CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9550 |
0.9584 |
0.0034 |
0.4% |
0.9734 |
| High |
0.9591 |
0.9657 |
0.0066 |
0.7% |
0.9745 |
| Low |
0.9522 |
0.9571 |
0.0049 |
0.5% |
0.9522 |
| Close |
0.9571 |
0.9590 |
0.0019 |
0.2% |
0.9590 |
| Range |
0.0069 |
0.0086 |
0.0017 |
24.6% |
0.0223 |
| ATR |
0.0107 |
0.0105 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
74,348 |
69,395 |
-4,953 |
-6.7% |
394,000 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9864 |
0.9813 |
0.9637 |
|
| R3 |
0.9778 |
0.9727 |
0.9614 |
|
| R2 |
0.9692 |
0.9692 |
0.9606 |
|
| R1 |
0.9641 |
0.9641 |
0.9598 |
0.9667 |
| PP |
0.9606 |
0.9606 |
0.9606 |
0.9619 |
| S1 |
0.9555 |
0.9555 |
0.9582 |
0.9581 |
| S2 |
0.9520 |
0.9520 |
0.9574 |
|
| S3 |
0.9434 |
0.9469 |
0.9566 |
|
| S4 |
0.9348 |
0.9383 |
0.9543 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0162 |
0.9713 |
|
| R3 |
1.0065 |
0.9939 |
0.9651 |
|
| R2 |
0.9842 |
0.9842 |
0.9631 |
|
| R1 |
0.9716 |
0.9716 |
0.9610 |
0.9668 |
| PP |
0.9619 |
0.9619 |
0.9619 |
0.9595 |
| S1 |
0.9493 |
0.9493 |
0.9570 |
0.9445 |
| S2 |
0.9396 |
0.9396 |
0.9549 |
|
| S3 |
0.9173 |
0.9270 |
0.9529 |
|
| S4 |
0.8950 |
0.9047 |
0.9467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9745 |
0.9522 |
0.0223 |
2.3% |
0.0094 |
1.0% |
30% |
False |
False |
78,800 |
| 10 |
0.9889 |
0.9522 |
0.0367 |
3.8% |
0.0095 |
1.0% |
19% |
False |
False |
79,837 |
| 20 |
0.9889 |
0.9439 |
0.0450 |
4.7% |
0.0100 |
1.0% |
34% |
False |
False |
78,401 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0112 |
1.2% |
43% |
False |
False |
82,768 |
| 60 |
0.9889 |
0.9222 |
0.0667 |
7.0% |
0.0123 |
1.3% |
55% |
False |
False |
62,976 |
| 80 |
1.0020 |
0.9222 |
0.0798 |
8.3% |
0.0126 |
1.3% |
46% |
False |
False |
47,448 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0116 |
1.2% |
44% |
False |
False |
38,046 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0108 |
1.1% |
44% |
False |
False |
31,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0023 |
|
2.618 |
0.9882 |
|
1.618 |
0.9796 |
|
1.000 |
0.9743 |
|
0.618 |
0.9710 |
|
HIGH |
0.9657 |
|
0.618 |
0.9624 |
|
0.500 |
0.9614 |
|
0.382 |
0.9604 |
|
LOW |
0.9571 |
|
0.618 |
0.9518 |
|
1.000 |
0.9485 |
|
1.618 |
0.9432 |
|
2.618 |
0.9346 |
|
4.250 |
0.9206 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9614 |
0.9612 |
| PP |
0.9606 |
0.9604 |
| S1 |
0.9598 |
0.9597 |
|