CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 14-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2011 |
14-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
1.0053 |
1.0046 |
-0.0007 |
-0.1% |
1.0007 |
High |
1.0053 |
1.0047 |
-0.0006 |
-0.1% |
1.0075 |
Low |
1.0035 |
1.0046 |
0.0011 |
0.1% |
1.0007 |
Close |
1.0038 |
1.0036 |
-0.0002 |
0.0% |
1.0036 |
Range |
0.0018 |
0.0001 |
-0.0017 |
-94.4% |
0.0068 |
ATR |
0.0039 |
0.0037 |
-0.0002 |
-5.5% |
0.0000 |
Volume |
13 |
4 |
-9 |
-69.2% |
23 |
|
Daily Pivots for day following 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0046 |
1.0042 |
1.0037 |
|
R3 |
1.0045 |
1.0041 |
1.0036 |
|
R2 |
1.0044 |
1.0044 |
1.0036 |
|
R1 |
1.0040 |
1.0040 |
1.0036 |
1.0042 |
PP |
1.0043 |
1.0043 |
1.0043 |
1.0044 |
S1 |
1.0039 |
1.0039 |
1.0036 |
1.0041 |
S2 |
1.0042 |
1.0042 |
1.0036 |
|
S3 |
1.0041 |
1.0038 |
1.0036 |
|
S4 |
1.0040 |
1.0037 |
1.0035 |
|
|
Weekly Pivots for week ending 14-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0243 |
1.0208 |
1.0073 |
|
R3 |
1.0175 |
1.0140 |
1.0055 |
|
R2 |
1.0107 |
1.0107 |
1.0048 |
|
R1 |
1.0072 |
1.0072 |
1.0042 |
1.0090 |
PP |
1.0039 |
1.0039 |
1.0039 |
1.0048 |
S1 |
1.0004 |
1.0004 |
1.0030 |
1.0022 |
S2 |
0.9971 |
0.9971 |
1.0024 |
|
S3 |
0.9903 |
0.9936 |
1.0017 |
|
S4 |
0.9835 |
0.9868 |
0.9999 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0051 |
2.618 |
1.0050 |
1.618 |
1.0049 |
1.000 |
1.0048 |
0.618 |
1.0048 |
HIGH |
1.0047 |
0.618 |
1.0047 |
0.500 |
1.0047 |
0.382 |
1.0046 |
LOW |
1.0046 |
0.618 |
1.0045 |
1.000 |
1.0045 |
1.618 |
1.0044 |
2.618 |
1.0043 |
4.250 |
1.0042 |
|
|
Fisher Pivots for day following 14-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
1.0047 |
1.0055 |
PP |
1.0043 |
1.0049 |
S1 |
1.0040 |
1.0042 |
|