CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9503 |
0.9421 |
-0.0082 |
-0.9% |
0.9595 |
| High |
0.9508 |
0.9454 |
-0.0054 |
-0.6% |
0.9754 |
| Low |
0.9372 |
0.9370 |
-0.0002 |
0.0% |
0.9506 |
| Close |
0.9431 |
0.9427 |
-0.0004 |
0.0% |
0.9532 |
| Range |
0.0136 |
0.0084 |
-0.0052 |
-38.2% |
0.0248 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
121,692 |
85,904 |
-35,788 |
-29.4% |
379,674 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9669 |
0.9632 |
0.9473 |
|
| R3 |
0.9585 |
0.9548 |
0.9450 |
|
| R2 |
0.9501 |
0.9501 |
0.9442 |
|
| R1 |
0.9464 |
0.9464 |
0.9435 |
0.9483 |
| PP |
0.9417 |
0.9417 |
0.9417 |
0.9426 |
| S1 |
0.9380 |
0.9380 |
0.9419 |
0.9399 |
| S2 |
0.9333 |
0.9333 |
0.9412 |
|
| S3 |
0.9249 |
0.9296 |
0.9404 |
|
| S4 |
0.9165 |
0.9212 |
0.9381 |
|
|
| 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 |
0.9370 |
0.0384 |
4.1% |
0.0116 |
1.2% |
15% |
False |
True |
87,962 |
| 10 |
0.9754 |
0.9370 |
0.0384 |
4.1% |
0.0102 |
1.1% |
15% |
False |
True |
79,384 |
| 20 |
0.9889 |
0.9370 |
0.0519 |
5.5% |
0.0100 |
1.1% |
11% |
False |
True |
79,292 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.6% |
0.0109 |
1.2% |
13% |
False |
False |
83,403 |
| 60 |
0.9889 |
0.9357 |
0.0532 |
5.6% |
0.0116 |
1.2% |
13% |
False |
False |
73,540 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
7.1% |
0.0126 |
1.3% |
31% |
False |
False |
55,526 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0119 |
1.3% |
25% |
False |
False |
44,531 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0111 |
1.2% |
25% |
False |
False |
37,144 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9811 |
|
2.618 |
0.9674 |
|
1.618 |
0.9590 |
|
1.000 |
0.9538 |
|
0.618 |
0.9506 |
|
HIGH |
0.9454 |
|
0.618 |
0.9422 |
|
0.500 |
0.9412 |
|
0.382 |
0.9402 |
|
LOW |
0.9370 |
|
0.618 |
0.9318 |
|
1.000 |
0.9286 |
|
1.618 |
0.9234 |
|
2.618 |
0.9150 |
|
4.250 |
0.9013 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9422 |
0.9470 |
| PP |
0.9417 |
0.9456 |
| S1 |
0.9412 |
0.9441 |
|