CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 17-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9402 |
0.9350 |
-0.0052 |
-0.6% |
0.9433 |
High |
0.9402 |
0.9350 |
-0.0052 |
-0.6% |
0.9537 |
Low |
0.9402 |
0.9338 |
-0.0064 |
-0.7% |
0.9369 |
Close |
0.9402 |
0.9339 |
-0.0063 |
-0.7% |
0.9426 |
Range |
0.0000 |
0.0012 |
0.0012 |
|
0.0168 |
ATR |
0.0068 |
0.0067 |
0.0000 |
-0.4% |
0.0000 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9378 |
0.9371 |
0.9346 |
|
R3 |
0.9366 |
0.9359 |
0.9342 |
|
R2 |
0.9354 |
0.9354 |
0.9341 |
|
R1 |
0.9347 |
0.9347 |
0.9340 |
0.9345 |
PP |
0.9342 |
0.9342 |
0.9342 |
0.9341 |
S1 |
0.9335 |
0.9335 |
0.9338 |
0.9333 |
S2 |
0.9330 |
0.9330 |
0.9337 |
|
S3 |
0.9318 |
0.9323 |
0.9336 |
|
S4 |
0.9306 |
0.9311 |
0.9332 |
|
|
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 |
0.9430 |
0.9338 |
0.0092 |
1.0% |
0.0003 |
0.0% |
1% |
False |
True |
7 |
10 |
0.9537 |
0.9338 |
0.0199 |
2.1% |
0.0013 |
0.1% |
1% |
False |
True |
28 |
20 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0020 |
0.2% |
11% |
False |
False |
20 |
40 |
0.9576 |
0.9255 |
0.0321 |
3.4% |
0.0015 |
0.2% |
26% |
False |
False |
13 |
60 |
0.9710 |
0.9100 |
0.0610 |
6.5% |
0.0013 |
0.1% |
39% |
False |
False |
11 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9401 |
2.618 |
0.9381 |
1.618 |
0.9369 |
1.000 |
0.9362 |
0.618 |
0.9357 |
HIGH |
0.9350 |
0.618 |
0.9345 |
0.500 |
0.9344 |
0.382 |
0.9343 |
LOW |
0.9338 |
0.618 |
0.9331 |
1.000 |
0.9326 |
1.618 |
0.9319 |
2.618 |
0.9307 |
4.250 |
0.9287 |
|
|
Fisher Pivots for day following 17-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9344 |
0.9378 |
PP |
0.9342 |
0.9365 |
S1 |
0.9341 |
0.9352 |
|