CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 08-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9906 |
0.9826 |
-0.0080 |
-0.8% |
0.9739 |
High |
0.9909 |
0.9832 |
-0.0077 |
-0.8% |
0.9895 |
Low |
0.9843 |
0.9820 |
-0.0023 |
-0.2% |
0.9676 |
Close |
0.9836 |
0.9827 |
-0.0009 |
-0.1% |
0.9881 |
Range |
0.0066 |
0.0012 |
-0.0054 |
-81.8% |
0.0219 |
ATR |
0.0051 |
0.0048 |
-0.0002 |
-4.9% |
0.0000 |
Volume |
76 |
84 |
8 |
10.5% |
29 |
|
Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9862 |
0.9857 |
0.9834 |
|
R3 |
0.9850 |
0.9845 |
0.9830 |
|
R2 |
0.9838 |
0.9838 |
0.9829 |
|
R1 |
0.9833 |
0.9833 |
0.9828 |
0.9836 |
PP |
0.9826 |
0.9826 |
0.9826 |
0.9828 |
S1 |
0.9821 |
0.9821 |
0.9826 |
0.9824 |
S2 |
0.9814 |
0.9814 |
0.9825 |
|
S3 |
0.9802 |
0.9809 |
0.9824 |
|
S4 |
0.9790 |
0.9797 |
0.9820 |
|
|
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 |
0.9883 |
2.618 |
0.9863 |
1.618 |
0.9851 |
1.000 |
0.9844 |
0.618 |
0.9839 |
HIGH |
0.9832 |
0.618 |
0.9827 |
0.500 |
0.9826 |
0.382 |
0.9825 |
LOW |
0.9820 |
0.618 |
0.9813 |
1.000 |
0.9808 |
1.618 |
0.9801 |
2.618 |
0.9789 |
4.250 |
0.9769 |
|
|
Fisher Pivots for day following 08-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9827 |
0.9865 |
PP |
0.9826 |
0.9852 |
S1 |
0.9826 |
0.9840 |
|