CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 30-Jun-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jun-2010 |
30-Jun-2010 |
Change |
Change % |
Previous Week |
Open |
0.9500 |
0.9448 |
-0.0052 |
-0.5% |
0.9800 |
High |
0.9500 |
0.9448 |
-0.0052 |
-0.5% |
0.9800 |
Low |
0.9430 |
0.9420 |
-0.0010 |
-0.1% |
0.9570 |
Close |
0.9454 |
0.9384 |
-0.0070 |
-0.7% |
0.9626 |
Range |
0.0070 |
0.0028 |
-0.0042 |
-60.0% |
0.0230 |
ATR |
0.0070 |
0.0068 |
-0.0003 |
-3.7% |
0.0000 |
Volume |
16 |
10 |
-6 |
-37.5% |
30 |
|
Daily Pivots for day following 30-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9501 |
0.9471 |
0.9399 |
|
R3 |
0.9473 |
0.9443 |
0.9392 |
|
R2 |
0.9445 |
0.9445 |
0.9389 |
|
R1 |
0.9415 |
0.9415 |
0.9387 |
0.9416 |
PP |
0.9417 |
0.9417 |
0.9417 |
0.9418 |
S1 |
0.9387 |
0.9387 |
0.9381 |
0.9388 |
S2 |
0.9389 |
0.9389 |
0.9379 |
|
S3 |
0.9361 |
0.9359 |
0.9376 |
|
S4 |
0.9333 |
0.9331 |
0.9369 |
|
|
Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0355 |
1.0221 |
0.9753 |
|
R3 |
1.0125 |
0.9991 |
0.9689 |
|
R2 |
0.9895 |
0.9895 |
0.9668 |
|
R1 |
0.9761 |
0.9761 |
0.9647 |
0.9713 |
PP |
0.9665 |
0.9665 |
0.9665 |
0.9642 |
S1 |
0.9531 |
0.9531 |
0.9605 |
0.9483 |
S2 |
0.9435 |
0.9435 |
0.9584 |
|
S3 |
0.9205 |
0.9301 |
0.9563 |
|
S4 |
0.8975 |
0.9071 |
0.9500 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9567 |
2.618 |
0.9521 |
1.618 |
0.9493 |
1.000 |
0.9476 |
0.618 |
0.9465 |
HIGH |
0.9448 |
0.618 |
0.9437 |
0.500 |
0.9434 |
0.382 |
0.9431 |
LOW |
0.9420 |
0.618 |
0.9403 |
1.000 |
0.9392 |
1.618 |
0.9375 |
2.618 |
0.9347 |
4.250 |
0.9301 |
|
|
Fisher Pivots for day following 30-Jun-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9434 |
0.9528 |
PP |
0.9417 |
0.9480 |
S1 |
0.9401 |
0.9432 |
|