CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 08-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9433 |
0.9369 |
-0.0064 |
-0.7% |
0.9456 |
High |
0.9537 |
0.9369 |
-0.0168 |
-1.8% |
0.9576 |
Low |
0.9433 |
0.9369 |
-0.0064 |
-0.7% |
0.9440 |
Close |
0.9494 |
0.9369 |
-0.0125 |
-1.3% |
0.9438 |
Range |
0.0104 |
0.0000 |
-0.0104 |
-100.0% |
0.0136 |
ATR |
0.0076 |
0.0079 |
0.0004 |
4.6% |
0.0000 |
Volume |
25 |
79 |
54 |
216.0% |
134 |
|
Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9369 |
0.9369 |
0.9369 |
|
R3 |
0.9369 |
0.9369 |
0.9369 |
|
R2 |
0.9369 |
0.9369 |
0.9369 |
|
R1 |
0.9369 |
0.9369 |
0.9369 |
0.9369 |
PP |
0.9369 |
0.9369 |
0.9369 |
0.9369 |
S1 |
0.9369 |
0.9369 |
0.9369 |
0.9369 |
S2 |
0.9369 |
0.9369 |
0.9369 |
|
S3 |
0.9369 |
0.9369 |
0.9369 |
|
S4 |
0.9369 |
0.9369 |
0.9369 |
|
|
Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9893 |
0.9801 |
0.9513 |
|
R3 |
0.9757 |
0.9665 |
0.9475 |
|
R2 |
0.9621 |
0.9621 |
0.9463 |
|
R1 |
0.9529 |
0.9529 |
0.9450 |
0.9507 |
PP |
0.9485 |
0.9485 |
0.9485 |
0.9474 |
S1 |
0.9393 |
0.9393 |
0.9426 |
0.9371 |
S2 |
0.9349 |
0.9349 |
0.9413 |
|
S3 |
0.9213 |
0.9257 |
0.9401 |
|
S4 |
0.9077 |
0.9121 |
0.9363 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9537 |
0.9369 |
0.0168 |
1.8% |
0.0030 |
0.3% |
0% |
False |
True |
35 |
10 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0038 |
0.4% |
22% |
False |
False |
24 |
20 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0022 |
0.2% |
22% |
False |
False |
14 |
40 |
0.9710 |
0.9255 |
0.0455 |
4.9% |
0.0016 |
0.2% |
25% |
False |
False |
11 |
60 |
0.9710 |
0.9100 |
0.0610 |
6.5% |
0.0015 |
0.2% |
44% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9369 |
2.618 |
0.9369 |
1.618 |
0.9369 |
1.000 |
0.9369 |
0.618 |
0.9369 |
HIGH |
0.9369 |
0.618 |
0.9369 |
0.500 |
0.9369 |
0.382 |
0.9369 |
LOW |
0.9369 |
0.618 |
0.9369 |
1.000 |
0.9369 |
1.618 |
0.9369 |
2.618 |
0.9369 |
4.250 |
0.9369 |
|
|
Fisher Pivots for day following 08-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9369 |
0.9453 |
PP |
0.9369 |
0.9425 |
S1 |
0.9369 |
0.9397 |
|