CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9515 |
0.9498 |
-0.0017 |
-0.2% |
0.9520 |
| High |
0.9548 |
0.9631 |
0.0083 |
0.9% |
0.9631 |
| Low |
0.9471 |
0.9459 |
-0.0012 |
-0.1% |
0.9366 |
| Close |
0.9480 |
0.9620 |
0.0140 |
1.5% |
0.9620 |
| Range |
0.0077 |
0.0172 |
0.0095 |
123.4% |
0.0265 |
| ATR |
0.0108 |
0.0112 |
0.0005 |
4.2% |
0.0000 |
| Volume |
81,472 |
103,792 |
22,320 |
27.4% |
462,064 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0086 |
1.0025 |
0.9715 |
|
| R3 |
0.9914 |
0.9853 |
0.9667 |
|
| R2 |
0.9742 |
0.9742 |
0.9652 |
|
| R1 |
0.9681 |
0.9681 |
0.9636 |
0.9712 |
| PP |
0.9570 |
0.9570 |
0.9570 |
0.9585 |
| S1 |
0.9509 |
0.9509 |
0.9604 |
0.9540 |
| S2 |
0.9398 |
0.9398 |
0.9588 |
|
| S3 |
0.9226 |
0.9337 |
0.9573 |
|
| S4 |
0.9054 |
0.9165 |
0.9525 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0242 |
0.9766 |
|
| R3 |
1.0069 |
0.9977 |
0.9693 |
|
| R2 |
0.9804 |
0.9804 |
0.9669 |
|
| R1 |
0.9712 |
0.9712 |
0.9644 |
0.9758 |
| PP |
0.9539 |
0.9539 |
0.9539 |
0.9562 |
| S1 |
0.9447 |
0.9447 |
0.9596 |
0.9493 |
| S2 |
0.9274 |
0.9274 |
0.9571 |
|
| S3 |
0.9009 |
0.9182 |
0.9547 |
|
| S4 |
0.8744 |
0.8917 |
0.9474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9631 |
0.9366 |
0.0265 |
2.8% |
0.0121 |
1.3% |
96% |
True |
False |
92,412 |
| 10 |
0.9631 |
0.9366 |
0.0265 |
2.8% |
0.0111 |
1.2% |
96% |
True |
False |
91,940 |
| 20 |
0.9754 |
0.9366 |
0.0388 |
4.0% |
0.0108 |
1.1% |
65% |
False |
False |
84,654 |
| 40 |
0.9889 |
0.9366 |
0.0523 |
5.4% |
0.0107 |
1.1% |
49% |
False |
False |
81,793 |
| 60 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0111 |
1.2% |
49% |
False |
False |
82,579 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
6.9% |
0.0121 |
1.3% |
60% |
False |
False |
63,562 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0123 |
1.3% |
48% |
False |
False |
51,000 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0114 |
1.2% |
48% |
False |
False |
42,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0362 |
|
2.618 |
1.0081 |
|
1.618 |
0.9909 |
|
1.000 |
0.9803 |
|
0.618 |
0.9737 |
|
HIGH |
0.9631 |
|
0.618 |
0.9565 |
|
0.500 |
0.9545 |
|
0.382 |
0.9525 |
|
LOW |
0.9459 |
|
0.618 |
0.9353 |
|
1.000 |
0.9287 |
|
1.618 |
0.9181 |
|
2.618 |
0.9009 |
|
4.250 |
0.8728 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9595 |
0.9583 |
| PP |
0.9570 |
0.9545 |
| S1 |
0.9545 |
0.9508 |
|