CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 06-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2011 |
06-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
0.9990 |
0.9967 |
-0.0023 |
-0.2% |
0.9861 |
High |
0.9990 |
0.9967 |
-0.0023 |
-0.2% |
0.9993 |
Low |
0.9971 |
0.9967 |
-0.0004 |
0.0% |
0.9861 |
Close |
0.9967 |
0.9967 |
0.0000 |
0.0% |
0.9990 |
Range |
0.0019 |
0.0000 |
-0.0019 |
-100.0% |
0.0132 |
ATR |
0.0047 |
0.0044 |
-0.0003 |
-7.1% |
0.0000 |
Volume |
11 |
33 |
22 |
200.0% |
38 |
|
Daily Pivots for day following 06-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9967 |
0.9967 |
0.9967 |
|
R3 |
0.9967 |
0.9967 |
0.9967 |
|
R2 |
0.9967 |
0.9967 |
0.9967 |
|
R1 |
0.9967 |
0.9967 |
0.9967 |
0.9967 |
PP |
0.9967 |
0.9967 |
0.9967 |
0.9967 |
S1 |
0.9967 |
0.9967 |
0.9967 |
0.9967 |
S2 |
0.9967 |
0.9967 |
0.9967 |
|
S3 |
0.9967 |
0.9967 |
0.9967 |
|
S4 |
0.9967 |
0.9967 |
0.9967 |
|
|
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 |
0.9967 |
2.618 |
0.9967 |
1.618 |
0.9967 |
1.000 |
0.9967 |
0.618 |
0.9967 |
HIGH |
0.9967 |
0.618 |
0.9967 |
0.500 |
0.9967 |
0.382 |
0.9967 |
LOW |
0.9967 |
0.618 |
0.9967 |
1.000 |
0.9967 |
1.618 |
0.9967 |
2.618 |
0.9967 |
4.250 |
0.9967 |
|
|
Fisher Pivots for day following 06-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9967 |
0.9962 |
PP |
0.9967 |
0.9956 |
S1 |
0.9967 |
0.9951 |
|