CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9388 |
0.9515 |
0.0127 |
1.4% |
0.9530 |
| High |
0.9536 |
0.9548 |
0.0012 |
0.1% |
0.9570 |
| Low |
0.9385 |
0.9471 |
0.0086 |
0.9% |
0.9370 |
| Close |
0.9501 |
0.9480 |
-0.0021 |
-0.2% |
0.9500 |
| Range |
0.0151 |
0.0077 |
-0.0074 |
-49.0% |
0.0200 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
107,290 |
81,472 |
-25,818 |
-24.1% |
457,342 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9731 |
0.9682 |
0.9522 |
|
| R3 |
0.9654 |
0.9605 |
0.9501 |
|
| R2 |
0.9577 |
0.9577 |
0.9494 |
|
| R1 |
0.9528 |
0.9528 |
0.9487 |
0.9514 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9493 |
| S1 |
0.9451 |
0.9451 |
0.9473 |
0.9437 |
| S2 |
0.9423 |
0.9423 |
0.9466 |
|
| S3 |
0.9346 |
0.9374 |
0.9459 |
|
| S4 |
0.9269 |
0.9297 |
0.9438 |
|
|
| 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 |
0.9548 |
0.9366 |
0.0182 |
1.9% |
0.0114 |
1.2% |
63% |
True |
False |
93,321 |
| 10 |
0.9630 |
0.9366 |
0.0264 |
2.8% |
0.0107 |
1.1% |
43% |
False |
False |
89,590 |
| 20 |
0.9850 |
0.9366 |
0.0484 |
5.1% |
0.0107 |
1.1% |
24% |
False |
False |
84,451 |
| 40 |
0.9889 |
0.9366 |
0.0523 |
5.5% |
0.0106 |
1.1% |
22% |
False |
False |
81,235 |
| 60 |
0.9889 |
0.9360 |
0.0529 |
5.6% |
0.0111 |
1.2% |
23% |
False |
False |
81,355 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
7.0% |
0.0120 |
1.3% |
39% |
False |
False |
62,273 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0122 |
1.3% |
31% |
False |
False |
49,966 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0113 |
1.2% |
31% |
False |
False |
41,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9875 |
|
2.618 |
0.9750 |
|
1.618 |
0.9673 |
|
1.000 |
0.9625 |
|
0.618 |
0.9596 |
|
HIGH |
0.9548 |
|
0.618 |
0.9519 |
|
0.500 |
0.9510 |
|
0.382 |
0.9500 |
|
LOW |
0.9471 |
|
0.618 |
0.9423 |
|
1.000 |
0.9394 |
|
1.618 |
0.9346 |
|
2.618 |
0.9269 |
|
4.250 |
0.9144 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9510 |
0.9472 |
| PP |
0.9500 |
0.9465 |
| S1 |
0.9490 |
0.9457 |
|