CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9520 |
0.9435 |
-0.0085 |
-0.9% |
0.9530 |
| High |
0.9546 |
0.9453 |
-0.0093 |
-1.0% |
0.9570 |
| Low |
0.9427 |
0.9366 |
-0.0061 |
-0.6% |
0.9370 |
| Close |
0.9443 |
0.9368 |
-0.0075 |
-0.8% |
0.9500 |
| Range |
0.0119 |
0.0087 |
-0.0032 |
-26.9% |
0.0200 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
62,551 |
106,959 |
44,408 |
71.0% |
457,342 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9657 |
0.9599 |
0.9416 |
|
| R3 |
0.9570 |
0.9512 |
0.9392 |
|
| R2 |
0.9483 |
0.9483 |
0.9384 |
|
| R1 |
0.9425 |
0.9425 |
0.9376 |
0.9411 |
| PP |
0.9396 |
0.9396 |
0.9396 |
0.9388 |
| S1 |
0.9338 |
0.9338 |
0.9360 |
0.9324 |
| S2 |
0.9309 |
0.9309 |
0.9352 |
|
| S3 |
0.9222 |
0.9251 |
0.9344 |
|
| S4 |
0.9135 |
0.9164 |
0.9320 |
|
|
| 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 |
0.9366 |
0.0180 |
1.9% |
0.0100 |
1.1% |
1% |
False |
True |
88,466 |
| 10 |
0.9754 |
0.9366 |
0.0388 |
4.1% |
0.0106 |
1.1% |
1% |
False |
True |
86,735 |
| 20 |
0.9889 |
0.9366 |
0.0523 |
5.6% |
0.0104 |
1.1% |
0% |
False |
True |
82,534 |
| 40 |
0.9889 |
0.9366 |
0.0523 |
5.6% |
0.0106 |
1.1% |
0% |
False |
True |
81,289 |
| 60 |
0.9889 |
0.9360 |
0.0529 |
5.6% |
0.0112 |
1.2% |
2% |
False |
False |
79,132 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
7.1% |
0.0121 |
1.3% |
22% |
False |
False |
59,941 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0121 |
1.3% |
18% |
False |
False |
48,087 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0112 |
1.2% |
18% |
False |
False |
40,112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9823 |
|
2.618 |
0.9681 |
|
1.618 |
0.9594 |
|
1.000 |
0.9540 |
|
0.618 |
0.9507 |
|
HIGH |
0.9453 |
|
0.618 |
0.9420 |
|
0.500 |
0.9410 |
|
0.382 |
0.9399 |
|
LOW |
0.9366 |
|
0.618 |
0.9312 |
|
1.000 |
0.9279 |
|
1.618 |
0.9225 |
|
2.618 |
0.9138 |
|
4.250 |
0.8996 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9410 |
0.9456 |
| PP |
0.9396 |
0.9427 |
| S1 |
0.9382 |
0.9397 |
|