CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9708 |
0.9708 |
0.0000 |
0.0% |
0.9601 |
| High |
0.9768 |
0.9738 |
-0.0030 |
-0.3% |
0.9700 |
| Low |
0.9683 |
0.9669 |
-0.0014 |
-0.1% |
0.9496 |
| Close |
0.9738 |
0.9715 |
-0.0023 |
-0.2% |
0.9638 |
| Range |
0.0085 |
0.0069 |
-0.0016 |
-18.8% |
0.0204 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
73,841 |
65,553 |
-8,288 |
-11.2% |
172,384 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9914 |
0.9884 |
0.9753 |
|
| R3 |
0.9845 |
0.9815 |
0.9734 |
|
| R2 |
0.9776 |
0.9776 |
0.9728 |
|
| R1 |
0.9746 |
0.9746 |
0.9721 |
0.9761 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9715 |
| S1 |
0.9677 |
0.9677 |
0.9709 |
0.9692 |
| S2 |
0.9638 |
0.9638 |
0.9702 |
|
| S3 |
0.9569 |
0.9608 |
0.9696 |
|
| S4 |
0.9500 |
0.9539 |
0.9677 |
|
|
| 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 |
0.9768 |
0.9599 |
0.0169 |
1.7% |
0.0082 |
0.8% |
69% |
False |
False |
60,240 |
| 10 |
0.9768 |
0.9442 |
0.0326 |
3.4% |
0.0099 |
1.0% |
84% |
False |
False |
38,336 |
| 20 |
0.9768 |
0.9352 |
0.0416 |
4.3% |
0.0104 |
1.1% |
87% |
False |
False |
20,394 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0097 |
1.0% |
70% |
False |
False |
10,505 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0100 |
1.0% |
70% |
False |
False |
7,113 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0100 |
1.0% |
76% |
False |
False |
5,375 |
| 100 |
0.9955 |
0.9230 |
0.0725 |
7.5% |
0.0100 |
1.0% |
67% |
False |
False |
4,323 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0091 |
0.9% |
62% |
False |
False |
3,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0031 |
|
2.618 |
0.9919 |
|
1.618 |
0.9850 |
|
1.000 |
0.9807 |
|
0.618 |
0.9781 |
|
HIGH |
0.9738 |
|
0.618 |
0.9712 |
|
0.500 |
0.9704 |
|
0.382 |
0.9695 |
|
LOW |
0.9669 |
|
0.618 |
0.9626 |
|
1.000 |
0.9600 |
|
1.618 |
0.9557 |
|
2.618 |
0.9488 |
|
4.250 |
0.9376 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9711 |
| PP |
0.9707 |
0.9707 |
| S1 |
0.9704 |
0.9703 |
|