CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9580 |
0.9676 |
0.0096 |
1.0% |
0.9734 |
| High |
0.9697 |
0.9733 |
0.0036 |
0.4% |
0.9745 |
| Low |
0.9568 |
0.9665 |
0.0097 |
1.0% |
0.9522 |
| Close |
0.9681 |
0.9730 |
0.0049 |
0.5% |
0.9590 |
| Range |
0.0129 |
0.0068 |
-0.0061 |
-47.3% |
0.0223 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
76,041 |
71,119 |
-4,922 |
-6.5% |
394,000 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9913 |
0.9890 |
0.9767 |
|
| R3 |
0.9845 |
0.9822 |
0.9749 |
|
| R2 |
0.9777 |
0.9777 |
0.9742 |
|
| R1 |
0.9754 |
0.9754 |
0.9736 |
0.9766 |
| PP |
0.9709 |
0.9709 |
0.9709 |
0.9715 |
| S1 |
0.9686 |
0.9686 |
0.9724 |
0.9698 |
| S2 |
0.9641 |
0.9641 |
0.9718 |
|
| S3 |
0.9573 |
0.9618 |
0.9711 |
|
| S4 |
0.9505 |
0.9550 |
0.9693 |
|
|
| 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 |
0.9733 |
0.9522 |
0.0211 |
2.2% |
0.0088 |
0.9% |
99% |
True |
False |
70,806 |
| 10 |
0.9889 |
0.9522 |
0.0367 |
3.8% |
0.0099 |
1.0% |
57% |
False |
False |
77,397 |
| 20 |
0.9889 |
0.9514 |
0.0375 |
3.9% |
0.0097 |
1.0% |
58% |
False |
False |
76,344 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.4% |
0.0110 |
1.1% |
70% |
False |
False |
82,454 |
| 60 |
0.9889 |
0.9222 |
0.0667 |
6.9% |
0.0119 |
1.2% |
76% |
False |
False |
66,360 |
| 80 |
0.9990 |
0.9222 |
0.0768 |
7.9% |
0.0127 |
1.3% |
66% |
False |
False |
50,057 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0117 |
1.2% |
61% |
False |
False |
40,142 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0108 |
1.1% |
61% |
False |
False |
33,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0022 |
|
2.618 |
0.9911 |
|
1.618 |
0.9843 |
|
1.000 |
0.9801 |
|
0.618 |
0.9775 |
|
HIGH |
0.9733 |
|
0.618 |
0.9707 |
|
0.500 |
0.9699 |
|
0.382 |
0.9691 |
|
LOW |
0.9665 |
|
0.618 |
0.9623 |
|
1.000 |
0.9597 |
|
1.618 |
0.9555 |
|
2.618 |
0.9487 |
|
4.250 |
0.9376 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9720 |
0.9701 |
| PP |
0.9709 |
0.9671 |
| S1 |
0.9699 |
0.9642 |
|