CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 13-Apr-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2010 |
13-Apr-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9897 |
0.9942 |
0.0045 |
0.5% |
0.9893 |
| High |
0.9925 |
0.9952 |
0.0027 |
0.3% |
0.9985 |
| Low |
0.9895 |
0.9929 |
0.0034 |
0.3% |
0.9886 |
| Close |
0.9942 |
0.9948 |
0.0006 |
0.1% |
0.9925 |
| Range |
0.0030 |
0.0023 |
-0.0007 |
-23.3% |
0.0099 |
| ATR |
0.0050 |
0.0048 |
-0.0002 |
-3.9% |
0.0000 |
| Volume |
24 |
108 |
84 |
350.0% |
524 |
|
| Daily Pivots for day following 13-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0012 |
1.0003 |
0.9961 |
|
| R3 |
0.9989 |
0.9980 |
0.9954 |
|
| R2 |
0.9966 |
0.9966 |
0.9952 |
|
| R1 |
0.9957 |
0.9957 |
0.9950 |
0.9962 |
| PP |
0.9943 |
0.9943 |
0.9943 |
0.9945 |
| S1 |
0.9934 |
0.9934 |
0.9946 |
0.9939 |
| S2 |
0.9920 |
0.9920 |
0.9944 |
|
| S3 |
0.9897 |
0.9911 |
0.9942 |
|
| S4 |
0.9874 |
0.9888 |
0.9935 |
|
|
| Weekly Pivots for week ending 09-Apr-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0229 |
1.0176 |
0.9979 |
|
| R3 |
1.0130 |
1.0077 |
0.9952 |
|
| R2 |
1.0031 |
1.0031 |
0.9943 |
|
| R1 |
0.9978 |
0.9978 |
0.9934 |
1.0005 |
| PP |
0.9932 |
0.9932 |
0.9932 |
0.9945 |
| S1 |
0.9879 |
0.9879 |
0.9916 |
0.9906 |
| S2 |
0.9833 |
0.9833 |
0.9907 |
|
| S3 |
0.9734 |
0.9780 |
0.9898 |
|
| S4 |
0.9635 |
0.9681 |
0.9871 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0050 |
|
2.618 |
1.0012 |
|
1.618 |
0.9989 |
|
1.000 |
0.9975 |
|
0.618 |
0.9966 |
|
HIGH |
0.9952 |
|
0.618 |
0.9943 |
|
0.500 |
0.9941 |
|
0.382 |
0.9938 |
|
LOW |
0.9929 |
|
0.618 |
0.9915 |
|
1.000 |
0.9906 |
|
1.618 |
0.9892 |
|
2.618 |
0.9869 |
|
4.250 |
0.9831 |
|
|
| Fisher Pivots for day following 13-Apr-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9946 |
0.9942 |
| PP |
0.9943 |
0.9936 |
| S1 |
0.9941 |
0.9930 |
|