CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 04-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2011 |
04-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
1.0005 |
0.9934 |
-0.0071 |
-0.7% |
0.9861 |
| High |
1.0023 |
0.9939 |
-0.0084 |
-0.8% |
0.9993 |
| Low |
1.0005 |
0.9912 |
-0.0093 |
-0.9% |
0.9861 |
| Close |
1.0012 |
0.9934 |
-0.0078 |
-0.8% |
0.9990 |
| Range |
0.0018 |
0.0027 |
0.0009 |
50.0% |
0.0132 |
| ATR |
0.0042 |
0.0046 |
0.0004 |
9.8% |
0.0000 |
| Volume |
9 |
20 |
11 |
122.2% |
38 |
|
| Daily Pivots for day following 04-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0009 |
0.9999 |
0.9949 |
|
| R3 |
0.9982 |
0.9972 |
0.9941 |
|
| R2 |
0.9955 |
0.9955 |
0.9939 |
|
| R1 |
0.9945 |
0.9945 |
0.9936 |
0.9948 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9930 |
| S1 |
0.9918 |
0.9918 |
0.9932 |
0.9921 |
| S2 |
0.9901 |
0.9901 |
0.9929 |
|
| S3 |
0.9874 |
0.9891 |
0.9927 |
|
| S4 |
0.9847 |
0.9864 |
0.9919 |
|
|
| 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 |
1.0054 |
|
2.618 |
1.0010 |
|
1.618 |
0.9983 |
|
1.000 |
0.9966 |
|
0.618 |
0.9956 |
|
HIGH |
0.9939 |
|
0.618 |
0.9929 |
|
0.500 |
0.9926 |
|
0.382 |
0.9922 |
|
LOW |
0.9912 |
|
0.618 |
0.9895 |
|
1.000 |
0.9885 |
|
1.618 |
0.9868 |
|
2.618 |
0.9841 |
|
4.250 |
0.9797 |
|
|
| Fisher Pivots for day following 04-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
0.9931 |
0.9968 |
| PP |
0.9928 |
0.9956 |
| S1 |
0.9926 |
0.9945 |
|