CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 18-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9350 |
0.9374 |
0.0024 |
0.3% |
0.9400 |
High |
0.9350 |
0.9374 |
0.0024 |
0.3% |
0.9417 |
Low |
0.9338 |
0.9374 |
0.0036 |
0.4% |
0.9338 |
Close |
0.9339 |
0.9377 |
0.0038 |
0.4% |
0.9377 |
Range |
0.0012 |
0.0000 |
-0.0012 |
-100.0% |
0.0079 |
ATR |
0.0067 |
0.0065 |
-0.0002 |
-3.4% |
0.0000 |
Volume |
0 |
41 |
41 |
|
64 |
|
Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9375 |
0.9376 |
0.9377 |
|
R3 |
0.9375 |
0.9376 |
0.9377 |
|
R2 |
0.9375 |
0.9375 |
0.9377 |
|
R1 |
0.9376 |
0.9376 |
0.9377 |
0.9376 |
PP |
0.9375 |
0.9375 |
0.9375 |
0.9375 |
S1 |
0.9376 |
0.9376 |
0.9377 |
0.9376 |
S2 |
0.9375 |
0.9375 |
0.9377 |
|
S3 |
0.9375 |
0.9376 |
0.9377 |
|
S4 |
0.9375 |
0.9376 |
0.9377 |
|
|
Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9614 |
0.9575 |
0.9420 |
|
R3 |
0.9535 |
0.9496 |
0.9399 |
|
R2 |
0.9456 |
0.9456 |
0.9391 |
|
R1 |
0.9417 |
0.9417 |
0.9384 |
0.9397 |
PP |
0.9377 |
0.9377 |
0.9377 |
0.9368 |
S1 |
0.9338 |
0.9338 |
0.9370 |
0.9318 |
S2 |
0.9298 |
0.9298 |
0.9363 |
|
S3 |
0.9219 |
0.9259 |
0.9355 |
|
S4 |
0.9140 |
0.9180 |
0.9334 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9417 |
0.9338 |
0.0079 |
0.8% |
0.0003 |
0.0% |
49% |
False |
False |
12 |
10 |
0.9537 |
0.9338 |
0.0199 |
2.1% |
0.0012 |
0.1% |
20% |
False |
False |
29 |
20 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0020 |
0.2% |
25% |
False |
False |
22 |
40 |
0.9576 |
0.9255 |
0.0321 |
3.4% |
0.0015 |
0.2% |
38% |
False |
False |
14 |
60 |
0.9710 |
0.9100 |
0.0610 |
6.5% |
0.0013 |
0.1% |
45% |
False |
False |
11 |
80 |
0.9710 |
0.9024 |
0.0686 |
7.3% |
0.0013 |
0.1% |
51% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9374 |
2.618 |
0.9374 |
1.618 |
0.9374 |
1.000 |
0.9374 |
0.618 |
0.9374 |
HIGH |
0.9374 |
0.618 |
0.9374 |
0.500 |
0.9374 |
0.382 |
0.9374 |
LOW |
0.9374 |
0.618 |
0.9374 |
1.000 |
0.9374 |
1.618 |
0.9374 |
2.618 |
0.9374 |
4.250 |
0.9374 |
|
|
Fisher Pivots for day following 18-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9376 |
0.9375 |
PP |
0.9375 |
0.9372 |
S1 |
0.9374 |
0.9370 |
|