CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9690 |
0.9654 |
-0.0036 |
-0.4% |
0.9663 |
| High |
0.9705 |
0.9763 |
0.0058 |
0.6% |
0.9794 |
| Low |
0.9617 |
0.9640 |
0.0023 |
0.2% |
0.9617 |
| Close |
0.9671 |
0.9723 |
0.0052 |
0.5% |
0.9723 |
| Range |
0.0088 |
0.0123 |
0.0035 |
39.8% |
0.0177 |
| ATR |
0.0102 |
0.0103 |
0.0002 |
1.5% |
0.0000 |
| Volume |
67,467 |
76,668 |
9,201 |
13.6% |
370,327 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0078 |
1.0023 |
0.9791 |
|
| R3 |
0.9955 |
0.9900 |
0.9757 |
|
| R2 |
0.9832 |
0.9832 |
0.9746 |
|
| R1 |
0.9777 |
0.9777 |
0.9734 |
0.9805 |
| PP |
0.9709 |
0.9709 |
0.9709 |
0.9722 |
| S1 |
0.9654 |
0.9654 |
0.9712 |
0.9682 |
| S2 |
0.9586 |
0.9586 |
0.9700 |
|
| S3 |
0.9463 |
0.9531 |
0.9689 |
|
| S4 |
0.9340 |
0.9408 |
0.9655 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0242 |
1.0160 |
0.9820 |
|
| R3 |
1.0065 |
0.9983 |
0.9772 |
|
| R2 |
0.9888 |
0.9888 |
0.9755 |
|
| R1 |
0.9806 |
0.9806 |
0.9739 |
0.9847 |
| PP |
0.9711 |
0.9711 |
0.9711 |
0.9732 |
| S1 |
0.9629 |
0.9629 |
0.9707 |
0.9670 |
| S2 |
0.9534 |
0.9534 |
0.9691 |
|
| S3 |
0.9357 |
0.9452 |
0.9674 |
|
| S4 |
0.9180 |
0.9275 |
0.9626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9794 |
0.9617 |
0.0177 |
1.8% |
0.0114 |
1.2% |
60% |
False |
False |
74,065 |
| 10 |
0.9794 |
0.9617 |
0.0177 |
1.8% |
0.0098 |
1.0% |
60% |
False |
False |
68,324 |
| 20 |
0.9794 |
0.9352 |
0.0442 |
4.5% |
0.0104 |
1.1% |
84% |
False |
False |
43,881 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
72% |
False |
False |
22,521 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0100 |
1.0% |
72% |
False |
False |
15,149 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0101 |
1.0% |
72% |
False |
False |
11,417 |
| 100 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0101 |
1.0% |
77% |
False |
False |
9,164 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0095 |
1.0% |
63% |
False |
False |
7,645 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0085 |
|
1.618 |
0.9962 |
|
1.000 |
0.9886 |
|
0.618 |
0.9839 |
|
HIGH |
0.9763 |
|
0.618 |
0.9716 |
|
0.500 |
0.9702 |
|
0.382 |
0.9687 |
|
LOW |
0.9640 |
|
0.618 |
0.9564 |
|
1.000 |
0.9517 |
|
1.618 |
0.9441 |
|
2.618 |
0.9318 |
|
4.250 |
0.9117 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9716 |
0.9717 |
| PP |
0.9709 |
0.9711 |
| S1 |
0.9702 |
0.9706 |
|