CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 17-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9552 |
0.9497 |
-0.0055 |
-0.6% |
0.9462 |
High |
0.9552 |
0.9497 |
-0.0055 |
-0.6% |
0.9550 |
Low |
0.9552 |
0.9497 |
-0.0055 |
-0.6% |
0.9462 |
Close |
0.9547 |
0.9497 |
-0.0050 |
-0.5% |
0.9500 |
Range |
|
|
|
|
|
ATR |
0.0065 |
0.0064 |
-0.0001 |
-1.7% |
0.0000 |
Volume |
19 |
3 |
-16 |
-84.2% |
19 |
|
Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9497 |
0.9497 |
0.9497 |
|
R3 |
0.9497 |
0.9497 |
0.9497 |
|
R2 |
0.9497 |
0.9497 |
0.9497 |
|
R1 |
0.9497 |
0.9497 |
0.9497 |
0.9497 |
PP |
0.9497 |
0.9497 |
0.9497 |
0.9497 |
S1 |
0.9497 |
0.9497 |
0.9497 |
0.9497 |
S2 |
0.9497 |
0.9497 |
0.9497 |
|
S3 |
0.9497 |
0.9497 |
0.9497 |
|
S4 |
0.9497 |
0.9497 |
0.9497 |
|
|
Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9768 |
0.9722 |
0.9548 |
|
R3 |
0.9680 |
0.9634 |
0.9524 |
|
R2 |
0.9592 |
0.9592 |
0.9516 |
|
R1 |
0.9546 |
0.9546 |
0.9508 |
0.9569 |
PP |
0.9504 |
0.9504 |
0.9504 |
0.9516 |
S1 |
0.9458 |
0.9458 |
0.9492 |
0.9481 |
S2 |
0.9416 |
0.9416 |
0.9484 |
|
S3 |
0.9328 |
0.9370 |
0.9476 |
|
S4 |
0.9240 |
0.9282 |
0.9452 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9497 |
2.618 |
0.9497 |
1.618 |
0.9497 |
1.000 |
0.9497 |
0.618 |
0.9497 |
HIGH |
0.9497 |
0.618 |
0.9497 |
0.500 |
0.9497 |
0.382 |
0.9497 |
LOW |
0.9497 |
0.618 |
0.9497 |
1.000 |
0.9497 |
1.618 |
0.9497 |
2.618 |
0.9497 |
4.250 |
0.9497 |
|
|
Fisher Pivots for day following 17-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9497 |
0.9514 |
PP |
0.9497 |
0.9508 |
S1 |
0.9497 |
0.9503 |
|