CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 17-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2009 |
17-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.9350 |
0.9391 |
0.0041 |
0.4% |
0.9202 |
High |
0.9380 |
0.9391 |
0.0011 |
0.1% |
0.9339 |
Low |
0.9350 |
0.9391 |
0.0041 |
0.4% |
0.9202 |
Close |
0.9376 |
0.9391 |
0.0015 |
0.2% |
0.9281 |
Range |
0.0030 |
0.0000 |
-0.0030 |
-100.0% |
0.0137 |
ATR |
0.0057 |
0.0054 |
-0.0003 |
-5.3% |
0.0000 |
Volume |
1 |
5 |
4 |
400.0% |
358 |
|
Daily Pivots for day following 17-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9391 |
0.9391 |
0.9391 |
|
R3 |
0.9391 |
0.9391 |
0.9391 |
|
R2 |
0.9391 |
0.9391 |
0.9391 |
|
R1 |
0.9391 |
0.9391 |
0.9391 |
0.9391 |
PP |
0.9391 |
0.9391 |
0.9391 |
0.9391 |
S1 |
0.9391 |
0.9391 |
0.9391 |
0.9391 |
S2 |
0.9391 |
0.9391 |
0.9391 |
|
S3 |
0.9391 |
0.9391 |
0.9391 |
|
S4 |
0.9391 |
0.9391 |
0.9391 |
|
|
Weekly Pivots for week ending 11-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9685 |
0.9620 |
0.9356 |
|
R3 |
0.9548 |
0.9483 |
0.9319 |
|
R2 |
0.9411 |
0.9411 |
0.9306 |
|
R1 |
0.9346 |
0.9346 |
0.9294 |
0.9379 |
PP |
0.9274 |
0.9274 |
0.9274 |
0.9290 |
S1 |
0.9209 |
0.9209 |
0.9268 |
0.9242 |
S2 |
0.9137 |
0.9137 |
0.9256 |
|
S3 |
0.9000 |
0.9072 |
0.9243 |
|
S4 |
0.8863 |
0.8935 |
0.9206 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9391 |
2.618 |
0.9391 |
1.618 |
0.9391 |
1.000 |
0.9391 |
0.618 |
0.9391 |
HIGH |
0.9391 |
0.618 |
0.9391 |
0.500 |
0.9391 |
0.382 |
0.9391 |
LOW |
0.9391 |
0.618 |
0.9391 |
1.000 |
0.9391 |
1.618 |
0.9391 |
2.618 |
0.9391 |
4.250 |
0.9391 |
|
|
Fisher Pivots for day following 17-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9391 |
0.9369 |
PP |
0.9391 |
0.9347 |
S1 |
0.9391 |
0.9326 |
|