CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9695 |
0.9785 |
0.0090 |
0.9% |
0.9849 |
| High |
0.9695 |
0.9820 |
0.0125 |
1.3% |
0.9850 |
| Low |
0.9695 |
0.9785 |
0.0090 |
0.9% |
0.9664 |
| Close |
0.9690 |
0.9809 |
0.0119 |
1.2% |
0.9742 |
| Range |
0.0000 |
0.0035 |
0.0035 |
|
0.0186 |
| ATR |
0.0044 |
0.0051 |
0.0006 |
13.8% |
0.0000 |
| Volume |
50 |
50 |
0 |
0.0% |
164 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9910 |
0.9894 |
0.9828 |
|
| R3 |
0.9875 |
0.9859 |
0.9819 |
|
| R2 |
0.9840 |
0.9840 |
0.9815 |
|
| R1 |
0.9824 |
0.9824 |
0.9812 |
0.9832 |
| PP |
0.9805 |
0.9805 |
0.9805 |
0.9809 |
| S1 |
0.9789 |
0.9789 |
0.9806 |
0.9797 |
| S2 |
0.9770 |
0.9770 |
0.9803 |
|
| S3 |
0.9735 |
0.9754 |
0.9799 |
|
| S4 |
0.9700 |
0.9719 |
0.9790 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0212 |
0.9844 |
|
| R3 |
1.0124 |
1.0026 |
0.9793 |
|
| R2 |
0.9938 |
0.9938 |
0.9776 |
|
| R1 |
0.9840 |
0.9840 |
0.9759 |
0.9796 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9730 |
| S1 |
0.9654 |
0.9654 |
0.9725 |
0.9610 |
| S2 |
0.9566 |
0.9566 |
0.9708 |
|
| S3 |
0.9380 |
0.9468 |
0.9691 |
|
| S4 |
0.9194 |
0.9282 |
0.9640 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9969 |
|
2.618 |
0.9912 |
|
1.618 |
0.9877 |
|
1.000 |
0.9855 |
|
0.618 |
0.9842 |
|
HIGH |
0.9820 |
|
0.618 |
0.9807 |
|
0.500 |
0.9803 |
|
0.382 |
0.9798 |
|
LOW |
0.9785 |
|
0.618 |
0.9763 |
|
1.000 |
0.9750 |
|
1.618 |
0.9728 |
|
2.618 |
0.9693 |
|
4.250 |
0.9636 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9807 |
0.9792 |
| PP |
0.9805 |
0.9775 |
| S1 |
0.9803 |
0.9758 |
|