CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9417 |
0.9415 |
-0.0002 |
0.0% |
0.9583 |
| High |
0.9435 |
0.9485 |
0.0050 |
0.5% |
0.9735 |
| Low |
0.9360 |
0.9415 |
0.0055 |
0.6% |
0.9491 |
| Close |
0.9413 |
0.9434 |
0.0021 |
0.2% |
0.9517 |
| Range |
0.0075 |
0.0070 |
-0.0005 |
-6.7% |
0.0244 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
4,061 |
2,164 |
-1,897 |
-46.7% |
5,017 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9655 |
0.9614 |
0.9473 |
|
| R3 |
0.9585 |
0.9544 |
0.9453 |
|
| R2 |
0.9515 |
0.9515 |
0.9447 |
|
| R1 |
0.9474 |
0.9474 |
0.9440 |
0.9495 |
| PP |
0.9445 |
0.9445 |
0.9445 |
0.9455 |
| S1 |
0.9404 |
0.9404 |
0.9428 |
0.9425 |
| S2 |
0.9375 |
0.9375 |
0.9421 |
|
| S3 |
0.9305 |
0.9334 |
0.9415 |
|
| S4 |
0.9235 |
0.9264 |
0.9396 |
|
|
| 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 |
0.9608 |
0.9357 |
0.0251 |
2.7% |
0.0093 |
1.0% |
31% |
False |
False |
2,060 |
| 10 |
0.9735 |
0.9357 |
0.0378 |
4.0% |
0.0097 |
1.0% |
20% |
False |
False |
1,524 |
| 20 |
0.9867 |
0.9357 |
0.0510 |
5.4% |
0.0093 |
1.0% |
15% |
False |
False |
995 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0097 |
1.0% |
15% |
False |
False |
711 |
| 60 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0099 |
1.1% |
15% |
False |
False |
537 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.8% |
0.0100 |
1.1% |
32% |
False |
False |
441 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0093 |
1.0% |
26% |
False |
False |
363 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0083 |
0.9% |
26% |
False |
False |
314 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9783 |
|
2.618 |
0.9668 |
|
1.618 |
0.9598 |
|
1.000 |
0.9555 |
|
0.618 |
0.9528 |
|
HIGH |
0.9485 |
|
0.618 |
0.9458 |
|
0.500 |
0.9450 |
|
0.382 |
0.9442 |
|
LOW |
0.9415 |
|
0.618 |
0.9372 |
|
1.000 |
0.9345 |
|
1.618 |
0.9302 |
|
2.618 |
0.9232 |
|
4.250 |
0.9118 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9450 |
0.9430 |
| PP |
0.9445 |
0.9426 |
| S1 |
0.9439 |
0.9422 |
|