CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9863 |
0.9850 |
-0.0013 |
-0.1% |
0.9893 |
| High |
0.9863 |
0.9850 |
-0.0013 |
-0.1% |
0.9928 |
| Low |
0.9863 |
0.9811 |
-0.0052 |
-0.5% |
0.9811 |
| Close |
0.9853 |
0.9823 |
-0.0030 |
-0.3% |
0.9823 |
| Range |
0.0000 |
0.0039 |
0.0039 |
|
0.0117 |
| ATR |
|
|
|
|
|
| Volume |
6 |
4 |
-2 |
-33.3% |
80 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9945 |
0.9923 |
0.9844 |
|
| R3 |
0.9906 |
0.9884 |
0.9834 |
|
| R2 |
0.9867 |
0.9867 |
0.9830 |
|
| R1 |
0.9845 |
0.9845 |
0.9827 |
0.9837 |
| PP |
0.9828 |
0.9828 |
0.9828 |
0.9824 |
| S1 |
0.9806 |
0.9806 |
0.9819 |
0.9798 |
| S2 |
0.9789 |
0.9789 |
0.9816 |
|
| S3 |
0.9750 |
0.9767 |
0.9812 |
|
| S4 |
0.9711 |
0.9728 |
0.9802 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0131 |
0.9887 |
|
| R3 |
1.0088 |
1.0014 |
0.9855 |
|
| R2 |
0.9971 |
0.9971 |
0.9844 |
|
| R1 |
0.9897 |
0.9897 |
0.9834 |
0.9876 |
| PP |
0.9854 |
0.9854 |
0.9854 |
0.9843 |
| S1 |
0.9780 |
0.9780 |
0.9812 |
0.9759 |
| S2 |
0.9737 |
0.9737 |
0.9802 |
|
| S3 |
0.9620 |
0.9663 |
0.9791 |
|
| S4 |
0.9503 |
0.9546 |
0.9759 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0016 |
|
2.618 |
0.9952 |
|
1.618 |
0.9913 |
|
1.000 |
0.9889 |
|
0.618 |
0.9874 |
|
HIGH |
0.9850 |
|
0.618 |
0.9835 |
|
0.500 |
0.9831 |
|
0.382 |
0.9826 |
|
LOW |
0.9811 |
|
0.618 |
0.9787 |
|
1.000 |
0.9772 |
|
1.618 |
0.9748 |
|
2.618 |
0.9709 |
|
4.250 |
0.9645 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9831 |
0.9868 |
| PP |
0.9828 |
0.9853 |
| S1 |
0.9826 |
0.9838 |
|