CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 19-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9506 |
0.9400 |
-0.0106 |
-1.1% |
0.9462 |
High |
0.9538 |
0.9400 |
-0.0138 |
-1.4% |
0.9550 |
Low |
0.9497 |
0.9377 |
-0.0120 |
-1.3% |
0.9462 |
Close |
0.9454 |
0.9404 |
-0.0050 |
-0.5% |
0.9500 |
Range |
0.0041 |
0.0023 |
-0.0018 |
-43.9% |
0.0088 |
ATR |
0.0063 |
0.0064 |
0.0001 |
1.6% |
0.0000 |
Volume |
2 |
8 |
6 |
300.0% |
19 |
|
Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9463 |
0.9456 |
0.9417 |
|
R3 |
0.9440 |
0.9433 |
0.9410 |
|
R2 |
0.9417 |
0.9417 |
0.9408 |
|
R1 |
0.9410 |
0.9410 |
0.9406 |
0.9414 |
PP |
0.9394 |
0.9394 |
0.9394 |
0.9395 |
S1 |
0.9387 |
0.9387 |
0.9402 |
0.9391 |
S2 |
0.9371 |
0.9371 |
0.9400 |
|
S3 |
0.9348 |
0.9364 |
0.9398 |
|
S4 |
0.9325 |
0.9341 |
0.9391 |
|
|
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 |
0.9498 |
2.618 |
0.9460 |
1.618 |
0.9437 |
1.000 |
0.9423 |
0.618 |
0.9414 |
HIGH |
0.9400 |
0.618 |
0.9391 |
0.500 |
0.9389 |
0.382 |
0.9386 |
LOW |
0.9377 |
0.618 |
0.9363 |
1.000 |
0.9354 |
1.618 |
0.9340 |
2.618 |
0.9317 |
4.250 |
0.9279 |
|
|
Fisher Pivots for day following 19-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9399 |
0.9458 |
PP |
0.9394 |
0.9440 |
S1 |
0.9389 |
0.9422 |
|