CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9544 |
0.9643 |
0.0099 |
1.0% |
0.9520 |
| High |
0.9665 |
0.9709 |
0.0044 |
0.5% |
0.9631 |
| Low |
0.9514 |
0.9620 |
0.0106 |
1.1% |
0.9366 |
| Close |
0.9646 |
0.9679 |
0.0033 |
0.3% |
0.9620 |
| Range |
0.0151 |
0.0089 |
-0.0062 |
-41.1% |
0.0265 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
130,387 |
58,301 |
-72,086 |
-55.3% |
462,064 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9897 |
0.9728 |
|
| R3 |
0.9847 |
0.9808 |
0.9703 |
|
| R2 |
0.9758 |
0.9758 |
0.9695 |
|
| R1 |
0.9719 |
0.9719 |
0.9687 |
0.9739 |
| PP |
0.9669 |
0.9669 |
0.9669 |
0.9679 |
| S1 |
0.9630 |
0.9630 |
0.9671 |
0.9650 |
| S2 |
0.9580 |
0.9580 |
0.9663 |
|
| S3 |
0.9491 |
0.9541 |
0.9655 |
|
| S4 |
0.9402 |
0.9452 |
0.9630 |
|
|
| 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 |
0.9709 |
0.9459 |
0.0250 |
2.6% |
0.0124 |
1.3% |
88% |
True |
False |
95,865 |
| 10 |
0.9709 |
0.9366 |
0.0343 |
3.5% |
0.0119 |
1.2% |
91% |
True |
False |
94,304 |
| 20 |
0.9754 |
0.9366 |
0.0388 |
4.0% |
0.0110 |
1.1% |
81% |
False |
False |
86,844 |
| 40 |
0.9889 |
0.9366 |
0.0523 |
5.4% |
0.0110 |
1.1% |
60% |
False |
False |
83,234 |
| 60 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0112 |
1.2% |
60% |
False |
False |
83,978 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
6.9% |
0.0122 |
1.3% |
69% |
False |
False |
67,178 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0124 |
1.3% |
55% |
False |
False |
53,927 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0115 |
1.2% |
55% |
False |
False |
44,984 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0087 |
|
2.618 |
0.9942 |
|
1.618 |
0.9853 |
|
1.000 |
0.9798 |
|
0.618 |
0.9764 |
|
HIGH |
0.9709 |
|
0.618 |
0.9675 |
|
0.500 |
0.9665 |
|
0.382 |
0.9654 |
|
LOW |
0.9620 |
|
0.618 |
0.9565 |
|
1.000 |
0.9531 |
|
1.618 |
0.9476 |
|
2.618 |
0.9387 |
|
4.250 |
0.9242 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9674 |
0.9657 |
| PP |
0.9669 |
0.9634 |
| S1 |
0.9665 |
0.9612 |
|