CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 12-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9523 |
0.9577 |
0.0054 |
0.6% |
0.9241 |
High |
0.9585 |
0.9595 |
0.0010 |
0.1% |
0.9434 |
Low |
0.9523 |
0.9460 |
-0.0063 |
-0.7% |
0.9217 |
Close |
0.9557 |
0.9480 |
-0.0077 |
-0.8% |
0.9286 |
Range |
0.0062 |
0.0135 |
0.0073 |
117.7% |
0.0217 |
ATR |
0.0116 |
0.0118 |
0.0001 |
1.1% |
0.0000 |
Volume |
199 |
233 |
34 |
17.1% |
1,366 |
|
Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9917 |
0.9833 |
0.9554 |
|
R3 |
0.9782 |
0.9698 |
0.9517 |
|
R2 |
0.9647 |
0.9647 |
0.9505 |
|
R1 |
0.9563 |
0.9563 |
0.9492 |
0.9538 |
PP |
0.9512 |
0.9512 |
0.9512 |
0.9499 |
S1 |
0.9428 |
0.9428 |
0.9468 |
0.9403 |
S2 |
0.9377 |
0.9377 |
0.9455 |
|
S3 |
0.9242 |
0.9293 |
0.9443 |
|
S4 |
0.9107 |
0.9158 |
0.9406 |
|
|
Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9963 |
0.9842 |
0.9405 |
|
R3 |
0.9746 |
0.9625 |
0.9346 |
|
R2 |
0.9529 |
0.9529 |
0.9326 |
|
R1 |
0.9408 |
0.9408 |
0.9306 |
0.9469 |
PP |
0.9312 |
0.9312 |
0.9312 |
0.9343 |
S1 |
0.9191 |
0.9191 |
0.9266 |
0.9252 |
S2 |
0.9095 |
0.9095 |
0.9246 |
|
S3 |
0.8878 |
0.8974 |
0.9226 |
|
S4 |
0.8661 |
0.8757 |
0.9167 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0169 |
2.618 |
0.9948 |
1.618 |
0.9813 |
1.000 |
0.9730 |
0.618 |
0.9678 |
HIGH |
0.9595 |
0.618 |
0.9543 |
0.500 |
0.9528 |
0.382 |
0.9512 |
LOW |
0.9460 |
0.618 |
0.9377 |
1.000 |
0.9325 |
1.618 |
0.9242 |
2.618 |
0.9107 |
4.250 |
0.8886 |
|
|
Fisher Pivots for day following 12-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9528 |
0.9514 |
PP |
0.9512 |
0.9503 |
S1 |
0.9496 |
0.9491 |
|