CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 14-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9833 |
0.9862 |
0.0029 |
0.3% |
0.9865 |
High |
0.9877 |
0.9898 |
0.0021 |
0.2% |
0.9909 |
Low |
0.9833 |
0.9862 |
0.0029 |
0.3% |
0.9820 |
Close |
0.9856 |
0.9878 |
0.0022 |
0.2% |
0.9845 |
Range |
0.0044 |
0.0036 |
-0.0008 |
-18.2% |
0.0089 |
ATR |
0.0043 |
0.0043 |
0.0000 |
-0.2% |
0.0000 |
Volume |
179 |
105 |
-74 |
-41.3% |
336 |
|
Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9987 |
0.9969 |
0.9898 |
|
R3 |
0.9951 |
0.9933 |
0.9888 |
|
R2 |
0.9915 |
0.9915 |
0.9885 |
|
R1 |
0.9897 |
0.9897 |
0.9881 |
0.9906 |
PP |
0.9879 |
0.9879 |
0.9879 |
0.9884 |
S1 |
0.9861 |
0.9861 |
0.9875 |
0.9870 |
S2 |
0.9843 |
0.9843 |
0.9871 |
|
S3 |
0.9807 |
0.9825 |
0.9868 |
|
S4 |
0.9771 |
0.9789 |
0.9858 |
|
|
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 |
1.0051 |
2.618 |
0.9992 |
1.618 |
0.9956 |
1.000 |
0.9934 |
0.618 |
0.9920 |
HIGH |
0.9898 |
0.618 |
0.9884 |
0.500 |
0.9880 |
0.382 |
0.9876 |
LOW |
0.9862 |
0.618 |
0.9840 |
1.000 |
0.9826 |
1.618 |
0.9804 |
2.618 |
0.9768 |
4.250 |
0.9709 |
|
|
Fisher Pivots for day following 14-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9880 |
0.9874 |
PP |
0.9879 |
0.9870 |
S1 |
0.9879 |
0.9866 |
|