CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9625 |
0.9649 |
0.0024 |
0.2% |
0.9601 |
| High |
0.9687 |
0.9700 |
0.0013 |
0.1% |
0.9700 |
| Low |
0.9599 |
0.9617 |
0.0018 |
0.2% |
0.9496 |
| Close |
0.9659 |
0.9638 |
-0.0021 |
-0.2% |
0.9638 |
| Range |
0.0088 |
0.0083 |
-0.0005 |
-5.7% |
0.0204 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
43,461 |
58,977 |
15,516 |
35.7% |
172,384 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9901 |
0.9852 |
0.9684 |
|
| R3 |
0.9818 |
0.9769 |
0.9661 |
|
| R2 |
0.9735 |
0.9735 |
0.9653 |
|
| R1 |
0.9686 |
0.9686 |
0.9646 |
0.9669 |
| PP |
0.9652 |
0.9652 |
0.9652 |
0.9643 |
| S1 |
0.9603 |
0.9603 |
0.9630 |
0.9586 |
| S2 |
0.9569 |
0.9569 |
0.9623 |
|
| S3 |
0.9486 |
0.9520 |
0.9615 |
|
| S4 |
0.9403 |
0.9437 |
0.9592 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0223 |
1.0135 |
0.9750 |
|
| R3 |
1.0019 |
0.9931 |
0.9694 |
|
| R2 |
0.9815 |
0.9815 |
0.9675 |
|
| R1 |
0.9727 |
0.9727 |
0.9657 |
0.9771 |
| PP |
0.9611 |
0.9611 |
0.9611 |
0.9634 |
| S1 |
0.9523 |
0.9523 |
0.9619 |
0.9567 |
| S2 |
0.9407 |
0.9407 |
0.9601 |
|
| S3 |
0.9203 |
0.9319 |
0.9582 |
|
| S4 |
0.8999 |
0.9115 |
0.9526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9700 |
0.9496 |
0.0204 |
2.1% |
0.0102 |
1.1% |
70% |
True |
False |
34,476 |
| 10 |
0.9700 |
0.9352 |
0.0348 |
3.6% |
0.0110 |
1.1% |
82% |
True |
False |
19,438 |
| 20 |
0.9735 |
0.9352 |
0.0383 |
4.0% |
0.0105 |
1.1% |
75% |
False |
False |
10,593 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
56% |
False |
False |
5,569 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0101 |
1.0% |
56% |
False |
False |
3,805 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0100 |
1.0% |
64% |
False |
False |
2,905 |
| 100 |
0.9977 |
0.9230 |
0.0747 |
7.8% |
0.0098 |
1.0% |
55% |
False |
False |
2,336 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0090 |
0.9% |
52% |
False |
False |
1,960 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0053 |
|
2.618 |
0.9917 |
|
1.618 |
0.9834 |
|
1.000 |
0.9783 |
|
0.618 |
0.9751 |
|
HIGH |
0.9700 |
|
0.618 |
0.9668 |
|
0.500 |
0.9659 |
|
0.382 |
0.9649 |
|
LOW |
0.9617 |
|
0.618 |
0.9566 |
|
1.000 |
0.9534 |
|
1.618 |
0.9483 |
|
2.618 |
0.9400 |
|
4.250 |
0.9264 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9659 |
0.9625 |
| PP |
0.9652 |
0.9611 |
| S1 |
0.9645 |
0.9598 |
|