CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9825 |
0.9740 |
-0.0085 |
-0.9% |
0.9833 |
| High |
0.9825 |
0.9770 |
-0.0055 |
-0.6% |
0.9928 |
| Low |
0.9796 |
0.9740 |
-0.0056 |
-0.6% |
0.9796 |
| Close |
0.9826 |
0.9761 |
-0.0065 |
-0.7% |
0.9826 |
| Range |
0.0029 |
0.0030 |
0.0001 |
3.4% |
0.0132 |
| ATR |
0.0044 |
0.0047 |
0.0003 |
6.7% |
0.0000 |
| Volume |
8 |
23 |
15 |
187.5% |
312 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9847 |
0.9834 |
0.9778 |
|
| R3 |
0.9817 |
0.9804 |
0.9769 |
|
| R2 |
0.9787 |
0.9787 |
0.9767 |
|
| R1 |
0.9774 |
0.9774 |
0.9764 |
0.9781 |
| PP |
0.9757 |
0.9757 |
0.9757 |
0.9760 |
| S1 |
0.9744 |
0.9744 |
0.9758 |
0.9751 |
| S2 |
0.9727 |
0.9727 |
0.9756 |
|
| S3 |
0.9697 |
0.9714 |
0.9753 |
|
| S4 |
0.9667 |
0.9684 |
0.9745 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0168 |
0.9899 |
|
| R3 |
1.0114 |
1.0036 |
0.9862 |
|
| R2 |
0.9982 |
0.9982 |
0.9850 |
|
| R1 |
0.9904 |
0.9904 |
0.9838 |
0.9877 |
| PP |
0.9850 |
0.9850 |
0.9850 |
0.9837 |
| S1 |
0.9772 |
0.9772 |
0.9814 |
0.9745 |
| S2 |
0.9718 |
0.9718 |
0.9802 |
|
| S3 |
0.9586 |
0.9640 |
0.9790 |
|
| S4 |
0.9454 |
0.9508 |
0.9753 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9898 |
|
2.618 |
0.9849 |
|
1.618 |
0.9819 |
|
1.000 |
0.9800 |
|
0.618 |
0.9789 |
|
HIGH |
0.9770 |
|
0.618 |
0.9759 |
|
0.500 |
0.9755 |
|
0.382 |
0.9751 |
|
LOW |
0.9740 |
|
0.618 |
0.9721 |
|
1.000 |
0.9710 |
|
1.618 |
0.9691 |
|
2.618 |
0.9661 |
|
4.250 |
0.9613 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9759 |
0.9808 |
| PP |
0.9757 |
0.9792 |
| S1 |
0.9755 |
0.9777 |
|