CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9890 |
0.9875 |
-0.0015 |
-0.2% |
0.9865 |
High |
0.9928 |
0.9875 |
-0.0053 |
-0.5% |
0.9909 |
Low |
0.9890 |
0.9875 |
-0.0015 |
-0.2% |
0.9820 |
Close |
0.9891 |
0.9874 |
-0.0017 |
-0.2% |
0.9845 |
Range |
0.0038 |
0.0000 |
-0.0038 |
-100.0% |
0.0089 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-4.5% |
0.0000 |
Volume |
9 |
11 |
2 |
22.2% |
336 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9875 |
0.9874 |
0.9874 |
|
R3 |
0.9875 |
0.9874 |
0.9874 |
|
R2 |
0.9875 |
0.9875 |
0.9874 |
|
R1 |
0.9874 |
0.9874 |
0.9874 |
0.9875 |
PP |
0.9875 |
0.9875 |
0.9875 |
0.9875 |
S1 |
0.9874 |
0.9874 |
0.9874 |
0.9875 |
S2 |
0.9875 |
0.9875 |
0.9874 |
|
S3 |
0.9875 |
0.9874 |
0.9874 |
|
S4 |
0.9875 |
0.9874 |
0.9874 |
|
|
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 |
0.9875 |
2.618 |
0.9875 |
1.618 |
0.9875 |
1.000 |
0.9875 |
0.618 |
0.9875 |
HIGH |
0.9875 |
0.618 |
0.9875 |
0.500 |
0.9875 |
0.382 |
0.9875 |
LOW |
0.9875 |
0.618 |
0.9875 |
1.000 |
0.9875 |
1.618 |
0.9875 |
2.618 |
0.9875 |
4.250 |
0.9875 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9875 |
0.9895 |
PP |
0.9875 |
0.9888 |
S1 |
0.9874 |
0.9881 |
|