CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9676 |
0.9715 |
0.0039 |
0.4% |
0.9734 |
| High |
0.9733 |
0.9754 |
0.0021 |
0.2% |
0.9745 |
| Low |
0.9665 |
0.9596 |
-0.0069 |
-0.7% |
0.9522 |
| Close |
0.9730 |
0.9616 |
-0.0114 |
-1.2% |
0.9590 |
| Range |
0.0068 |
0.0158 |
0.0090 |
132.4% |
0.0223 |
| ATR |
0.0103 |
0.0107 |
0.0004 |
3.8% |
0.0000 |
| Volume |
71,119 |
89,091 |
17,972 |
25.3% |
394,000 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0129 |
1.0031 |
0.9703 |
|
| R3 |
0.9971 |
0.9873 |
0.9659 |
|
| R2 |
0.9813 |
0.9813 |
0.9645 |
|
| R1 |
0.9715 |
0.9715 |
0.9630 |
0.9685 |
| PP |
0.9655 |
0.9655 |
0.9655 |
0.9641 |
| S1 |
0.9557 |
0.9557 |
0.9602 |
0.9527 |
| S2 |
0.9497 |
0.9497 |
0.9587 |
|
| S3 |
0.9339 |
0.9399 |
0.9573 |
|
| S4 |
0.9181 |
0.9241 |
0.9529 |
|
|
| 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 |
0.9754 |
0.9551 |
0.0203 |
2.1% |
0.0106 |
1.1% |
32% |
True |
False |
73,754 |
| 10 |
0.9850 |
0.9522 |
0.0328 |
3.4% |
0.0107 |
1.1% |
29% |
False |
False |
79,312 |
| 20 |
0.9889 |
0.9522 |
0.0367 |
3.8% |
0.0098 |
1.0% |
26% |
False |
False |
76,247 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0110 |
1.1% |
48% |
False |
False |
82,835 |
| 60 |
0.9889 |
0.9310 |
0.0579 |
6.0% |
0.0119 |
1.2% |
53% |
False |
False |
67,831 |
| 80 |
0.9980 |
0.9222 |
0.0758 |
7.9% |
0.0127 |
1.3% |
52% |
False |
False |
51,169 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0118 |
1.2% |
47% |
False |
False |
41,030 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0109 |
1.1% |
47% |
False |
False |
34,223 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0426 |
|
2.618 |
1.0168 |
|
1.618 |
1.0010 |
|
1.000 |
0.9912 |
|
0.618 |
0.9852 |
|
HIGH |
0.9754 |
|
0.618 |
0.9694 |
|
0.500 |
0.9675 |
|
0.382 |
0.9656 |
|
LOW |
0.9596 |
|
0.618 |
0.9498 |
|
1.000 |
0.9438 |
|
1.618 |
0.9340 |
|
2.618 |
0.9182 |
|
4.250 |
0.8925 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9675 |
0.9661 |
| PP |
0.9655 |
0.9646 |
| S1 |
0.9636 |
0.9631 |
|