CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9415 |
0.9433 |
0.0018 |
0.2% |
0.9513 |
| High |
0.9485 |
0.9500 |
0.0015 |
0.2% |
0.9552 |
| Low |
0.9415 |
0.9374 |
-0.0041 |
-0.4% |
0.9357 |
| Close |
0.9434 |
0.9485 |
0.0051 |
0.5% |
0.9485 |
| Range |
0.0070 |
0.0126 |
0.0056 |
80.0% |
0.0195 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.0% |
0.0000 |
| Volume |
2,164 |
3,548 |
1,384 |
64.0% |
12,478 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9831 |
0.9784 |
0.9554 |
|
| R3 |
0.9705 |
0.9658 |
0.9520 |
|
| R2 |
0.9579 |
0.9579 |
0.9508 |
|
| R1 |
0.9532 |
0.9532 |
0.9497 |
0.9556 |
| PP |
0.9453 |
0.9453 |
0.9453 |
0.9465 |
| S1 |
0.9406 |
0.9406 |
0.9473 |
0.9430 |
| S2 |
0.9327 |
0.9327 |
0.9462 |
|
| S3 |
0.9201 |
0.9280 |
0.9450 |
|
| S4 |
0.9075 |
0.9154 |
0.9416 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
0.9962 |
0.9592 |
|
| R3 |
0.9855 |
0.9767 |
0.9539 |
|
| R2 |
0.9660 |
0.9660 |
0.9521 |
|
| R1 |
0.9572 |
0.9572 |
0.9503 |
0.9519 |
| PP |
0.9465 |
0.9465 |
0.9465 |
0.9438 |
| S1 |
0.9377 |
0.9377 |
0.9467 |
0.9324 |
| S2 |
0.9270 |
0.9270 |
0.9449 |
|
| S3 |
0.9075 |
0.9182 |
0.9431 |
|
| S4 |
0.8880 |
0.8987 |
0.9378 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9552 |
0.9357 |
0.0195 |
2.1% |
0.0095 |
1.0% |
66% |
False |
False |
2,495 |
| 10 |
0.9735 |
0.9357 |
0.0378 |
4.0% |
0.0101 |
1.1% |
34% |
False |
False |
1,749 |
| 20 |
0.9867 |
0.9357 |
0.0510 |
5.4% |
0.0094 |
1.0% |
25% |
False |
False |
1,161 |
| 40 |
0.9867 |
0.9357 |
0.0510 |
5.4% |
0.0098 |
1.0% |
25% |
False |
False |
783 |
| 60 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0101 |
1.1% |
25% |
False |
False |
595 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.7% |
0.0101 |
1.1% |
40% |
False |
False |
485 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0094 |
1.0% |
33% |
False |
False |
398 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0084 |
0.9% |
33% |
False |
False |
343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0036 |
|
2.618 |
0.9830 |
|
1.618 |
0.9704 |
|
1.000 |
0.9626 |
|
0.618 |
0.9578 |
|
HIGH |
0.9500 |
|
0.618 |
0.9452 |
|
0.500 |
0.9437 |
|
0.382 |
0.9422 |
|
LOW |
0.9374 |
|
0.618 |
0.9296 |
|
1.000 |
0.9248 |
|
1.618 |
0.9170 |
|
2.618 |
0.9044 |
|
4.250 |
0.8839 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9469 |
0.9467 |
| PP |
0.9453 |
0.9448 |
| S1 |
0.9437 |
0.9430 |
|