CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 07-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9601 |
0.9601 |
0.0000 |
0.0% |
0.9503 |
| High |
0.9652 |
0.9652 |
0.0000 |
0.0% |
0.9613 |
| Low |
0.9595 |
0.9519 |
-0.0076 |
-0.8% |
0.9352 |
| Close |
0.9645 |
0.9528 |
-0.0117 |
-1.2% |
0.9603 |
| Range |
0.0057 |
0.0133 |
0.0076 |
133.3% |
0.0261 |
| ATR |
0.0103 |
0.0106 |
0.0002 |
2.0% |
0.0000 |
| Volume |
9,220 |
9,220 |
0 |
0.0% |
21,999 |
|
| Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9965 |
0.9880 |
0.9601 |
|
| R3 |
0.9832 |
0.9747 |
0.9565 |
|
| R2 |
0.9699 |
0.9699 |
0.9552 |
|
| R1 |
0.9614 |
0.9614 |
0.9540 |
0.9590 |
| PP |
0.9566 |
0.9566 |
0.9566 |
0.9555 |
| S1 |
0.9481 |
0.9481 |
0.9516 |
0.9457 |
| S2 |
0.9433 |
0.9433 |
0.9504 |
|
| S3 |
0.9300 |
0.9348 |
0.9491 |
|
| S4 |
0.9167 |
0.9215 |
0.9455 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0215 |
0.9747 |
|
| R3 |
1.0045 |
0.9954 |
0.9675 |
|
| R2 |
0.9784 |
0.9784 |
0.9651 |
|
| R1 |
0.9693 |
0.9693 |
0.9627 |
0.9739 |
| PP |
0.9523 |
0.9523 |
0.9523 |
0.9545 |
| S1 |
0.9432 |
0.9432 |
0.9579 |
0.9478 |
| S2 |
0.9262 |
0.9262 |
0.9555 |
|
| S3 |
0.9001 |
0.9171 |
0.9531 |
|
| S4 |
0.8740 |
0.8910 |
0.9459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9652 |
0.9371 |
0.0281 |
2.9% |
0.0117 |
1.2% |
56% |
True |
False |
7,533 |
| 10 |
0.9652 |
0.9352 |
0.0300 |
3.1% |
0.0105 |
1.1% |
59% |
True |
False |
5,021 |
| 20 |
0.9735 |
0.9352 |
0.0383 |
4.0% |
0.0105 |
1.1% |
46% |
False |
False |
3,040 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.4% |
0.0100 |
1.1% |
34% |
False |
False |
1,746 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.4% |
0.0100 |
1.0% |
34% |
False |
False |
1,248 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.7% |
0.0100 |
1.1% |
47% |
False |
False |
982 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0098 |
1.0% |
38% |
False |
False |
799 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0088 |
0.9% |
38% |
False |
False |
679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0217 |
|
2.618 |
1.0000 |
|
1.618 |
0.9867 |
|
1.000 |
0.9785 |
|
0.618 |
0.9734 |
|
HIGH |
0.9652 |
|
0.618 |
0.9601 |
|
0.500 |
0.9586 |
|
0.382 |
0.9570 |
|
LOW |
0.9519 |
|
0.618 |
0.9437 |
|
1.000 |
0.9386 |
|
1.618 |
0.9304 |
|
2.618 |
0.9171 |
|
4.250 |
0.8954 |
|
|
| Fisher Pivots for day following 07-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9586 |
0.9547 |
| PP |
0.9566 |
0.9541 |
| S1 |
0.9547 |
0.9534 |
|