CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 31-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2010 |
31-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9503 |
0.9410 |
-0.0093 |
-1.0% |
0.9513 |
| High |
0.9525 |
0.9431 |
-0.0094 |
-1.0% |
0.9552 |
| Low |
0.9412 |
0.9352 |
-0.0060 |
-0.6% |
0.9357 |
| Close |
0.9427 |
0.9353 |
-0.0074 |
-0.8% |
0.9485 |
| Range |
0.0113 |
0.0079 |
-0.0034 |
-30.1% |
0.0195 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
1,636 |
1,136 |
-500 |
-30.6% |
12,478 |
|
| Daily Pivots for day following 31-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9616 |
0.9563 |
0.9396 |
|
| R3 |
0.9537 |
0.9484 |
0.9375 |
|
| R2 |
0.9458 |
0.9458 |
0.9367 |
|
| R1 |
0.9405 |
0.9405 |
0.9360 |
0.9392 |
| PP |
0.9379 |
0.9379 |
0.9379 |
0.9372 |
| S1 |
0.9326 |
0.9326 |
0.9346 |
0.9313 |
| S2 |
0.9300 |
0.9300 |
0.9339 |
|
| S3 |
0.9221 |
0.9247 |
0.9331 |
|
| S4 |
0.9142 |
0.9168 |
0.9310 |
|
|
| 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 |
0.9352 |
0.0173 |
1.8% |
0.0093 |
1.0% |
1% |
False |
True |
2,509 |
| 10 |
0.9735 |
0.9352 |
0.0383 |
4.1% |
0.0101 |
1.1% |
0% |
False |
True |
1,830 |
| 20 |
0.9867 |
0.9352 |
0.0515 |
5.5% |
0.0098 |
1.0% |
0% |
False |
True |
1,258 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.5% |
0.0097 |
1.0% |
0% |
False |
True |
845 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.5% |
0.0098 |
1.1% |
0% |
False |
True |
631 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.8% |
0.0097 |
1.0% |
19% |
False |
False |
517 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.4% |
0.0094 |
1.0% |
16% |
False |
False |
425 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.4% |
0.0085 |
0.9% |
16% |
False |
False |
366 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9767 |
|
2.618 |
0.9638 |
|
1.618 |
0.9559 |
|
1.000 |
0.9510 |
|
0.618 |
0.9480 |
|
HIGH |
0.9431 |
|
0.618 |
0.9401 |
|
0.500 |
0.9392 |
|
0.382 |
0.9382 |
|
LOW |
0.9352 |
|
0.618 |
0.9303 |
|
1.000 |
0.9273 |
|
1.618 |
0.9224 |
|
2.618 |
0.9145 |
|
4.250 |
0.9016 |
|
|
| Fisher Pivots for day following 31-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9392 |
0.9439 |
| PP |
0.9379 |
0.9410 |
| S1 |
0.9366 |
0.9382 |
|