CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9749 |
0.9843 |
0.0094 |
1.0% |
0.9728 |
| High |
0.9749 |
0.9886 |
0.0137 |
1.4% |
0.9820 |
| Low |
0.9743 |
0.9843 |
0.0100 |
1.0% |
0.9695 |
| Close |
0.9773 |
0.9890 |
0.0117 |
1.2% |
0.9739 |
| Range |
0.0006 |
0.0043 |
0.0037 |
616.7% |
0.0125 |
| ATR |
0.0051 |
0.0055 |
0.0004 |
8.8% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
201 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0002 |
0.9989 |
0.9914 |
|
| R3 |
0.9959 |
0.9946 |
0.9902 |
|
| R2 |
0.9916 |
0.9916 |
0.9898 |
|
| R1 |
0.9903 |
0.9903 |
0.9894 |
0.9910 |
| PP |
0.9873 |
0.9873 |
0.9873 |
0.9876 |
| S1 |
0.9860 |
0.9860 |
0.9886 |
0.9867 |
| S2 |
0.9830 |
0.9830 |
0.9882 |
|
| S3 |
0.9787 |
0.9817 |
0.9878 |
|
| S4 |
0.9744 |
0.9774 |
0.9866 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0126 |
1.0058 |
0.9808 |
|
| R3 |
1.0001 |
0.9933 |
0.9773 |
|
| R2 |
0.9876 |
0.9876 |
0.9762 |
|
| R1 |
0.9808 |
0.9808 |
0.9750 |
0.9842 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9769 |
| S1 |
0.9683 |
0.9683 |
0.9728 |
0.9717 |
| S2 |
0.9626 |
0.9626 |
0.9716 |
|
| S3 |
0.9501 |
0.9558 |
0.9705 |
|
| S4 |
0.9376 |
0.9433 |
0.9670 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0069 |
|
2.618 |
0.9999 |
|
1.618 |
0.9956 |
|
1.000 |
0.9929 |
|
0.618 |
0.9913 |
|
HIGH |
0.9886 |
|
0.618 |
0.9870 |
|
0.500 |
0.9865 |
|
0.382 |
0.9859 |
|
LOW |
0.9843 |
|
0.618 |
0.9816 |
|
1.000 |
0.9800 |
|
1.618 |
0.9773 |
|
2.618 |
0.9730 |
|
4.250 |
0.9660 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9882 |
0.9854 |
| PP |
0.9873 |
0.9817 |
| S1 |
0.9865 |
0.9781 |
|