CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9753 |
0.0073 |
0.8% |
0.9893 |
| High |
0.9680 |
0.9763 |
0.0083 |
0.9% |
0.9928 |
| Low |
0.9664 |
0.9710 |
0.0046 |
0.5% |
0.9811 |
| Close |
0.9692 |
0.9712 |
0.0020 |
0.2% |
0.9823 |
| Range |
0.0016 |
0.0053 |
0.0037 |
231.3% |
0.0117 |
| ATR |
0.0046 |
0.0048 |
0.0002 |
3.9% |
0.0000 |
| Volume |
19 |
23 |
4 |
21.1% |
80 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9887 |
0.9853 |
0.9741 |
|
| R3 |
0.9834 |
0.9800 |
0.9727 |
|
| R2 |
0.9781 |
0.9781 |
0.9722 |
|
| R1 |
0.9747 |
0.9747 |
0.9717 |
0.9738 |
| PP |
0.9728 |
0.9728 |
0.9728 |
0.9724 |
| S1 |
0.9694 |
0.9694 |
0.9707 |
0.9685 |
| S2 |
0.9675 |
0.9675 |
0.9702 |
|
| S3 |
0.9622 |
0.9641 |
0.9697 |
|
| S4 |
0.9569 |
0.9588 |
0.9683 |
|
|
| 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 |
0.9988 |
|
2.618 |
0.9902 |
|
1.618 |
0.9849 |
|
1.000 |
0.9816 |
|
0.618 |
0.9796 |
|
HIGH |
0.9763 |
|
0.618 |
0.9743 |
|
0.500 |
0.9737 |
|
0.382 |
0.9730 |
|
LOW |
0.9710 |
|
0.618 |
0.9677 |
|
1.000 |
0.9657 |
|
1.618 |
0.9624 |
|
2.618 |
0.9571 |
|
4.250 |
0.9485 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9737 |
0.9714 |
| PP |
0.9728 |
0.9713 |
| S1 |
0.9720 |
0.9713 |
|