CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 29-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.9260 |
0.9285 |
0.0025 |
0.3% |
0.9710 |
High |
0.9260 |
0.9344 |
0.0084 |
0.9% |
0.9710 |
Low |
0.9260 |
0.9285 |
0.0025 |
0.3% |
0.9490 |
Close |
0.9260 |
0.9371 |
0.0111 |
1.2% |
0.9493 |
Range |
0.0000 |
0.0059 |
0.0059 |
|
0.0220 |
ATR |
0.0076 |
0.0077 |
0.0001 |
0.7% |
0.0000 |
Volume |
10 |
18 |
8 |
80.0% |
44 |
|
Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9510 |
0.9500 |
0.9403 |
|
R3 |
0.9451 |
0.9441 |
0.9387 |
|
R2 |
0.9392 |
0.9392 |
0.9382 |
|
R1 |
0.9382 |
0.9382 |
0.9376 |
0.9387 |
PP |
0.9333 |
0.9333 |
0.9333 |
0.9336 |
S1 |
0.9323 |
0.9323 |
0.9366 |
0.9328 |
S2 |
0.9274 |
0.9274 |
0.9360 |
|
S3 |
0.9215 |
0.9264 |
0.9355 |
|
S4 |
0.9156 |
0.9205 |
0.9339 |
|
|
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 |
0.9595 |
2.618 |
0.9498 |
1.618 |
0.9439 |
1.000 |
0.9403 |
0.618 |
0.9380 |
HIGH |
0.9344 |
0.618 |
0.9321 |
0.500 |
0.9315 |
0.382 |
0.9308 |
LOW |
0.9285 |
0.618 |
0.9249 |
1.000 |
0.9226 |
1.618 |
0.9190 |
2.618 |
0.9131 |
4.250 |
0.9034 |
|
|
Fisher Pivots for day following 29-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9352 |
0.9357 |
PP |
0.9333 |
0.9343 |
S1 |
0.9315 |
0.9329 |
|