CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9421 |
0.9438 |
0.0017 |
0.2% |
0.9595 |
| High |
0.9454 |
0.9502 |
0.0048 |
0.5% |
0.9754 |
| Low |
0.9370 |
0.9428 |
0.0058 |
0.6% |
0.9506 |
| Close |
0.9427 |
0.9449 |
0.0022 |
0.2% |
0.9532 |
| Range |
0.0084 |
0.0074 |
-0.0010 |
-11.9% |
0.0248 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
85,904 |
78,581 |
-7,323 |
-8.5% |
379,674 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9682 |
0.9639 |
0.9490 |
|
| R3 |
0.9608 |
0.9565 |
0.9469 |
|
| R2 |
0.9534 |
0.9534 |
0.9463 |
|
| R1 |
0.9491 |
0.9491 |
0.9456 |
0.9513 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9470 |
| S1 |
0.9417 |
0.9417 |
0.9442 |
0.9439 |
| S2 |
0.9386 |
0.9386 |
0.9435 |
|
| S3 |
0.9312 |
0.9343 |
0.9429 |
|
| S4 |
0.9238 |
0.9269 |
0.9408 |
|
|
| 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 |
0.9630 |
0.9370 |
0.0260 |
2.8% |
0.0099 |
1.0% |
30% |
False |
False |
85,860 |
| 10 |
0.9754 |
0.9370 |
0.0384 |
4.1% |
0.0102 |
1.1% |
21% |
False |
False |
79,807 |
| 20 |
0.9889 |
0.9370 |
0.0519 |
5.5% |
0.0100 |
1.1% |
15% |
False |
False |
79,823 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.6% |
0.0107 |
1.1% |
17% |
False |
False |
82,613 |
| 60 |
0.9889 |
0.9357 |
0.0532 |
5.6% |
0.0115 |
1.2% |
17% |
False |
False |
74,774 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
7.1% |
0.0126 |
1.3% |
34% |
False |
False |
56,505 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0120 |
1.3% |
27% |
False |
False |
45,316 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0111 |
1.2% |
27% |
False |
False |
37,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9817 |
|
2.618 |
0.9696 |
|
1.618 |
0.9622 |
|
1.000 |
0.9576 |
|
0.618 |
0.9548 |
|
HIGH |
0.9502 |
|
0.618 |
0.9474 |
|
0.500 |
0.9465 |
|
0.382 |
0.9456 |
|
LOW |
0.9428 |
|
0.618 |
0.9382 |
|
1.000 |
0.9354 |
|
1.618 |
0.9308 |
|
2.618 |
0.9234 |
|
4.250 |
0.9114 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9465 |
0.9446 |
| PP |
0.9460 |
0.9442 |
| S1 |
0.9454 |
0.9439 |
|