CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9742 |
0.9691 |
-0.0051 |
-0.5% |
0.9663 |
| High |
0.9765 |
0.9705 |
-0.0060 |
-0.6% |
0.9794 |
| Low |
0.9692 |
0.9633 |
-0.0059 |
-0.6% |
0.9617 |
| Close |
0.9731 |
0.9682 |
-0.0049 |
-0.5% |
0.9723 |
| Range |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0177 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
60,533 |
89,092 |
28,559 |
47.2% |
370,327 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9889 |
0.9858 |
0.9722 |
|
| R3 |
0.9817 |
0.9786 |
0.9702 |
|
| R2 |
0.9745 |
0.9745 |
0.9695 |
|
| R1 |
0.9714 |
0.9714 |
0.9689 |
0.9694 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9663 |
| S1 |
0.9642 |
0.9642 |
0.9675 |
0.9622 |
| S2 |
0.9601 |
0.9601 |
0.9669 |
|
| S3 |
0.9529 |
0.9570 |
0.9662 |
|
| S4 |
0.9457 |
0.9498 |
0.9642 |
|
|
| 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% |
0.0103 |
1.1% |
37% |
False |
False |
78,194 |
| 10 |
0.9794 |
0.9617 |
0.0177 |
1.8% |
0.0096 |
1.0% |
37% |
False |
False |
69,965 |
| 20 |
0.9794 |
0.9371 |
0.0423 |
4.4% |
0.0101 |
1.0% |
74% |
False |
False |
51,224 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0100 |
1.0% |
64% |
False |
False |
26,241 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
64% |
False |
False |
17,638 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
64% |
False |
False |
13,279 |
| 100 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0097 |
1.0% |
71% |
False |
False |
10,658 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0095 |
1.0% |
58% |
False |
False |
8,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0011 |
|
2.618 |
0.9893 |
|
1.618 |
0.9821 |
|
1.000 |
0.9777 |
|
0.618 |
0.9749 |
|
HIGH |
0.9705 |
|
0.618 |
0.9677 |
|
0.500 |
0.9669 |
|
0.382 |
0.9661 |
|
LOW |
0.9633 |
|
0.618 |
0.9589 |
|
1.000 |
0.9561 |
|
1.618 |
0.9517 |
|
2.618 |
0.9445 |
|
4.250 |
0.9327 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9699 |
| PP |
0.9673 |
0.9693 |
| S1 |
0.9669 |
0.9688 |
|