CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9498 |
0.9619 |
0.0121 |
1.3% |
0.9520 |
| High |
0.9631 |
0.9670 |
0.0039 |
0.4% |
0.9631 |
| Low |
0.9459 |
0.9537 |
0.0078 |
0.8% |
0.9366 |
| Close |
0.9620 |
0.9547 |
-0.0073 |
-0.8% |
0.9620 |
| Range |
0.0172 |
0.0133 |
-0.0039 |
-22.7% |
0.0265 |
| ATR |
0.0112 |
0.0114 |
0.0001 |
1.3% |
0.0000 |
| Volume |
103,792 |
105,374 |
1,582 |
1.5% |
462,064 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9984 |
0.9898 |
0.9620 |
|
| R3 |
0.9851 |
0.9765 |
0.9584 |
|
| R2 |
0.9718 |
0.9718 |
0.9571 |
|
| R1 |
0.9632 |
0.9632 |
0.9559 |
0.9609 |
| PP |
0.9585 |
0.9585 |
0.9585 |
0.9573 |
| S1 |
0.9499 |
0.9499 |
0.9535 |
0.9476 |
| S2 |
0.9452 |
0.9452 |
0.9523 |
|
| S3 |
0.9319 |
0.9366 |
0.9510 |
|
| S4 |
0.9186 |
0.9233 |
0.9474 |
|
|
| 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 |
0.9670 |
0.9366 |
0.0304 |
3.2% |
0.0124 |
1.3% |
60% |
True |
False |
100,977 |
| 10 |
0.9670 |
0.9366 |
0.0304 |
3.2% |
0.0117 |
1.2% |
60% |
True |
False |
96,195 |
| 20 |
0.9754 |
0.9366 |
0.0388 |
4.1% |
0.0112 |
1.2% |
47% |
False |
False |
87,417 |
| 40 |
0.9889 |
0.9366 |
0.0523 |
5.5% |
0.0108 |
1.1% |
35% |
False |
False |
82,130 |
| 60 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0112 |
1.2% |
35% |
False |
False |
83,444 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
7.0% |
0.0122 |
1.3% |
49% |
False |
False |
64,870 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0123 |
1.3% |
39% |
False |
False |
52,051 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0115 |
1.2% |
39% |
False |
False |
43,420 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0235 |
|
2.618 |
1.0018 |
|
1.618 |
0.9885 |
|
1.000 |
0.9803 |
|
0.618 |
0.9752 |
|
HIGH |
0.9670 |
|
0.618 |
0.9619 |
|
0.500 |
0.9604 |
|
0.382 |
0.9588 |
|
LOW |
0.9537 |
|
0.618 |
0.9455 |
|
1.000 |
0.9404 |
|
1.618 |
0.9322 |
|
2.618 |
0.9189 |
|
4.250 |
0.8972 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9604 |
0.9565 |
| PP |
0.9585 |
0.9559 |
| S1 |
0.9566 |
0.9553 |
|