CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 03-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
0.9977 |
1.0005 |
0.0028 |
0.3% |
0.9861 |
High |
0.9993 |
1.0023 |
0.0030 |
0.3% |
0.9993 |
Low |
0.9977 |
1.0005 |
0.0028 |
0.3% |
0.9861 |
Close |
0.9990 |
1.0012 |
0.0022 |
0.2% |
0.9990 |
Range |
0.0016 |
0.0018 |
0.0002 |
12.5% |
0.0132 |
ATR |
0.0043 |
0.0042 |
-0.0001 |
-1.6% |
0.0000 |
Volume |
12 |
9 |
-3 |
-25.0% |
38 |
|
Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0067 |
1.0058 |
1.0022 |
|
R3 |
1.0049 |
1.0040 |
1.0017 |
|
R2 |
1.0031 |
1.0031 |
1.0015 |
|
R1 |
1.0022 |
1.0022 |
1.0014 |
1.0027 |
PP |
1.0013 |
1.0013 |
1.0013 |
1.0016 |
S1 |
1.0004 |
1.0004 |
1.0010 |
1.0009 |
S2 |
0.9995 |
0.9995 |
1.0009 |
|
S3 |
0.9977 |
0.9986 |
1.0007 |
|
S4 |
0.9959 |
0.9968 |
1.0002 |
|
|
Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0344 |
1.0299 |
1.0063 |
|
R3 |
1.0212 |
1.0167 |
1.0026 |
|
R2 |
1.0080 |
1.0080 |
1.0014 |
|
R1 |
1.0035 |
1.0035 |
1.0002 |
1.0058 |
PP |
0.9948 |
0.9948 |
0.9948 |
0.9959 |
S1 |
0.9903 |
0.9903 |
0.9978 |
0.9926 |
S2 |
0.9816 |
0.9816 |
0.9966 |
|
S3 |
0.9684 |
0.9771 |
0.9954 |
|
S4 |
0.9552 |
0.9639 |
0.9917 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0100 |
2.618 |
1.0070 |
1.618 |
1.0052 |
1.000 |
1.0041 |
0.618 |
1.0034 |
HIGH |
1.0023 |
0.618 |
1.0016 |
0.500 |
1.0014 |
0.382 |
1.0012 |
LOW |
1.0005 |
0.618 |
0.9994 |
1.000 |
0.9987 |
1.618 |
0.9976 |
2.618 |
0.9958 |
4.250 |
0.9929 |
|
|
Fisher Pivots for day following 03-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0014 |
1.0000 |
PP |
1.0013 |
0.9987 |
S1 |
1.0013 |
0.9975 |
|