CME Canadian Dollar Future September 2011
Trading Metrics calculated at close of trading on 21-Jan-2011 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2011 |
21-Jan-2011 |
Change |
Change % |
Previous Week |
Open |
0.9908 |
0.9988 |
0.0080 |
0.8% |
1.0028 |
High |
0.9967 |
0.9988 |
0.0021 |
0.2% |
1.0031 |
Low |
0.9908 |
0.9988 |
0.0080 |
0.8% |
0.9908 |
Close |
0.9965 |
0.9991 |
0.0026 |
0.3% |
0.9991 |
Range |
0.0059 |
0.0000 |
-0.0059 |
-100.0% |
0.0123 |
ATR |
0.0039 |
0.0038 |
-0.0001 |
-2.9% |
0.0000 |
Volume |
94 |
15 |
-79 |
-84.0% |
206 |
|
Daily Pivots for day following 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9989 |
0.9990 |
0.9991 |
|
R3 |
0.9989 |
0.9990 |
0.9991 |
|
R2 |
0.9989 |
0.9989 |
0.9991 |
|
R1 |
0.9990 |
0.9990 |
0.9991 |
0.9990 |
PP |
0.9989 |
0.9989 |
0.9989 |
0.9989 |
S1 |
0.9990 |
0.9990 |
0.9991 |
0.9990 |
S2 |
0.9989 |
0.9989 |
0.9991 |
|
S3 |
0.9989 |
0.9990 |
0.9991 |
|
S4 |
0.9989 |
0.9990 |
0.9991 |
|
|
Weekly Pivots for week ending 21-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0346 |
1.0291 |
1.0059 |
|
R3 |
1.0223 |
1.0168 |
1.0025 |
|
R2 |
1.0100 |
1.0100 |
1.0014 |
|
R1 |
1.0045 |
1.0045 |
1.0002 |
1.0011 |
PP |
0.9977 |
0.9977 |
0.9977 |
0.9960 |
S1 |
0.9922 |
0.9922 |
0.9980 |
0.9888 |
S2 |
0.9854 |
0.9854 |
0.9968 |
|
S3 |
0.9731 |
0.9799 |
0.9957 |
|
S4 |
0.9608 |
0.9676 |
0.9923 |
|
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9988 |
2.618 |
0.9988 |
1.618 |
0.9988 |
1.000 |
0.9988 |
0.618 |
0.9988 |
HIGH |
0.9988 |
0.618 |
0.9988 |
0.500 |
0.9988 |
0.382 |
0.9988 |
LOW |
0.9988 |
0.618 |
0.9988 |
1.000 |
0.9988 |
1.618 |
0.9988 |
2.618 |
0.9988 |
4.250 |
0.9988 |
|
|
Fisher Pivots for day following 21-Jan-2011 |
Pivot |
1 day |
3 day |
R1 |
0.9990 |
0.9980 |
PP |
0.9989 |
0.9969 |
S1 |
0.9988 |
0.9958 |
|