CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 25-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Aug-2010 |
25-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9487 |
0.9417 |
-0.0070 |
-0.7% |
0.9583 |
| High |
0.9487 |
0.9435 |
-0.0052 |
-0.5% |
0.9735 |
| Low |
0.9357 |
0.9360 |
0.0003 |
0.0% |
0.9491 |
| Close |
0.9417 |
0.9413 |
-0.0004 |
0.0% |
0.9517 |
| Range |
0.0130 |
0.0075 |
-0.0055 |
-42.3% |
0.0244 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
726 |
4,061 |
3,335 |
459.4% |
5,017 |
|
| Daily Pivots for day following 25-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9628 |
0.9595 |
0.9454 |
|
| R3 |
0.9553 |
0.9520 |
0.9434 |
|
| R2 |
0.9478 |
0.9478 |
0.9427 |
|
| R1 |
0.9445 |
0.9445 |
0.9420 |
0.9424 |
| PP |
0.9403 |
0.9403 |
0.9403 |
0.9392 |
| S1 |
0.9370 |
0.9370 |
0.9406 |
0.9349 |
| S2 |
0.9328 |
0.9328 |
0.9399 |
|
| S3 |
0.9253 |
0.9295 |
0.9392 |
|
| S4 |
0.9178 |
0.9220 |
0.9372 |
|
|
| 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% |
0.0110 |
1.2% |
15% |
False |
False |
1,804 |
| 10 |
0.9735 |
0.9357 |
0.0378 |
4.0% |
0.0096 |
1.0% |
15% |
False |
False |
1,418 |
| 20 |
0.9867 |
0.9357 |
0.0510 |
5.4% |
0.0093 |
1.0% |
11% |
False |
False |
922 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0099 |
1.1% |
11% |
False |
False |
669 |
| 60 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0099 |
1.1% |
11% |
False |
False |
504 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.8% |
0.0100 |
1.1% |
29% |
False |
False |
414 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0092 |
1.0% |
23% |
False |
False |
342 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0083 |
0.9% |
23% |
False |
False |
296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9754 |
|
2.618 |
0.9631 |
|
1.618 |
0.9556 |
|
1.000 |
0.9510 |
|
0.618 |
0.9481 |
|
HIGH |
0.9435 |
|
0.618 |
0.9406 |
|
0.500 |
0.9398 |
|
0.382 |
0.9389 |
|
LOW |
0.9360 |
|
0.618 |
0.9314 |
|
1.000 |
0.9285 |
|
1.618 |
0.9239 |
|
2.618 |
0.9164 |
|
4.250 |
0.9041 |
|
|
| Fisher Pivots for day following 25-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9408 |
0.9455 |
| PP |
0.9403 |
0.9441 |
| S1 |
0.9398 |
0.9427 |
|