CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 13-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
0.9649 |
0.9649 |
0.0000 |
0.0% |
0.9601 |
High |
0.9700 |
0.9721 |
0.0021 |
0.2% |
0.9700 |
Low |
0.9617 |
0.9638 |
0.0021 |
0.2% |
0.9496 |
Close |
0.9638 |
0.9716 |
0.0078 |
0.8% |
0.9638 |
Range |
0.0083 |
0.0083 |
0.0000 |
0.0% |
0.0204 |
ATR |
0.0105 |
0.0104 |
-0.0002 |
-1.5% |
0.0000 |
Volume |
58,977 |
59,372 |
395 |
0.7% |
172,384 |
|
Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9941 |
0.9911 |
0.9762 |
|
R3 |
0.9858 |
0.9828 |
0.9739 |
|
R2 |
0.9775 |
0.9775 |
0.9731 |
|
R1 |
0.9745 |
0.9745 |
0.9724 |
0.9760 |
PP |
0.9692 |
0.9692 |
0.9692 |
0.9699 |
S1 |
0.9662 |
0.9662 |
0.9708 |
0.9677 |
S2 |
0.9609 |
0.9609 |
0.9701 |
|
S3 |
0.9526 |
0.9579 |
0.9693 |
|
S4 |
0.9443 |
0.9496 |
0.9670 |
|
|
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 |
0.9721 |
0.9496 |
0.0225 |
2.3% |
0.0107 |
1.1% |
98% |
True |
False |
44,507 |
10 |
0.9721 |
0.9352 |
0.0369 |
3.8% |
0.0107 |
1.1% |
99% |
True |
False |
25,211 |
20 |
0.9735 |
0.9352 |
0.0383 |
3.9% |
0.0105 |
1.1% |
95% |
False |
False |
13,496 |
40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0100 |
1.0% |
71% |
False |
False |
7,040 |
60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0101 |
1.0% |
71% |
False |
False |
4,793 |
80 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0100 |
1.0% |
76% |
False |
False |
3,645 |
100 |
0.9968 |
0.9230 |
0.0738 |
7.6% |
0.0099 |
1.0% |
66% |
False |
False |
2,929 |
120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0090 |
0.9% |
62% |
False |
False |
2,454 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0074 |
2.618 |
0.9938 |
1.618 |
0.9855 |
1.000 |
0.9804 |
0.618 |
0.9772 |
HIGH |
0.9721 |
0.618 |
0.9689 |
0.500 |
0.9680 |
0.382 |
0.9670 |
LOW |
0.9638 |
0.618 |
0.9587 |
1.000 |
0.9555 |
1.618 |
0.9504 |
2.618 |
0.9421 |
4.250 |
0.9285 |
|
|
Fisher Pivots for day following 13-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9704 |
0.9697 |
PP |
0.9692 |
0.9679 |
S1 |
0.9680 |
0.9660 |
|