CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9452 |
0.9520 |
0.0068 |
0.7% |
0.9530 |
| High |
0.9522 |
0.9546 |
0.0024 |
0.3% |
0.9570 |
| Low |
0.9387 |
0.9427 |
0.0040 |
0.4% |
0.9370 |
| Close |
0.9500 |
0.9443 |
-0.0057 |
-0.6% |
0.9500 |
| Range |
0.0135 |
0.0119 |
-0.0016 |
-11.9% |
0.0200 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.8% |
0.0000 |
| Volume |
108,337 |
62,551 |
-45,786 |
-42.3% |
457,342 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9829 |
0.9755 |
0.9508 |
|
| R3 |
0.9710 |
0.9636 |
0.9476 |
|
| R2 |
0.9591 |
0.9591 |
0.9465 |
|
| R1 |
0.9517 |
0.9517 |
0.9454 |
0.9495 |
| PP |
0.9472 |
0.9472 |
0.9472 |
0.9461 |
| S1 |
0.9398 |
0.9398 |
0.9432 |
0.9376 |
| S2 |
0.9353 |
0.9353 |
0.9421 |
|
| S3 |
0.9234 |
0.9279 |
0.9410 |
|
| S4 |
0.9115 |
0.9160 |
0.9378 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0080 |
0.9990 |
0.9610 |
|
| R3 |
0.9880 |
0.9790 |
0.9555 |
|
| R2 |
0.9680 |
0.9680 |
0.9537 |
|
| R1 |
0.9590 |
0.9590 |
0.9518 |
0.9535 |
| PP |
0.9480 |
0.9480 |
0.9480 |
0.9453 |
| S1 |
0.9390 |
0.9390 |
0.9482 |
0.9335 |
| S2 |
0.9280 |
0.9280 |
0.9463 |
|
| S3 |
0.9080 |
0.9190 |
0.9445 |
|
| S4 |
0.8880 |
0.8990 |
0.9390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9546 |
0.9370 |
0.0176 |
1.9% |
0.0110 |
1.2% |
41% |
True |
False |
91,413 |
| 10 |
0.9754 |
0.9370 |
0.0384 |
4.1% |
0.0111 |
1.2% |
19% |
False |
False |
83,643 |
| 20 |
0.9889 |
0.9370 |
0.0519 |
5.5% |
0.0102 |
1.1% |
14% |
False |
False |
79,997 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.6% |
0.0109 |
1.1% |
16% |
False |
False |
80,838 |
| 60 |
0.9889 |
0.9357 |
0.0532 |
5.6% |
0.0113 |
1.2% |
16% |
False |
False |
77,494 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
7.1% |
0.0122 |
1.3% |
33% |
False |
False |
58,626 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0120 |
1.3% |
27% |
False |
False |
47,020 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0112 |
1.2% |
27% |
False |
False |
39,221 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0052 |
|
2.618 |
0.9858 |
|
1.618 |
0.9739 |
|
1.000 |
0.9665 |
|
0.618 |
0.9620 |
|
HIGH |
0.9546 |
|
0.618 |
0.9501 |
|
0.500 |
0.9487 |
|
0.382 |
0.9472 |
|
LOW |
0.9427 |
|
0.618 |
0.9353 |
|
1.000 |
0.9308 |
|
1.618 |
0.9234 |
|
2.618 |
0.9115 |
|
4.250 |
0.8921 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9487 |
0.9467 |
| PP |
0.9472 |
0.9459 |
| S1 |
0.9458 |
0.9451 |
|