CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 01-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9456 |
0.9576 |
0.0120 |
1.3% |
0.9475 |
High |
0.9456 |
0.9576 |
0.0120 |
1.3% |
0.9556 |
Low |
0.9456 |
0.9576 |
0.0120 |
1.3% |
0.9311 |
Close |
0.9456 |
0.9574 |
0.0118 |
1.2% |
0.9407 |
Range |
|
|
|
|
|
ATR |
0.0076 |
0.0079 |
0.0003 |
4.2% |
0.0000 |
Volume |
58 |
1 |
-57 |
-98.3% |
11 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9575 |
0.9575 |
0.9574 |
|
R3 |
0.9575 |
0.9575 |
0.9574 |
|
R2 |
0.9575 |
0.9575 |
0.9574 |
|
R1 |
0.9575 |
0.9575 |
0.9574 |
0.9575 |
PP |
0.9575 |
0.9575 |
0.9575 |
0.9576 |
S1 |
0.9575 |
0.9575 |
0.9574 |
0.9575 |
S2 |
0.9575 |
0.9575 |
0.9574 |
|
S3 |
0.9575 |
0.9575 |
0.9574 |
|
S4 |
0.9575 |
0.9575 |
0.9574 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0160 |
1.0028 |
0.9542 |
|
R3 |
0.9915 |
0.9783 |
0.9474 |
|
R2 |
0.9670 |
0.9670 |
0.9452 |
|
R1 |
0.9538 |
0.9538 |
0.9429 |
0.9482 |
PP |
0.9425 |
0.9425 |
0.9425 |
0.9396 |
S1 |
0.9293 |
0.9293 |
0.9385 |
0.9237 |
S2 |
0.9180 |
0.9180 |
0.9362 |
|
S3 |
0.8935 |
0.9048 |
0.9340 |
|
S4 |
0.8690 |
0.8803 |
0.9272 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0046 |
0.5% |
99% |
True |
False |
12 |
10 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0029 |
0.3% |
99% |
True |
False |
8 |
20 |
0.9576 |
0.9278 |
0.0298 |
3.1% |
0.0015 |
0.2% |
99% |
True |
False |
6 |
40 |
0.9710 |
0.9255 |
0.0455 |
4.8% |
0.0013 |
0.1% |
70% |
False |
False |
7 |
60 |
0.9710 |
0.9100 |
0.0610 |
6.4% |
0.0014 |
0.1% |
78% |
False |
False |
13 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9576 |
2.618 |
0.9576 |
1.618 |
0.9576 |
1.000 |
0.9576 |
0.618 |
0.9576 |
HIGH |
0.9576 |
0.618 |
0.9576 |
0.500 |
0.9576 |
0.382 |
0.9576 |
LOW |
0.9576 |
0.618 |
0.9576 |
1.000 |
0.9576 |
1.618 |
0.9576 |
2.618 |
0.9576 |
4.250 |
0.9576 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9576 |
0.9531 |
PP |
0.9575 |
0.9487 |
S1 |
0.9575 |
0.9444 |
|