CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Sep-2010 |
02-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9374 |
0.9500 |
0.0126 |
1.3% |
0.9513 |
| High |
0.9517 |
0.9531 |
0.0014 |
0.1% |
0.9552 |
| Low |
0.9371 |
0.9455 |
0.0084 |
0.9% |
0.9357 |
| Close |
0.9485 |
0.9464 |
-0.0021 |
-0.2% |
0.9485 |
| Range |
0.0146 |
0.0076 |
-0.0070 |
-47.9% |
0.0195 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
7,015 |
5,834 |
-1,181 |
-16.8% |
12,478 |
|
| Daily Pivots for day following 02-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9711 |
0.9664 |
0.9506 |
|
| R3 |
0.9635 |
0.9588 |
0.9485 |
|
| R2 |
0.9559 |
0.9559 |
0.9478 |
|
| R1 |
0.9512 |
0.9512 |
0.9471 |
0.9498 |
| PP |
0.9483 |
0.9483 |
0.9483 |
0.9476 |
| S1 |
0.9436 |
0.9436 |
0.9457 |
0.9422 |
| S2 |
0.9407 |
0.9407 |
0.9450 |
|
| S3 |
0.9331 |
0.9360 |
0.9443 |
|
| S4 |
0.9255 |
0.9284 |
0.9422 |
|
|
| 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 |
0.9531 |
0.9352 |
0.0179 |
1.9% |
0.0108 |
1.1% |
63% |
True |
False |
3,833 |
| 10 |
0.9608 |
0.9352 |
0.0256 |
2.7% |
0.0101 |
1.1% |
44% |
False |
False |
2,947 |
| 20 |
0.9830 |
0.9352 |
0.0478 |
5.1% |
0.0100 |
1.1% |
23% |
False |
False |
1,867 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.4% |
0.0098 |
1.0% |
22% |
False |
False |
1,157 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.4% |
0.0099 |
1.0% |
22% |
False |
False |
843 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.7% |
0.0098 |
1.0% |
37% |
False |
False |
673 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0096 |
1.0% |
30% |
False |
False |
552 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0087 |
0.9% |
30% |
False |
False |
473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9854 |
|
2.618 |
0.9730 |
|
1.618 |
0.9654 |
|
1.000 |
0.9607 |
|
0.618 |
0.9578 |
|
HIGH |
0.9531 |
|
0.618 |
0.9502 |
|
0.500 |
0.9493 |
|
0.382 |
0.9484 |
|
LOW |
0.9455 |
|
0.618 |
0.9408 |
|
1.000 |
0.9379 |
|
1.618 |
0.9332 |
|
2.618 |
0.9256 |
|
4.250 |
0.9132 |
|
|
| Fisher Pivots for day following 02-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9493 |
0.9457 |
| PP |
0.9483 |
0.9449 |
| S1 |
0.9474 |
0.9442 |
|