CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9734 |
0.9729 |
-0.0005 |
-0.1% |
0.9704 |
| High |
0.9745 |
0.9736 |
-0.0009 |
-0.1% |
0.9889 |
| Low |
0.9705 |
0.9620 |
-0.0085 |
-0.9% |
0.9698 |
| Close |
0.9736 |
0.9688 |
-0.0048 |
-0.5% |
0.9707 |
| Range |
0.0040 |
0.0116 |
0.0076 |
190.0% |
0.0191 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.8% |
0.0000 |
| Volume |
50,099 |
95,398 |
45,299 |
90.4% |
404,370 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0029 |
0.9975 |
0.9752 |
|
| R3 |
0.9913 |
0.9859 |
0.9720 |
|
| R2 |
0.9797 |
0.9797 |
0.9709 |
|
| R1 |
0.9743 |
0.9743 |
0.9699 |
0.9712 |
| PP |
0.9681 |
0.9681 |
0.9681 |
0.9666 |
| S1 |
0.9627 |
0.9627 |
0.9677 |
0.9596 |
| S2 |
0.9565 |
0.9565 |
0.9667 |
|
| S3 |
0.9449 |
0.9511 |
0.9656 |
|
| S4 |
0.9333 |
0.9395 |
0.9624 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0213 |
0.9812 |
|
| R3 |
1.0147 |
1.0022 |
0.9760 |
|
| R2 |
0.9956 |
0.9956 |
0.9742 |
|
| R1 |
0.9831 |
0.9831 |
0.9725 |
0.9894 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9796 |
| S1 |
0.9640 |
0.9640 |
0.9689 |
0.9703 |
| S2 |
0.9574 |
0.9574 |
0.9672 |
|
| S3 |
0.9383 |
0.9449 |
0.9654 |
|
| S4 |
0.9192 |
0.9258 |
0.9602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9889 |
0.9620 |
0.0269 |
2.8% |
0.0098 |
1.0% |
25% |
False |
True |
79,133 |
| 10 |
0.9889 |
0.9618 |
0.0271 |
2.8% |
0.0090 |
0.9% |
26% |
False |
False |
76,375 |
| 20 |
0.9889 |
0.9439 |
0.0450 |
4.6% |
0.0105 |
1.1% |
55% |
False |
False |
78,480 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0112 |
1.2% |
62% |
False |
False |
81,834 |
| 60 |
0.9889 |
0.9222 |
0.0667 |
6.9% |
0.0124 |
1.3% |
70% |
False |
False |
58,893 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0126 |
1.3% |
56% |
False |
False |
44,401 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0115 |
1.2% |
56% |
False |
False |
35,568 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0107 |
1.1% |
56% |
False |
False |
29,660 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0229 |
|
2.618 |
1.0040 |
|
1.618 |
0.9924 |
|
1.000 |
0.9852 |
|
0.618 |
0.9808 |
|
HIGH |
0.9736 |
|
0.618 |
0.9692 |
|
0.500 |
0.9678 |
|
0.382 |
0.9664 |
|
LOW |
0.9620 |
|
0.618 |
0.9548 |
|
1.000 |
0.9504 |
|
1.618 |
0.9432 |
|
2.618 |
0.9316 |
|
4.250 |
0.9127 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9685 |
0.9735 |
| PP |
0.9681 |
0.9719 |
| S1 |
0.9678 |
0.9704 |
|