CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9663 |
0.9691 |
0.0028 |
0.3% |
0.9649 |
| High |
0.9727 |
0.9771 |
0.0044 |
0.5% |
0.9768 |
| Low |
0.9646 |
0.9656 |
0.0010 |
0.1% |
0.9638 |
| Close |
0.9703 |
0.9740 |
0.0037 |
0.4% |
0.9681 |
| Range |
0.0081 |
0.0115 |
0.0034 |
42.0% |
0.0130 |
| ATR |
0.0097 |
0.0098 |
0.0001 |
1.3% |
0.0000 |
| Volume |
55,705 |
73,274 |
17,569 |
31.5% |
312,919 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0067 |
1.0019 |
0.9803 |
|
| R3 |
0.9952 |
0.9904 |
0.9772 |
|
| R2 |
0.9837 |
0.9837 |
0.9761 |
|
| R1 |
0.9789 |
0.9789 |
0.9751 |
0.9813 |
| PP |
0.9722 |
0.9722 |
0.9722 |
0.9735 |
| S1 |
0.9674 |
0.9674 |
0.9729 |
0.9698 |
| S2 |
0.9607 |
0.9607 |
0.9719 |
|
| S3 |
0.9492 |
0.9559 |
0.9708 |
|
| S4 |
0.9377 |
0.9444 |
0.9677 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0086 |
1.0013 |
0.9753 |
|
| R3 |
0.9956 |
0.9883 |
0.9717 |
|
| R2 |
0.9826 |
0.9826 |
0.9705 |
|
| R1 |
0.9753 |
0.9753 |
0.9693 |
0.9790 |
| PP |
0.9696 |
0.9696 |
0.9696 |
0.9714 |
| S1 |
0.9623 |
0.9623 |
0.9669 |
0.9660 |
| S2 |
0.9566 |
0.9566 |
0.9657 |
|
| S3 |
0.9436 |
0.9493 |
0.9645 |
|
| S4 |
0.9306 |
0.9363 |
0.9610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9771 |
0.9642 |
0.0129 |
1.3% |
0.0088 |
0.9% |
76% |
True |
False |
61,737 |
| 10 |
0.9771 |
0.9496 |
0.0275 |
2.8% |
0.0093 |
1.0% |
89% |
True |
False |
59,584 |
| 20 |
0.9771 |
0.9352 |
0.0419 |
4.3% |
0.0099 |
1.0% |
93% |
True |
False |
32,302 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0096 |
1.0% |
75% |
False |
False |
16,535 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0101 |
1.0% |
75% |
False |
False |
11,147 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
75% |
False |
False |
8,403 |
| 100 |
0.9867 |
0.9230 |
0.0637 |
6.5% |
0.0100 |
1.0% |
80% |
False |
False |
6,752 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0093 |
1.0% |
65% |
False |
False |
5,638 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0260 |
|
2.618 |
1.0072 |
|
1.618 |
0.9957 |
|
1.000 |
0.9886 |
|
0.618 |
0.9842 |
|
HIGH |
0.9771 |
|
0.618 |
0.9727 |
|
0.500 |
0.9714 |
|
0.382 |
0.9700 |
|
LOW |
0.9656 |
|
0.618 |
0.9585 |
|
1.000 |
0.9541 |
|
1.618 |
0.9470 |
|
2.618 |
0.9355 |
|
4.250 |
0.9167 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9731 |
0.9729 |
| PP |
0.9722 |
0.9718 |
| S1 |
0.9714 |
0.9707 |
|