CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 13-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9839 |
0.9833 |
-0.0006 |
-0.1% |
0.9865 |
High |
0.9839 |
0.9877 |
0.0038 |
0.4% |
0.9909 |
Low |
0.9839 |
0.9833 |
-0.0006 |
-0.1% |
0.9820 |
Close |
0.9845 |
0.9856 |
0.0011 |
0.1% |
0.9845 |
Range |
0.0000 |
0.0044 |
0.0044 |
|
0.0089 |
ATR |
0.0043 |
0.0043 |
0.0000 |
0.1% |
0.0000 |
Volume |
62 |
179 |
117 |
188.7% |
336 |
|
Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9987 |
0.9966 |
0.9880 |
|
R3 |
0.9943 |
0.9922 |
0.9868 |
|
R2 |
0.9899 |
0.9899 |
0.9864 |
|
R1 |
0.9878 |
0.9878 |
0.9860 |
0.9889 |
PP |
0.9855 |
0.9855 |
0.9855 |
0.9861 |
S1 |
0.9834 |
0.9834 |
0.9852 |
0.9845 |
S2 |
0.9811 |
0.9811 |
0.9848 |
|
S3 |
0.9767 |
0.9790 |
0.9844 |
|
S4 |
0.9723 |
0.9746 |
0.9832 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0125 |
1.0074 |
0.9894 |
|
R3 |
1.0036 |
0.9985 |
0.9869 |
|
R2 |
0.9947 |
0.9947 |
0.9861 |
|
R1 |
0.9896 |
0.9896 |
0.9853 |
0.9877 |
PP |
0.9858 |
0.9858 |
0.9858 |
0.9849 |
S1 |
0.9807 |
0.9807 |
0.9837 |
0.9788 |
S2 |
0.9769 |
0.9769 |
0.9829 |
|
S3 |
0.9680 |
0.9718 |
0.9821 |
|
S4 |
0.9591 |
0.9629 |
0.9796 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0064 |
2.618 |
0.9992 |
1.618 |
0.9948 |
1.000 |
0.9921 |
0.618 |
0.9904 |
HIGH |
0.9877 |
0.618 |
0.9860 |
0.500 |
0.9855 |
0.382 |
0.9850 |
LOW |
0.9833 |
0.618 |
0.9806 |
1.000 |
0.9789 |
1.618 |
0.9762 |
2.618 |
0.9718 |
4.250 |
0.9646 |
|
|
Fisher Pivots for day following 13-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9856 |
0.9855 |
PP |
0.9855 |
0.9854 |
S1 |
0.9855 |
0.9854 |
|