CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 24-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9531 |
0.9567 |
0.0036 |
0.4% |
0.9400 |
High |
0.9550 |
0.9567 |
0.0017 |
0.2% |
0.9417 |
Low |
0.9502 |
0.9567 |
0.0065 |
0.7% |
0.9338 |
Close |
0.9539 |
0.9524 |
-0.0015 |
-0.2% |
0.9377 |
Range |
0.0048 |
0.0000 |
-0.0048 |
-100.0% |
0.0079 |
ATR |
0.0065 |
0.0063 |
-0.0003 |
-4.1% |
0.0000 |
Volume |
42 |
32 |
-10 |
-23.8% |
64 |
|
Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9553 |
0.9538 |
0.9524 |
|
R3 |
0.9553 |
0.9538 |
0.9524 |
|
R2 |
0.9553 |
0.9553 |
0.9524 |
|
R1 |
0.9538 |
0.9538 |
0.9524 |
0.9546 |
PP |
0.9553 |
0.9553 |
0.9553 |
0.9556 |
S1 |
0.9538 |
0.9538 |
0.9524 |
0.9546 |
S2 |
0.9553 |
0.9553 |
0.9524 |
|
S3 |
0.9553 |
0.9538 |
0.9524 |
|
S4 |
0.9553 |
0.9538 |
0.9524 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9614 |
0.9575 |
0.9420 |
|
R3 |
0.9535 |
0.9496 |
0.9399 |
|
R2 |
0.9456 |
0.9456 |
0.9391 |
|
R1 |
0.9417 |
0.9417 |
0.9384 |
0.9397 |
PP |
0.9377 |
0.9377 |
0.9377 |
0.9368 |
S1 |
0.9338 |
0.9338 |
0.9370 |
0.9318 |
S2 |
0.9298 |
0.9298 |
0.9363 |
|
S3 |
0.9219 |
0.9259 |
0.9355 |
|
S4 |
0.9140 |
0.9180 |
0.9334 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9567 |
0.9374 |
0.0193 |
2.0% |
0.0023 |
0.2% |
78% |
True |
False |
24 |
10 |
0.9567 |
0.9338 |
0.0229 |
2.4% |
0.0013 |
0.1% |
81% |
True |
False |
16 |
20 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0025 |
0.3% |
80% |
False |
False |
25 |
40 |
0.9576 |
0.9255 |
0.0321 |
3.4% |
0.0014 |
0.2% |
84% |
False |
False |
15 |
60 |
0.9710 |
0.9232 |
0.0478 |
5.0% |
0.0014 |
0.1% |
61% |
False |
False |
12 |
80 |
0.9710 |
0.9100 |
0.0610 |
6.4% |
0.0014 |
0.2% |
70% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9567 |
2.618 |
0.9567 |
1.618 |
0.9567 |
1.000 |
0.9567 |
0.618 |
0.9567 |
HIGH |
0.9567 |
0.618 |
0.9567 |
0.500 |
0.9567 |
0.382 |
0.9567 |
LOW |
0.9567 |
0.618 |
0.9567 |
1.000 |
0.9567 |
1.618 |
0.9567 |
2.618 |
0.9567 |
4.250 |
0.9567 |
|
|
Fisher Pivots for day following 24-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9567 |
0.9517 |
PP |
0.9553 |
0.9509 |
S1 |
0.9538 |
0.9502 |
|