CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 30-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9918 |
0.9938 |
0.0020 |
0.2% |
0.9740 |
High |
0.9936 |
0.9938 |
0.0002 |
0.0% |
0.9862 |
Low |
0.9918 |
0.9926 |
0.0008 |
0.1% |
0.9740 |
Close |
0.9928 |
0.9935 |
0.0007 |
0.1% |
0.9849 |
Range |
0.0018 |
0.0012 |
-0.0006 |
-33.3% |
0.0122 |
ATR |
0.0044 |
0.0042 |
-0.0002 |
-5.2% |
0.0000 |
Volume |
1 |
19 |
18 |
1,800.0% |
109 |
|
Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9969 |
0.9964 |
0.9942 |
|
R3 |
0.9957 |
0.9952 |
0.9938 |
|
R2 |
0.9945 |
0.9945 |
0.9937 |
|
R1 |
0.9940 |
0.9940 |
0.9936 |
0.9937 |
PP |
0.9933 |
0.9933 |
0.9933 |
0.9931 |
S1 |
0.9928 |
0.9928 |
0.9934 |
0.9925 |
S2 |
0.9921 |
0.9921 |
0.9933 |
|
S3 |
0.9909 |
0.9916 |
0.9932 |
|
S4 |
0.9897 |
0.9904 |
0.9928 |
|
|
Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0183 |
1.0138 |
0.9916 |
|
R3 |
1.0061 |
1.0016 |
0.9883 |
|
R2 |
0.9939 |
0.9939 |
0.9871 |
|
R1 |
0.9894 |
0.9894 |
0.9860 |
0.9917 |
PP |
0.9817 |
0.9817 |
0.9817 |
0.9828 |
S1 |
0.9772 |
0.9772 |
0.9838 |
0.9795 |
S2 |
0.9695 |
0.9695 |
0.9827 |
|
S3 |
0.9573 |
0.9650 |
0.9815 |
|
S4 |
0.9451 |
0.9528 |
0.9782 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9989 |
2.618 |
0.9969 |
1.618 |
0.9957 |
1.000 |
0.9950 |
0.618 |
0.9945 |
HIGH |
0.9938 |
0.618 |
0.9933 |
0.500 |
0.9932 |
0.382 |
0.9931 |
LOW |
0.9926 |
0.618 |
0.9919 |
1.000 |
0.9914 |
1.618 |
0.9907 |
2.618 |
0.9895 |
4.250 |
0.9875 |
|
|
Fisher Pivots for day following 30-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9934 |
0.9935 |
PP |
0.9933 |
0.9934 |
S1 |
0.9932 |
0.9934 |
|