CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9862 |
0.9890 |
0.0028 |
0.3% |
0.9865 |
| High |
0.9898 |
0.9928 |
0.0030 |
0.3% |
0.9909 |
| Low |
0.9862 |
0.9890 |
0.0028 |
0.3% |
0.9820 |
| Close |
0.9878 |
0.9891 |
0.0013 |
0.1% |
0.9845 |
| Range |
0.0036 |
0.0038 |
0.0002 |
5.6% |
0.0089 |
| ATR |
0.0043 |
0.0044 |
0.0000 |
1.1% |
0.0000 |
| Volume |
105 |
9 |
-96 |
-91.4% |
336 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
0.9992 |
0.9912 |
|
| R3 |
0.9979 |
0.9954 |
0.9901 |
|
| R2 |
0.9941 |
0.9941 |
0.9898 |
|
| R1 |
0.9916 |
0.9916 |
0.9894 |
0.9929 |
| PP |
0.9903 |
0.9903 |
0.9903 |
0.9909 |
| S1 |
0.9878 |
0.9878 |
0.9888 |
0.9891 |
| S2 |
0.9865 |
0.9865 |
0.9884 |
|
| S3 |
0.9827 |
0.9840 |
0.9881 |
|
| S4 |
0.9789 |
0.9802 |
0.9870 |
|
|
| 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 |
1.0090 |
|
2.618 |
1.0027 |
|
1.618 |
0.9989 |
|
1.000 |
0.9966 |
|
0.618 |
0.9951 |
|
HIGH |
0.9928 |
|
0.618 |
0.9913 |
|
0.500 |
0.9909 |
|
0.382 |
0.9905 |
|
LOW |
0.9890 |
|
0.618 |
0.9867 |
|
1.000 |
0.9852 |
|
1.618 |
0.9829 |
|
2.618 |
0.9791 |
|
4.250 |
0.9729 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9909 |
0.9888 |
| PP |
0.9903 |
0.9884 |
| S1 |
0.9897 |
0.9881 |
|