CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 30-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2010 |
30-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9433 |
0.9503 |
0.0070 |
0.7% |
0.9513 |
| High |
0.9500 |
0.9525 |
0.0025 |
0.3% |
0.9552 |
| Low |
0.9374 |
0.9412 |
0.0038 |
0.4% |
0.9357 |
| Close |
0.9485 |
0.9427 |
-0.0058 |
-0.6% |
0.9485 |
| Range |
0.0126 |
0.0113 |
-0.0013 |
-10.3% |
0.0195 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
0.9% |
0.0000 |
| Volume |
3,548 |
1,636 |
-1,912 |
-53.9% |
12,478 |
|
| Daily Pivots for day following 30-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9794 |
0.9723 |
0.9489 |
|
| R3 |
0.9681 |
0.9610 |
0.9458 |
|
| R2 |
0.9568 |
0.9568 |
0.9448 |
|
| R1 |
0.9497 |
0.9497 |
0.9437 |
0.9476 |
| PP |
0.9455 |
0.9455 |
0.9455 |
0.9444 |
| S1 |
0.9384 |
0.9384 |
0.9417 |
0.9363 |
| S2 |
0.9342 |
0.9342 |
0.9406 |
|
| S3 |
0.9229 |
0.9271 |
0.9396 |
|
| S4 |
0.9116 |
0.9158 |
0.9365 |
|
|
| 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 |
0.9525 |
0.9357 |
0.0168 |
1.8% |
0.0103 |
1.1% |
42% |
True |
False |
2,427 |
| 10 |
0.9735 |
0.9357 |
0.0378 |
4.0% |
0.0104 |
1.1% |
19% |
False |
False |
1,781 |
| 20 |
0.9867 |
0.9357 |
0.0510 |
5.4% |
0.0096 |
1.0% |
14% |
False |
False |
1,224 |
| 40 |
0.9867 |
0.9357 |
0.0510 |
5.4% |
0.0099 |
1.1% |
14% |
False |
False |
819 |
| 60 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0099 |
1.1% |
14% |
False |
False |
619 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.8% |
0.0097 |
1.0% |
31% |
False |
False |
504 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0094 |
1.0% |
25% |
False |
False |
414 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0084 |
0.9% |
25% |
False |
False |
357 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0005 |
|
2.618 |
0.9821 |
|
1.618 |
0.9708 |
|
1.000 |
0.9638 |
|
0.618 |
0.9595 |
|
HIGH |
0.9525 |
|
0.618 |
0.9482 |
|
0.500 |
0.9469 |
|
0.382 |
0.9455 |
|
LOW |
0.9412 |
|
0.618 |
0.9342 |
|
1.000 |
0.9299 |
|
1.618 |
0.9229 |
|
2.618 |
0.9116 |
|
4.250 |
0.8932 |
|
|
| Fisher Pivots for day following 30-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9469 |
0.9450 |
| PP |
0.9455 |
0.9442 |
| S1 |
0.9441 |
0.9435 |
|