CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 09-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Sep-2010 |
09-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9525 |
0.9625 |
0.0100 |
1.0% |
0.9503 |
| High |
0.9645 |
0.9687 |
0.0042 |
0.4% |
0.9613 |
| Low |
0.9496 |
0.9599 |
0.0103 |
1.1% |
0.9352 |
| Close |
0.9627 |
0.9659 |
0.0032 |
0.3% |
0.9603 |
| Range |
0.0149 |
0.0088 |
-0.0061 |
-40.9% |
0.0261 |
| ATR |
0.0109 |
0.0107 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
51,506 |
43,461 |
-8,045 |
-15.6% |
21,999 |
|
| Daily Pivots for day following 09-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9912 |
0.9874 |
0.9707 |
|
| R3 |
0.9824 |
0.9786 |
0.9683 |
|
| R2 |
0.9736 |
0.9736 |
0.9675 |
|
| R1 |
0.9698 |
0.9698 |
0.9667 |
0.9717 |
| PP |
0.9648 |
0.9648 |
0.9648 |
0.9658 |
| S1 |
0.9610 |
0.9610 |
0.9651 |
0.9629 |
| S2 |
0.9560 |
0.9560 |
0.9643 |
|
| S3 |
0.9472 |
0.9522 |
0.9635 |
|
| S4 |
0.9384 |
0.9434 |
0.9611 |
|
|
| 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 |
0.9687 |
0.9442 |
0.0245 |
2.5% |
0.0120 |
1.2% |
89% |
True |
False |
23,957 |
| 10 |
0.9687 |
0.9352 |
0.0335 |
3.5% |
0.0114 |
1.2% |
92% |
True |
False |
13,895 |
| 20 |
0.9735 |
0.9352 |
0.0383 |
4.0% |
0.0105 |
1.1% |
80% |
False |
False |
7,710 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0101 |
1.0% |
60% |
False |
False |
4,102 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0101 |
1.0% |
60% |
False |
False |
2,823 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0100 |
1.0% |
67% |
False |
False |
2,168 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0098 |
1.0% |
55% |
False |
False |
1,747 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0089 |
0.9% |
55% |
False |
False |
1,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0061 |
|
2.618 |
0.9917 |
|
1.618 |
0.9829 |
|
1.000 |
0.9775 |
|
0.618 |
0.9741 |
|
HIGH |
0.9687 |
|
0.618 |
0.9653 |
|
0.500 |
0.9643 |
|
0.382 |
0.9633 |
|
LOW |
0.9599 |
|
0.618 |
0.9545 |
|
1.000 |
0.9511 |
|
1.618 |
0.9457 |
|
2.618 |
0.9369 |
|
4.250 |
0.9225 |
|
|
| Fisher Pivots for day following 09-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9654 |
0.9637 |
| PP |
0.9648 |
0.9614 |
| S1 |
0.9643 |
0.9592 |
|