CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9513 |
0.9487 |
-0.0026 |
-0.3% |
0.9583 |
| High |
0.9552 |
0.9487 |
-0.0065 |
-0.7% |
0.9735 |
| Low |
0.9478 |
0.9357 |
-0.0121 |
-1.3% |
0.9491 |
| Close |
0.9493 |
0.9417 |
-0.0076 |
-0.8% |
0.9517 |
| Range |
0.0074 |
0.0130 |
0.0056 |
75.7% |
0.0244 |
| ATR |
0.0099 |
0.0102 |
0.0003 |
2.6% |
0.0000 |
| Volume |
1,979 |
726 |
-1,253 |
-63.3% |
5,017 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9810 |
0.9744 |
0.9489 |
|
| R3 |
0.9680 |
0.9614 |
0.9453 |
|
| R2 |
0.9550 |
0.9550 |
0.9441 |
|
| R1 |
0.9484 |
0.9484 |
0.9429 |
0.9452 |
| PP |
0.9420 |
0.9420 |
0.9420 |
0.9405 |
| S1 |
0.9354 |
0.9354 |
0.9405 |
0.9322 |
| S2 |
0.9290 |
0.9290 |
0.9393 |
|
| S3 |
0.9160 |
0.9224 |
0.9381 |
|
| S4 |
0.9030 |
0.9094 |
0.9346 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0159 |
0.9651 |
|
| R3 |
1.0069 |
0.9915 |
0.9584 |
|
| R2 |
0.9825 |
0.9825 |
0.9562 |
|
| R1 |
0.9671 |
0.9671 |
0.9539 |
0.9626 |
| PP |
0.9581 |
0.9581 |
0.9581 |
0.9559 |
| S1 |
0.9427 |
0.9427 |
0.9495 |
0.9382 |
| S2 |
0.9337 |
0.9337 |
0.9472 |
|
| S3 |
0.9093 |
0.9183 |
0.9450 |
|
| S4 |
0.8849 |
0.8939 |
0.9383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9735 |
0.9357 |
0.0378 |
4.0% |
0.0108 |
1.2% |
16% |
False |
True |
1,151 |
| 10 |
0.9735 |
0.9357 |
0.0378 |
4.0% |
0.0105 |
1.1% |
16% |
False |
True |
1,060 |
| 20 |
0.9867 |
0.9357 |
0.0510 |
5.4% |
0.0094 |
1.0% |
12% |
False |
True |
769 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0102 |
1.1% |
12% |
False |
False |
569 |
| 60 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0100 |
1.1% |
12% |
False |
False |
437 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.8% |
0.0100 |
1.1% |
29% |
False |
False |
364 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0092 |
1.0% |
24% |
False |
False |
305 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0082 |
0.9% |
24% |
False |
False |
262 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0040 |
|
2.618 |
0.9827 |
|
1.618 |
0.9697 |
|
1.000 |
0.9617 |
|
0.618 |
0.9567 |
|
HIGH |
0.9487 |
|
0.618 |
0.9437 |
|
0.500 |
0.9422 |
|
0.382 |
0.9407 |
|
LOW |
0.9357 |
|
0.618 |
0.9277 |
|
1.000 |
0.9227 |
|
1.618 |
0.9147 |
|
2.618 |
0.9017 |
|
4.250 |
0.8805 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9422 |
0.9483 |
| PP |
0.9420 |
0.9461 |
| S1 |
0.9419 |
0.9439 |
|