CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 10-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.9682 |
0.9650 |
-0.0032 |
-0.3% |
0.9730 |
High |
0.9701 |
0.9650 |
-0.0051 |
-0.5% |
0.9830 |
Low |
0.9682 |
0.9586 |
-0.0096 |
-1.0% |
0.9680 |
Close |
0.9698 |
0.9651 |
-0.0047 |
-0.5% |
0.9668 |
Range |
0.0019 |
0.0064 |
0.0045 |
236.8% |
0.0150 |
ATR |
0.0061 |
0.0065 |
0.0004 |
5.9% |
0.0000 |
Volume |
21 |
4 |
-17 |
-81.0% |
133 |
|
Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9821 |
0.9800 |
0.9686 |
|
R3 |
0.9757 |
0.9736 |
0.9669 |
|
R2 |
0.9693 |
0.9693 |
0.9663 |
|
R1 |
0.9672 |
0.9672 |
0.9657 |
0.9683 |
PP |
0.9629 |
0.9629 |
0.9629 |
0.9634 |
S1 |
0.9608 |
0.9608 |
0.9645 |
0.9619 |
S2 |
0.9565 |
0.9565 |
0.9639 |
|
S3 |
0.9501 |
0.9544 |
0.9633 |
|
S4 |
0.9437 |
0.9480 |
0.9616 |
|
|
Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0176 |
1.0072 |
0.9751 |
|
R3 |
1.0026 |
0.9922 |
0.9709 |
|
R2 |
0.9876 |
0.9876 |
0.9696 |
|
R1 |
0.9772 |
0.9772 |
0.9682 |
0.9749 |
PP |
0.9726 |
0.9726 |
0.9726 |
0.9715 |
S1 |
0.9622 |
0.9622 |
0.9654 |
0.9599 |
S2 |
0.9576 |
0.9576 |
0.9641 |
|
S3 |
0.9426 |
0.9472 |
0.9627 |
|
S4 |
0.9276 |
0.9322 |
0.9586 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9922 |
2.618 |
0.9818 |
1.618 |
0.9754 |
1.000 |
0.9714 |
0.618 |
0.9690 |
HIGH |
0.9650 |
0.618 |
0.9626 |
0.500 |
0.9618 |
0.382 |
0.9610 |
LOW |
0.9586 |
0.618 |
0.9546 |
1.000 |
0.9522 |
1.618 |
0.9482 |
2.618 |
0.9418 |
4.250 |
0.9314 |
|
|
Fisher Pivots for day following 10-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9640 |
0.9670 |
PP |
0.9629 |
0.9664 |
S1 |
0.9618 |
0.9657 |
|