CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 27-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.9458 |
0.9397 |
-0.0061 |
-0.6% |
0.9710 |
High |
0.9458 |
0.9397 |
-0.0061 |
-0.6% |
0.9710 |
Low |
0.9371 |
0.9397 |
0.0026 |
0.3% |
0.9490 |
Close |
0.9360 |
0.9397 |
0.0037 |
0.4% |
0.9493 |
Range |
0.0087 |
0.0000 |
-0.0087 |
-100.0% |
0.0220 |
ATR |
0.0074 |
0.0072 |
-0.0003 |
-3.6% |
0.0000 |
Volume |
0 |
31 |
31 |
|
44 |
|
Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9397 |
0.9397 |
0.9397 |
|
R3 |
0.9397 |
0.9397 |
0.9397 |
|
R2 |
0.9397 |
0.9397 |
0.9397 |
|
R1 |
0.9397 |
0.9397 |
0.9397 |
0.9397 |
PP |
0.9397 |
0.9397 |
0.9397 |
0.9397 |
S1 |
0.9397 |
0.9397 |
0.9397 |
0.9397 |
S2 |
0.9397 |
0.9397 |
0.9397 |
|
S3 |
0.9397 |
0.9397 |
0.9397 |
|
S4 |
0.9397 |
0.9397 |
0.9397 |
|
|
Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0224 |
1.0079 |
0.9614 |
|
R3 |
1.0004 |
0.9859 |
0.9554 |
|
R2 |
0.9784 |
0.9784 |
0.9533 |
|
R1 |
0.9639 |
0.9639 |
0.9513 |
0.9602 |
PP |
0.9564 |
0.9564 |
0.9564 |
0.9546 |
S1 |
0.9419 |
0.9419 |
0.9473 |
0.9382 |
S2 |
0.9344 |
0.9344 |
0.9453 |
|
S3 |
0.9124 |
0.9199 |
0.9433 |
|
S4 |
0.8904 |
0.8979 |
0.9372 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9397 |
2.618 |
0.9397 |
1.618 |
0.9397 |
1.000 |
0.9397 |
0.618 |
0.9397 |
HIGH |
0.9397 |
0.618 |
0.9397 |
0.500 |
0.9397 |
0.382 |
0.9397 |
LOW |
0.9397 |
0.618 |
0.9397 |
1.000 |
0.9397 |
1.618 |
0.9397 |
2.618 |
0.9397 |
4.250 |
0.9397 |
|
|
Fisher Pivots for day following 27-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9397 |
0.9432 |
PP |
0.9397 |
0.9420 |
S1 |
0.9397 |
0.9409 |
|