CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 21-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.9530 |
0.9490 |
-0.0040 |
-0.4% |
0.9649 |
High |
0.9530 |
0.9490 |
-0.0040 |
-0.4% |
0.9708 |
Low |
0.9515 |
0.9490 |
-0.0025 |
-0.3% |
0.9624 |
Close |
0.9511 |
0.9619 |
0.0108 |
1.1% |
0.9620 |
Range |
0.0015 |
0.0000 |
-0.0015 |
-100.0% |
0.0084 |
ATR |
0.0076 |
0.0072 |
-0.0004 |
-5.2% |
0.0000 |
Volume |
18 |
10 |
-8 |
-44.4% |
37 |
|
Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9533 |
0.9576 |
0.9619 |
|
R3 |
0.9533 |
0.9576 |
0.9619 |
|
R2 |
0.9533 |
0.9533 |
0.9619 |
|
R1 |
0.9576 |
0.9576 |
0.9619 |
0.9555 |
PP |
0.9533 |
0.9533 |
0.9533 |
0.9522 |
S1 |
0.9576 |
0.9576 |
0.9619 |
0.9555 |
S2 |
0.9533 |
0.9533 |
0.9619 |
|
S3 |
0.9533 |
0.9576 |
0.9619 |
|
S4 |
0.9533 |
0.9576 |
0.9619 |
|
|
Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9903 |
0.9845 |
0.9666 |
|
R3 |
0.9819 |
0.9761 |
0.9643 |
|
R2 |
0.9735 |
0.9735 |
0.9635 |
|
R1 |
0.9677 |
0.9677 |
0.9628 |
0.9664 |
PP |
0.9651 |
0.9651 |
0.9651 |
0.9644 |
S1 |
0.9593 |
0.9593 |
0.9612 |
0.9580 |
S2 |
0.9567 |
0.9567 |
0.9605 |
|
S3 |
0.9483 |
0.9509 |
0.9597 |
|
S4 |
0.9399 |
0.9425 |
0.9574 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9490 |
2.618 |
0.9490 |
1.618 |
0.9490 |
1.000 |
0.9490 |
0.618 |
0.9490 |
HIGH |
0.9490 |
0.618 |
0.9490 |
0.500 |
0.9490 |
0.382 |
0.9490 |
LOW |
0.9490 |
0.618 |
0.9490 |
1.000 |
0.9490 |
1.618 |
0.9490 |
2.618 |
0.9490 |
4.250 |
0.9490 |
|
|
Fisher Pivots for day following 21-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9576 |
0.9613 |
PP |
0.9533 |
0.9606 |
S1 |
0.9490 |
0.9600 |
|