CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9865 |
0.9906 |
0.0041 |
0.4% |
0.9739 |
| High |
0.9885 |
0.9909 |
0.0024 |
0.2% |
0.9895 |
| Low |
0.9863 |
0.9843 |
-0.0020 |
-0.2% |
0.9676 |
| Close |
0.9885 |
0.9836 |
-0.0049 |
-0.5% |
0.9881 |
| Range |
0.0022 |
0.0066 |
0.0044 |
200.0% |
0.0219 |
| ATR |
0.0049 |
0.0051 |
0.0001 |
2.4% |
0.0000 |
| Volume |
2 |
76 |
74 |
3,700.0% |
29 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0061 |
1.0014 |
0.9872 |
|
| R3 |
0.9995 |
0.9948 |
0.9854 |
|
| R2 |
0.9929 |
0.9929 |
0.9848 |
|
| R1 |
0.9882 |
0.9882 |
0.9842 |
0.9873 |
| PP |
0.9863 |
0.9863 |
0.9863 |
0.9858 |
| S1 |
0.9816 |
0.9816 |
0.9830 |
0.9807 |
| S2 |
0.9797 |
0.9797 |
0.9824 |
|
| S3 |
0.9731 |
0.9750 |
0.9818 |
|
| S4 |
0.9665 |
0.9684 |
0.9800 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0397 |
1.0001 |
|
| R3 |
1.0255 |
1.0178 |
0.9941 |
|
| R2 |
1.0036 |
1.0036 |
0.9921 |
|
| R1 |
0.9959 |
0.9959 |
0.9901 |
0.9998 |
| PP |
0.9817 |
0.9817 |
0.9817 |
0.9837 |
| S1 |
0.9740 |
0.9740 |
0.9861 |
0.9779 |
| S2 |
0.9598 |
0.9598 |
0.9841 |
|
| S3 |
0.9379 |
0.9521 |
0.9821 |
|
| S4 |
0.9160 |
0.9302 |
0.9761 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
1.0082 |
|
1.618 |
1.0016 |
|
1.000 |
0.9975 |
|
0.618 |
0.9950 |
|
HIGH |
0.9909 |
|
0.618 |
0.9884 |
|
0.500 |
0.9876 |
|
0.382 |
0.9868 |
|
LOW |
0.9843 |
|
0.618 |
0.9802 |
|
1.000 |
0.9777 |
|
1.618 |
0.9736 |
|
2.618 |
0.9670 |
|
4.250 |
0.9563 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9876 |
0.9876 |
| PP |
0.9863 |
0.9863 |
| S1 |
0.9849 |
0.9849 |
|