CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9533 |
0.9641 |
0.0108 |
1.1% |
0.9682 |
| High |
0.9533 |
0.9659 |
0.0126 |
1.3% |
0.9701 |
| Low |
0.9533 |
0.9632 |
0.0099 |
1.0% |
0.9496 |
| Close |
0.9533 |
0.9645 |
0.0112 |
1.2% |
0.9554 |
| Range |
0.0000 |
0.0027 |
0.0027 |
|
0.0205 |
| ATR |
0.0066 |
0.0071 |
0.0004 |
6.4% |
0.0000 |
| Volume |
28 |
1 |
-27 |
-96.4% |
429 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9726 |
0.9713 |
0.9660 |
|
| R3 |
0.9699 |
0.9686 |
0.9652 |
|
| R2 |
0.9672 |
0.9672 |
0.9650 |
|
| R1 |
0.9659 |
0.9659 |
0.9647 |
0.9666 |
| PP |
0.9645 |
0.9645 |
0.9645 |
0.9649 |
| S1 |
0.9632 |
0.9632 |
0.9643 |
0.9639 |
| S2 |
0.9618 |
0.9618 |
0.9640 |
|
| S3 |
0.9591 |
0.9605 |
0.9638 |
|
| S4 |
0.9564 |
0.9578 |
0.9630 |
|
|
| 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 |
0.9659 |
0.9496 |
0.0163 |
1.7% |
0.0055 |
0.6% |
91% |
True |
False |
86 |
| 10 |
0.9830 |
0.9496 |
0.0334 |
3.5% |
0.0051 |
0.5% |
45% |
False |
False |
55 |
| 20 |
0.9830 |
0.9496 |
0.0334 |
3.5% |
0.0041 |
0.4% |
45% |
False |
False |
34 |
| 40 |
0.9830 |
0.9340 |
0.0490 |
5.1% |
0.0037 |
0.4% |
62% |
False |
False |
27 |
| 60 |
0.9830 |
0.9294 |
0.0536 |
5.6% |
0.0031 |
0.3% |
65% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9774 |
|
2.618 |
0.9730 |
|
1.618 |
0.9703 |
|
1.000 |
0.9686 |
|
0.618 |
0.9676 |
|
HIGH |
0.9659 |
|
0.618 |
0.9649 |
|
0.500 |
0.9646 |
|
0.382 |
0.9642 |
|
LOW |
0.9632 |
|
0.618 |
0.9615 |
|
1.000 |
0.9605 |
|
1.618 |
0.9588 |
|
2.618 |
0.9561 |
|
4.250 |
0.9517 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9646 |
0.9629 |
| PP |
0.9645 |
0.9612 |
| S1 |
0.9645 |
0.9596 |
|