CME Canadian Dollar Future September 2011
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9680 |
-0.0045 |
-0.5% |
0.9893 |
| High |
0.9725 |
0.9680 |
-0.0045 |
-0.5% |
0.9928 |
| Low |
0.9723 |
0.9664 |
-0.0059 |
-0.6% |
0.9811 |
| Close |
0.9712 |
0.9692 |
-0.0020 |
-0.2% |
0.9823 |
| Range |
0.0002 |
0.0016 |
0.0014 |
700.0% |
0.0117 |
| ATR |
0.0000 |
0.0046 |
0.0046 |
|
0.0000 |
| Volume |
31 |
19 |
-12 |
-38.7% |
80 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9727 |
0.9725 |
0.9701 |
|
| R3 |
0.9711 |
0.9709 |
0.9696 |
|
| R2 |
0.9695 |
0.9695 |
0.9695 |
|
| R1 |
0.9693 |
0.9693 |
0.9693 |
0.9694 |
| PP |
0.9679 |
0.9679 |
0.9679 |
0.9679 |
| S1 |
0.9677 |
0.9677 |
0.9691 |
0.9678 |
| S2 |
0.9663 |
0.9663 |
0.9689 |
|
| S3 |
0.9647 |
0.9661 |
0.9688 |
|
| S4 |
0.9631 |
0.9645 |
0.9683 |
|
|
| 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 |
0.9748 |
|
2.618 |
0.9722 |
|
1.618 |
0.9706 |
|
1.000 |
0.9696 |
|
0.618 |
0.9690 |
|
HIGH |
0.9680 |
|
0.618 |
0.9674 |
|
0.500 |
0.9672 |
|
0.382 |
0.9670 |
|
LOW |
0.9664 |
|
0.618 |
0.9654 |
|
1.000 |
0.9648 |
|
1.618 |
0.9638 |
|
2.618 |
0.9622 |
|
4.250 |
0.9596 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9757 |
| PP |
0.9679 |
0.9735 |
| S1 |
0.9672 |
0.9714 |
|