CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9614 |
0.9530 |
-0.0084 |
-0.9% |
0.9595 |
| High |
0.9630 |
0.9570 |
-0.0060 |
-0.6% |
0.9754 |
| Low |
0.9506 |
0.9492 |
-0.0014 |
-0.1% |
0.9506 |
| Close |
0.9532 |
0.9508 |
-0.0024 |
-0.3% |
0.9532 |
| Range |
0.0124 |
0.0078 |
-0.0046 |
-37.1% |
0.0248 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
80,295 |
62,828 |
-17,467 |
-21.8% |
379,674 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9757 |
0.9711 |
0.9551 |
|
| R3 |
0.9679 |
0.9633 |
0.9529 |
|
| R2 |
0.9601 |
0.9601 |
0.9522 |
|
| R1 |
0.9555 |
0.9555 |
0.9515 |
0.9539 |
| PP |
0.9523 |
0.9523 |
0.9523 |
0.9516 |
| S1 |
0.9477 |
0.9477 |
0.9501 |
0.9461 |
| S2 |
0.9445 |
0.9445 |
0.9494 |
|
| S3 |
0.9367 |
0.9399 |
0.9487 |
|
| S4 |
0.9289 |
0.9321 |
0.9465 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0185 |
0.9668 |
|
| R3 |
1.0093 |
0.9937 |
0.9600 |
|
| R2 |
0.9845 |
0.9845 |
0.9577 |
|
| R1 |
0.9689 |
0.9689 |
0.9555 |
0.9643 |
| PP |
0.9597 |
0.9597 |
0.9597 |
0.9575 |
| S1 |
0.9441 |
0.9441 |
0.9509 |
0.9395 |
| S2 |
0.9349 |
0.9349 |
0.9487 |
|
| S3 |
0.9101 |
0.9193 |
0.9464 |
|
| S4 |
0.8853 |
0.8945 |
0.9396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9754 |
0.9492 |
0.0262 |
2.8% |
0.0111 |
1.2% |
6% |
False |
True |
75,874 |
| 10 |
0.9754 |
0.9492 |
0.0262 |
2.8% |
0.0108 |
1.1% |
6% |
False |
True |
78,640 |
| 20 |
0.9889 |
0.9492 |
0.0397 |
4.2% |
0.0100 |
1.1% |
4% |
False |
True |
75,833 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.6% |
0.0110 |
1.2% |
28% |
False |
False |
81,611 |
| 60 |
0.9889 |
0.9357 |
0.0532 |
5.6% |
0.0117 |
1.2% |
28% |
False |
False |
70,158 |
| 80 |
0.9970 |
0.9222 |
0.0748 |
7.9% |
0.0127 |
1.3% |
38% |
False |
False |
52,940 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0118 |
1.2% |
34% |
False |
False |
42,458 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0110 |
1.2% |
34% |
False |
False |
35,415 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9902 |
|
2.618 |
0.9774 |
|
1.618 |
0.9696 |
|
1.000 |
0.9648 |
|
0.618 |
0.9618 |
|
HIGH |
0.9570 |
|
0.618 |
0.9540 |
|
0.500 |
0.9531 |
|
0.382 |
0.9522 |
|
LOW |
0.9492 |
|
0.618 |
0.9444 |
|
1.000 |
0.9414 |
|
1.618 |
0.9366 |
|
2.618 |
0.9288 |
|
4.250 |
0.9161 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9531 |
0.9623 |
| PP |
0.9523 |
0.9585 |
| S1 |
0.9516 |
0.9546 |
|