CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9595 |
0.9580 |
-0.0015 |
-0.2% |
0.9734 |
| High |
0.9638 |
0.9697 |
0.0059 |
0.6% |
0.9745 |
| Low |
0.9551 |
0.9568 |
0.0017 |
0.2% |
0.9522 |
| Close |
0.9568 |
0.9681 |
0.0113 |
1.2% |
0.9590 |
| Range |
0.0087 |
0.0129 |
0.0042 |
48.3% |
0.0223 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
1.7% |
0.0000 |
| Volume |
63,128 |
76,041 |
12,913 |
20.5% |
394,000 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0036 |
0.9987 |
0.9752 |
|
| R3 |
0.9907 |
0.9858 |
0.9716 |
|
| R2 |
0.9778 |
0.9778 |
0.9705 |
|
| R1 |
0.9729 |
0.9729 |
0.9693 |
0.9754 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9661 |
| S1 |
0.9600 |
0.9600 |
0.9669 |
0.9625 |
| S2 |
0.9520 |
0.9520 |
0.9657 |
|
| S3 |
0.9391 |
0.9471 |
0.9646 |
|
| S4 |
0.9262 |
0.9342 |
0.9610 |
|
|
| 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 |
0.9701 |
0.9522 |
0.0179 |
1.8% |
0.0106 |
1.1% |
89% |
False |
False |
77,534 |
| 10 |
0.9889 |
0.9522 |
0.0367 |
3.8% |
0.0102 |
1.1% |
43% |
False |
False |
78,334 |
| 20 |
0.9889 |
0.9514 |
0.0375 |
3.9% |
0.0100 |
1.0% |
45% |
False |
False |
77,218 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0111 |
1.1% |
61% |
False |
False |
82,699 |
| 60 |
0.9889 |
0.9222 |
0.0667 |
6.9% |
0.0120 |
1.2% |
69% |
False |
False |
65,204 |
| 80 |
1.0018 |
0.9222 |
0.0796 |
8.2% |
0.0127 |
1.3% |
58% |
False |
False |
49,176 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0117 |
1.2% |
55% |
False |
False |
39,434 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0109 |
1.1% |
55% |
False |
False |
32,890 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0245 |
|
2.618 |
1.0035 |
|
1.618 |
0.9906 |
|
1.000 |
0.9826 |
|
0.618 |
0.9777 |
|
HIGH |
0.9697 |
|
0.618 |
0.9648 |
|
0.500 |
0.9633 |
|
0.382 |
0.9617 |
|
LOW |
0.9568 |
|
0.618 |
0.9488 |
|
1.000 |
0.9439 |
|
1.618 |
0.9359 |
|
2.618 |
0.9230 |
|
4.250 |
0.9020 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9665 |
0.9662 |
| PP |
0.9649 |
0.9643 |
| S1 |
0.9633 |
0.9624 |
|