CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 22-Sep-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2009 |
22-Sep-2009 |
Change |
Change % |
Previous Week |
Open |
0.9273 |
0.9354 |
0.0081 |
0.9% |
0.9192 |
High |
0.9273 |
0.9354 |
0.0081 |
0.9% |
0.9391 |
Low |
0.9273 |
0.9354 |
0.0081 |
0.9% |
0.9192 |
Close |
0.9273 |
0.9354 |
0.0081 |
0.9% |
0.9345 |
Range |
|
|
|
|
|
ATR |
0.0056 |
0.0058 |
0.0002 |
3.1% |
0.0000 |
Volume |
36 |
0 |
-36 |
-100.0% |
22 |
|
Daily Pivots for day following 22-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9354 |
0.9354 |
0.9354 |
|
R3 |
0.9354 |
0.9354 |
0.9354 |
|
R2 |
0.9354 |
0.9354 |
0.9354 |
|
R1 |
0.9354 |
0.9354 |
0.9354 |
0.9354 |
PP |
0.9354 |
0.9354 |
0.9354 |
0.9354 |
S1 |
0.9354 |
0.9354 |
0.9354 |
0.9354 |
S2 |
0.9354 |
0.9354 |
0.9354 |
|
S3 |
0.9354 |
0.9354 |
0.9354 |
|
S4 |
0.9354 |
0.9354 |
0.9354 |
|
|
Weekly Pivots for week ending 18-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9906 |
0.9825 |
0.9454 |
|
R3 |
0.9707 |
0.9626 |
0.9400 |
|
R2 |
0.9508 |
0.9508 |
0.9381 |
|
R1 |
0.9427 |
0.9427 |
0.9363 |
0.9468 |
PP |
0.9309 |
0.9309 |
0.9309 |
0.9330 |
S1 |
0.9228 |
0.9228 |
0.9327 |
0.9269 |
S2 |
0.9110 |
0.9110 |
0.9309 |
|
S3 |
0.8911 |
0.9029 |
0.9290 |
|
S4 |
0.8712 |
0.8830 |
0.9236 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9354 |
2.618 |
0.9354 |
1.618 |
0.9354 |
1.000 |
0.9354 |
0.618 |
0.9354 |
HIGH |
0.9354 |
0.618 |
0.9354 |
0.500 |
0.9354 |
0.382 |
0.9354 |
LOW |
0.9354 |
0.618 |
0.9354 |
1.000 |
0.9354 |
1.618 |
0.9354 |
2.618 |
0.9354 |
4.250 |
0.9354 |
|
|
Fisher Pivots for day following 22-Sep-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9354 |
0.9341 |
PP |
0.9354 |
0.9327 |
S1 |
0.9354 |
0.9314 |
|