R3 |
1.0094 |
1.0038 |
0.9902 |
|
R2 |
0.9984 |
0.9984 |
0.9892 |
|
R1 |
0.9928 |
0.9928 |
0.9882 |
0.9901 |
PP |
0.9874 |
0.9874 |
0.9874 |
0.9861 |
S1 |
0.9818 |
0.9818 |
0.9862 |
0.9791 |
S2 |
0.9764 |
0.9764 |
0.9852 |
|
S3 |
0.9654 |
0.9708 |
0.9842 |
|
S4 |
0.9544 |
0.9598 |
0.9812 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0138 |
2.618 |
1.0056 |
1.618 |
1.0006 |
1.000 |
0.9975 |
0.618 |
0.9956 |
HIGH |
0.9925 |
0.618 |
0.9906 |
0.500 |
0.9900 |
0.382 |
0.9894 |
LOW |
0.9875 |
0.618 |
0.9844 |
1.000 |
0.9825 |
1.618 |
0.9794 |
2.618 |
0.9744 |
4.250 |
0.9663 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9900 |
0.9884 |
PP |
0.9895 |
0.9883 |
S1 |
0.9889 |
0.9883 |
|