CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9694 |
0.0003 |
0.0% |
0.9663 |
| High |
0.9705 |
0.9748 |
0.0043 |
0.4% |
0.9794 |
| Low |
0.9633 |
0.9652 |
0.0019 |
0.2% |
0.9617 |
| Close |
0.9682 |
0.9686 |
0.0004 |
0.0% |
0.9723 |
| Range |
0.0072 |
0.0096 |
0.0024 |
33.3% |
0.0177 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
89,092 |
79,637 |
-9,455 |
-10.6% |
370,327 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9983 |
0.9931 |
0.9739 |
|
| R3 |
0.9887 |
0.9835 |
0.9712 |
|
| R2 |
0.9791 |
0.9791 |
0.9704 |
|
| R1 |
0.9739 |
0.9739 |
0.9695 |
0.9717 |
| PP |
0.9695 |
0.9695 |
0.9695 |
0.9685 |
| S1 |
0.9643 |
0.9643 |
0.9677 |
0.9621 |
| S2 |
0.9599 |
0.9599 |
0.9668 |
|
| S3 |
0.9503 |
0.9547 |
0.9660 |
|
| S4 |
0.9407 |
0.9451 |
0.9633 |
|
|
| 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 |
0.9765 |
0.9617 |
0.0148 |
1.5% |
0.0090 |
0.9% |
47% |
False |
False |
74,679 |
| 10 |
0.9794 |
0.9617 |
0.0177 |
1.8% |
0.0098 |
1.0% |
39% |
False |
False |
71,374 |
| 20 |
0.9794 |
0.9442 |
0.0352 |
3.6% |
0.0099 |
1.0% |
69% |
False |
False |
54,855 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
65% |
False |
False |
28,227 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0098 |
1.0% |
65% |
False |
False |
18,962 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
65% |
False |
False |
14,273 |
| 100 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0098 |
1.0% |
72% |
False |
False |
11,454 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0096 |
1.0% |
58% |
False |
False |
9,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0156 |
|
2.618 |
0.9999 |
|
1.618 |
0.9903 |
|
1.000 |
0.9844 |
|
0.618 |
0.9807 |
|
HIGH |
0.9748 |
|
0.618 |
0.9711 |
|
0.500 |
0.9700 |
|
0.382 |
0.9689 |
|
LOW |
0.9652 |
|
0.618 |
0.9593 |
|
1.000 |
0.9556 |
|
1.618 |
0.9497 |
|
2.618 |
0.9401 |
|
4.250 |
0.9244 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9700 |
0.9699 |
| PP |
0.9695 |
0.9695 |
| S1 |
0.9691 |
0.9690 |
|