CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9665 |
0.9728 |
0.0063 |
0.7% |
0.9619 |
| High |
0.9741 |
0.9755 |
0.0014 |
0.1% |
0.9720 |
| Low |
0.9658 |
0.9709 |
0.0051 |
0.5% |
0.9514 |
| Close |
0.9737 |
0.9742 |
0.0005 |
0.1% |
0.9658 |
| Range |
0.0083 |
0.0046 |
-0.0037 |
-44.6% |
0.0206 |
| ATR |
0.0110 |
0.0106 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
6,650 |
1,007 |
-5,643 |
-84.9% |
314,800 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9873 |
0.9854 |
0.9767 |
|
| R3 |
0.9827 |
0.9808 |
0.9755 |
|
| R2 |
0.9781 |
0.9781 |
0.9750 |
|
| R1 |
0.9762 |
0.9762 |
0.9746 |
0.9772 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9740 |
| S1 |
0.9716 |
0.9716 |
0.9738 |
0.9726 |
| S2 |
0.9689 |
0.9689 |
0.9734 |
|
| S3 |
0.9643 |
0.9670 |
0.9729 |
|
| S4 |
0.9597 |
0.9624 |
0.9717 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0249 |
1.0159 |
0.9771 |
|
| R3 |
1.0043 |
0.9953 |
0.9715 |
|
| R2 |
0.9837 |
0.9837 |
0.9696 |
|
| R1 |
0.9747 |
0.9747 |
0.9677 |
0.9792 |
| PP |
0.9631 |
0.9631 |
0.9631 |
0.9653 |
| S1 |
0.9541 |
0.9541 |
0.9639 |
0.9586 |
| S2 |
0.9425 |
0.9425 |
0.9620 |
|
| S3 |
0.9219 |
0.9335 |
0.9601 |
|
| S4 |
0.9013 |
0.9129 |
0.9545 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9755 |
0.9514 |
0.0241 |
2.5% |
0.0090 |
0.9% |
95% |
True |
False |
43,416 |
| 10 |
0.9755 |
0.9366 |
0.0389 |
4.0% |
0.0107 |
1.1% |
97% |
True |
False |
72,197 |
| 20 |
0.9755 |
0.9366 |
0.0389 |
4.0% |
0.0109 |
1.1% |
97% |
True |
False |
77,920 |
| 40 |
0.9889 |
0.9366 |
0.0523 |
5.4% |
0.0105 |
1.1% |
72% |
False |
False |
77,342 |
| 60 |
0.9889 |
0.9360 |
0.0529 |
5.4% |
0.0110 |
1.1% |
72% |
False |
False |
80,817 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
6.8% |
0.0118 |
1.2% |
78% |
False |
False |
67,481 |
| 100 |
1.0018 |
0.9222 |
0.0796 |
8.2% |
0.0123 |
1.3% |
65% |
False |
False |
54,168 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0115 |
1.2% |
63% |
False |
False |
45,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9951 |
|
2.618 |
0.9875 |
|
1.618 |
0.9829 |
|
1.000 |
0.9801 |
|
0.618 |
0.9783 |
|
HIGH |
0.9755 |
|
0.618 |
0.9737 |
|
0.500 |
0.9732 |
|
0.382 |
0.9727 |
|
LOW |
0.9709 |
|
0.618 |
0.9681 |
|
1.000 |
0.9663 |
|
1.618 |
0.9635 |
|
2.618 |
0.9589 |
|
4.250 |
0.9514 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9739 |
0.9727 |
| PP |
0.9735 |
0.9712 |
| S1 |
0.9732 |
0.9697 |
|