CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9619 |
0.9544 |
-0.0075 |
-0.8% |
0.9520 |
| High |
0.9670 |
0.9665 |
-0.0005 |
-0.1% |
0.9631 |
| Low |
0.9537 |
0.9514 |
-0.0023 |
-0.2% |
0.9366 |
| Close |
0.9547 |
0.9646 |
0.0099 |
1.0% |
0.9620 |
| Range |
0.0133 |
0.0151 |
0.0018 |
13.5% |
0.0265 |
| ATR |
0.0114 |
0.0117 |
0.0003 |
2.3% |
0.0000 |
| Volume |
105,374 |
130,387 |
25,013 |
23.7% |
462,064 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0061 |
1.0005 |
0.9729 |
|
| R3 |
0.9910 |
0.9854 |
0.9688 |
|
| R2 |
0.9759 |
0.9759 |
0.9674 |
|
| R1 |
0.9703 |
0.9703 |
0.9660 |
0.9731 |
| PP |
0.9608 |
0.9608 |
0.9608 |
0.9623 |
| S1 |
0.9552 |
0.9552 |
0.9632 |
0.9580 |
| S2 |
0.9457 |
0.9457 |
0.9618 |
|
| S3 |
0.9306 |
0.9401 |
0.9604 |
|
| S4 |
0.9155 |
0.9250 |
0.9563 |
|
|
| 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 |
0.9385 |
0.0285 |
3.0% |
0.0137 |
1.4% |
92% |
False |
False |
105,663 |
| 10 |
0.9670 |
0.9366 |
0.0304 |
3.2% |
0.0118 |
1.2% |
92% |
False |
False |
97,064 |
| 20 |
0.9754 |
0.9366 |
0.0388 |
4.0% |
0.0114 |
1.2% |
72% |
False |
False |
89,167 |
| 40 |
0.9889 |
0.9366 |
0.0523 |
5.4% |
0.0110 |
1.1% |
54% |
False |
False |
83,823 |
| 60 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0112 |
1.2% |
54% |
False |
False |
84,279 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
6.9% |
0.0122 |
1.3% |
64% |
False |
False |
66,462 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0124 |
1.3% |
51% |
False |
False |
53,354 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0115 |
1.2% |
51% |
False |
False |
44,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0307 |
|
2.618 |
1.0060 |
|
1.618 |
0.9909 |
|
1.000 |
0.9816 |
|
0.618 |
0.9758 |
|
HIGH |
0.9665 |
|
0.618 |
0.9607 |
|
0.500 |
0.9590 |
|
0.382 |
0.9572 |
|
LOW |
0.9514 |
|
0.618 |
0.9421 |
|
1.000 |
0.9363 |
|
1.618 |
0.9270 |
|
2.618 |
0.9119 |
|
4.250 |
0.8872 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9627 |
0.9619 |
| PP |
0.9608 |
0.9592 |
| S1 |
0.9590 |
0.9565 |
|