CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 07-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
0.9449 |
0.9510 |
0.0061 |
0.6% |
0.9636 |
High |
0.9449 |
0.9510 |
0.0061 |
0.6% |
0.9636 |
Low |
0.9449 |
0.9510 |
0.0061 |
0.6% |
0.9340 |
Close |
0.9449 |
0.9510 |
0.0061 |
0.6% |
0.9374 |
Range |
|
|
|
|
|
ATR |
0.0065 |
0.0065 |
0.0000 |
-0.4% |
0.0000 |
Volume |
15 |
15 |
0 |
0.0% |
71 |
|
Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9510 |
0.9510 |
0.9510 |
|
R3 |
0.9510 |
0.9510 |
0.9510 |
|
R2 |
0.9510 |
0.9510 |
0.9510 |
|
R1 |
0.9510 |
0.9510 |
0.9510 |
0.9510 |
PP |
0.9510 |
0.9510 |
0.9510 |
0.9510 |
S1 |
0.9510 |
0.9510 |
0.9510 |
0.9510 |
S2 |
0.9510 |
0.9510 |
0.9510 |
|
S3 |
0.9510 |
0.9510 |
0.9510 |
|
S4 |
0.9510 |
0.9510 |
0.9510 |
|
|
Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0338 |
1.0152 |
0.9537 |
|
R3 |
1.0042 |
0.9856 |
0.9455 |
|
R2 |
0.9746 |
0.9746 |
0.9428 |
|
R1 |
0.9560 |
0.9560 |
0.9401 |
0.9505 |
PP |
0.9450 |
0.9450 |
0.9450 |
0.9423 |
S1 |
0.9264 |
0.9264 |
0.9347 |
0.9209 |
S2 |
0.9154 |
0.9154 |
0.9320 |
|
S3 |
0.8858 |
0.8968 |
0.9293 |
|
S4 |
0.8562 |
0.8672 |
0.9211 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9510 |
2.618 |
0.9510 |
1.618 |
0.9510 |
1.000 |
0.9510 |
0.618 |
0.9510 |
HIGH |
0.9510 |
0.618 |
0.9510 |
0.500 |
0.9510 |
0.382 |
0.9510 |
LOW |
0.9510 |
0.618 |
0.9510 |
1.000 |
0.9510 |
1.618 |
0.9510 |
2.618 |
0.9510 |
4.250 |
0.9510 |
|
|
Fisher Pivots for day following 07-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9510 |
0.9487 |
PP |
0.9510 |
0.9463 |
S1 |
0.9510 |
0.9440 |
|