CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 09-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9826 |
0.9830 |
0.0004 |
0.0% |
0.9739 |
High |
0.9832 |
0.9836 |
0.0004 |
0.0% |
0.9895 |
Low |
0.9820 |
0.9830 |
0.0010 |
0.1% |
0.9676 |
Close |
0.9827 |
0.9823 |
-0.0004 |
0.0% |
0.9881 |
Range |
0.0012 |
0.0006 |
-0.0006 |
-50.0% |
0.0219 |
ATR |
0.0048 |
0.0045 |
-0.0003 |
-5.8% |
0.0000 |
Volume |
84 |
112 |
28 |
33.3% |
29 |
|
Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9848 |
0.9841 |
0.9826 |
|
R3 |
0.9842 |
0.9835 |
0.9825 |
|
R2 |
0.9836 |
0.9836 |
0.9824 |
|
R1 |
0.9829 |
0.9829 |
0.9824 |
0.9830 |
PP |
0.9830 |
0.9830 |
0.9830 |
0.9830 |
S1 |
0.9823 |
0.9823 |
0.9822 |
0.9824 |
S2 |
0.9824 |
0.9824 |
0.9822 |
|
S3 |
0.9818 |
0.9817 |
0.9821 |
|
S4 |
0.9812 |
0.9811 |
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 |
0.9862 |
2.618 |
0.9852 |
1.618 |
0.9846 |
1.000 |
0.9842 |
0.618 |
0.9840 |
HIGH |
0.9836 |
0.618 |
0.9834 |
0.500 |
0.9833 |
0.382 |
0.9832 |
LOW |
0.9830 |
0.618 |
0.9826 |
1.000 |
0.9824 |
1.618 |
0.9820 |
2.618 |
0.9814 |
4.250 |
0.9805 |
|
|
Fisher Pivots for day following 09-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9833 |
0.9865 |
PP |
0.9830 |
0.9851 |
S1 |
0.9826 |
0.9837 |
|