CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 28-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
0.9700 |
0.9646 |
-0.0054 |
-0.6% |
0.9452 |
High |
0.9700 |
0.9646 |
-0.0054 |
-0.6% |
0.9620 |
Low |
0.9622 |
0.9610 |
-0.0012 |
-0.1% |
0.9445 |
Close |
0.9605 |
0.9589 |
-0.0016 |
-0.2% |
0.9606 |
Range |
0.0078 |
0.0036 |
-0.0042 |
-53.8% |
0.0175 |
ATR |
0.0069 |
0.0067 |
-0.0002 |
-2.9% |
0.0000 |
Volume |
16 |
10 |
-6 |
-37.5% |
62 |
|
Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9723 |
0.9692 |
0.9609 |
|
R3 |
0.9687 |
0.9656 |
0.9599 |
|
R2 |
0.9651 |
0.9651 |
0.9596 |
|
R1 |
0.9620 |
0.9620 |
0.9592 |
0.9618 |
PP |
0.9615 |
0.9615 |
0.9615 |
0.9614 |
S1 |
0.9584 |
0.9584 |
0.9586 |
0.9582 |
S2 |
0.9579 |
0.9579 |
0.9582 |
|
S3 |
0.9543 |
0.9548 |
0.9579 |
|
S4 |
0.9507 |
0.9512 |
0.9569 |
|
|
Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0082 |
1.0019 |
0.9702 |
|
R3 |
0.9907 |
0.9844 |
0.9654 |
|
R2 |
0.9732 |
0.9732 |
0.9638 |
|
R1 |
0.9669 |
0.9669 |
0.9622 |
0.9701 |
PP |
0.9557 |
0.9557 |
0.9557 |
0.9573 |
S1 |
0.9494 |
0.9494 |
0.9590 |
0.9526 |
S2 |
0.9382 |
0.9382 |
0.9574 |
|
S3 |
0.9207 |
0.9319 |
0.9558 |
|
S4 |
0.9032 |
0.9144 |
0.9510 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9799 |
2.618 |
0.9740 |
1.618 |
0.9704 |
1.000 |
0.9682 |
0.618 |
0.9668 |
HIGH |
0.9646 |
0.618 |
0.9632 |
0.500 |
0.9628 |
0.382 |
0.9624 |
LOW |
0.9610 |
0.618 |
0.9588 |
1.000 |
0.9574 |
1.618 |
0.9552 |
2.618 |
0.9516 |
4.250 |
0.9457 |
|
|
Fisher Pivots for day following 28-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9628 |
0.9655 |
PP |
0.9615 |
0.9633 |
S1 |
0.9602 |
0.9611 |
|