CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9849 |
0.9725 |
-0.0124 |
-1.3% |
0.9893 |
| High |
0.9850 |
0.9725 |
-0.0125 |
-1.3% |
0.9928 |
| Low |
0.9849 |
0.9723 |
-0.0126 |
-1.3% |
0.9811 |
| Close |
0.9847 |
0.9712 |
-0.0135 |
-1.4% |
0.9823 |
| Range |
0.0001 |
0.0002 |
0.0001 |
100.0% |
0.0117 |
| ATR |
|
|
|
|
|
| Volume |
7 |
31 |
24 |
342.9% |
80 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9726 |
0.9721 |
0.9713 |
|
| R3 |
0.9724 |
0.9719 |
0.9713 |
|
| R2 |
0.9722 |
0.9722 |
0.9712 |
|
| R1 |
0.9717 |
0.9717 |
0.9712 |
0.9719 |
| PP |
0.9720 |
0.9720 |
0.9720 |
0.9721 |
| S1 |
0.9715 |
0.9715 |
0.9712 |
0.9717 |
| S2 |
0.9718 |
0.9718 |
0.9712 |
|
| S3 |
0.9716 |
0.9713 |
0.9711 |
|
| S4 |
0.9714 |
0.9711 |
0.9711 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0131 |
0.9887 |
|
| R3 |
1.0088 |
1.0014 |
0.9855 |
|
| R2 |
0.9971 |
0.9971 |
0.9844 |
|
| R1 |
0.9897 |
0.9897 |
0.9834 |
0.9876 |
| PP |
0.9854 |
0.9854 |
0.9854 |
0.9843 |
| S1 |
0.9780 |
0.9780 |
0.9812 |
0.9759 |
| S2 |
0.9737 |
0.9737 |
0.9802 |
|
| S3 |
0.9620 |
0.9663 |
0.9791 |
|
| S4 |
0.9503 |
0.9546 |
0.9759 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9734 |
|
2.618 |
0.9730 |
|
1.618 |
0.9728 |
|
1.000 |
0.9727 |
|
0.618 |
0.9726 |
|
HIGH |
0.9725 |
|
0.618 |
0.9724 |
|
0.500 |
0.9724 |
|
0.382 |
0.9724 |
|
LOW |
0.9723 |
|
0.618 |
0.9722 |
|
1.000 |
0.9721 |
|
1.618 |
0.9720 |
|
2.618 |
0.9718 |
|
4.250 |
0.9715 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9724 |
0.9787 |
| PP |
0.9720 |
0.9762 |
| S1 |
0.9716 |
0.9737 |
|