CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 16-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.9560 |
0.9533 |
-0.0027 |
-0.3% |
0.9682 |
High |
0.9605 |
0.9533 |
-0.0072 |
-0.7% |
0.9701 |
Low |
0.9560 |
0.9533 |
-0.0027 |
-0.3% |
0.9496 |
Close |
0.9554 |
0.9533 |
-0.0021 |
-0.2% |
0.9554 |
Range |
0.0045 |
0.0000 |
-0.0045 |
-100.0% |
0.0205 |
ATR |
0.0070 |
0.0066 |
-0.0003 |
-5.0% |
0.0000 |
Volume |
297 |
28 |
-269 |
-90.6% |
429 |
|
Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9533 |
0.9533 |
0.9533 |
|
R3 |
0.9533 |
0.9533 |
0.9533 |
|
R2 |
0.9533 |
0.9533 |
0.9533 |
|
R1 |
0.9533 |
0.9533 |
0.9533 |
0.9533 |
PP |
0.9533 |
0.9533 |
0.9533 |
0.9533 |
S1 |
0.9533 |
0.9533 |
0.9533 |
0.9533 |
S2 |
0.9533 |
0.9533 |
0.9533 |
|
S3 |
0.9533 |
0.9533 |
0.9533 |
|
S4 |
0.9533 |
0.9533 |
0.9533 |
|
|
Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0199 |
1.0081 |
0.9667 |
|
R3 |
0.9994 |
0.9876 |
0.9610 |
|
R2 |
0.9789 |
0.9789 |
0.9592 |
|
R1 |
0.9671 |
0.9671 |
0.9573 |
0.9628 |
PP |
0.9584 |
0.9584 |
0.9584 |
0.9562 |
S1 |
0.9466 |
0.9466 |
0.9535 |
0.9423 |
S2 |
0.9379 |
0.9379 |
0.9516 |
|
S3 |
0.9174 |
0.9261 |
0.9498 |
|
S4 |
0.8969 |
0.9056 |
0.9441 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9655 |
0.9496 |
0.0159 |
1.7% |
0.0063 |
0.7% |
23% |
False |
False |
87 |
10 |
0.9830 |
0.9496 |
0.0334 |
3.5% |
0.0049 |
0.5% |
11% |
False |
False |
56 |
20 |
0.9830 |
0.9445 |
0.0385 |
4.0% |
0.0042 |
0.4% |
23% |
False |
False |
34 |
40 |
0.9830 |
0.9340 |
0.0490 |
5.1% |
0.0037 |
0.4% |
39% |
False |
False |
27 |
60 |
0.9830 |
0.9294 |
0.0536 |
5.6% |
0.0032 |
0.3% |
45% |
False |
False |
23 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9533 |
2.618 |
0.9533 |
1.618 |
0.9533 |
1.000 |
0.9533 |
0.618 |
0.9533 |
HIGH |
0.9533 |
0.618 |
0.9533 |
0.500 |
0.9533 |
0.382 |
0.9533 |
LOW |
0.9533 |
0.618 |
0.9533 |
1.000 |
0.9533 |
1.618 |
0.9533 |
2.618 |
0.9533 |
4.250 |
0.9533 |
|
|
Fisher Pivots for day following 16-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9533 |
0.9551 |
PP |
0.9533 |
0.9545 |
S1 |
0.9533 |
0.9539 |
|