CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 15-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9400 |
0.9417 |
0.0017 |
0.2% |
0.9433 |
High |
0.9400 |
0.9417 |
0.0017 |
0.2% |
0.9537 |
Low |
0.9397 |
0.9417 |
0.0020 |
0.2% |
0.9369 |
Close |
0.9433 |
0.9417 |
-0.0016 |
-0.2% |
0.9426 |
Range |
0.0003 |
0.0000 |
-0.0003 |
-100.0% |
0.0168 |
ATR |
0.0076 |
0.0072 |
-0.0004 |
-5.6% |
0.0000 |
Volume |
16 |
7 |
-9 |
-56.3% |
232 |
|
Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9417 |
0.9417 |
0.9417 |
|
R3 |
0.9417 |
0.9417 |
0.9417 |
|
R2 |
0.9417 |
0.9417 |
0.9417 |
|
R1 |
0.9417 |
0.9417 |
0.9417 |
0.9417 |
PP |
0.9417 |
0.9417 |
0.9417 |
0.9417 |
S1 |
0.9417 |
0.9417 |
0.9417 |
0.9417 |
S2 |
0.9417 |
0.9417 |
0.9417 |
|
S3 |
0.9417 |
0.9417 |
0.9417 |
|
S4 |
0.9417 |
0.9417 |
0.9417 |
|
|
Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9948 |
0.9855 |
0.9518 |
|
R3 |
0.9780 |
0.9687 |
0.9472 |
|
R2 |
0.9612 |
0.9612 |
0.9457 |
|
R1 |
0.9519 |
0.9519 |
0.9441 |
0.9482 |
PP |
0.9444 |
0.9444 |
0.9444 |
0.9425 |
S1 |
0.9351 |
0.9351 |
0.9411 |
0.9314 |
S2 |
0.9276 |
0.9276 |
0.9395 |
|
S3 |
0.9108 |
0.9183 |
0.9380 |
|
S4 |
0.8940 |
0.9015 |
0.9334 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9524 |
0.9397 |
0.0127 |
1.3% |
0.0001 |
0.0% |
16% |
False |
False |
30 |
10 |
0.9537 |
0.9369 |
0.0168 |
1.8% |
0.0015 |
0.2% |
29% |
False |
False |
33 |
20 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0022 |
0.2% |
40% |
False |
False |
20 |
40 |
0.9576 |
0.9255 |
0.0321 |
3.4% |
0.0015 |
0.2% |
50% |
False |
False |
14 |
60 |
0.9710 |
0.9100 |
0.0610 |
6.5% |
0.0015 |
0.2% |
52% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9417 |
2.618 |
0.9417 |
1.618 |
0.9417 |
1.000 |
0.9417 |
0.618 |
0.9417 |
HIGH |
0.9417 |
0.618 |
0.9417 |
0.500 |
0.9417 |
0.382 |
0.9417 |
LOW |
0.9417 |
0.618 |
0.9417 |
1.000 |
0.9417 |
1.618 |
0.9417 |
2.618 |
0.9417 |
4.250 |
0.9417 |
|
|
Fisher Pivots for day following 15-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9417 |
0.9416 |
PP |
0.9417 |
0.9415 |
S1 |
0.9417 |
0.9414 |
|