CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 18-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Aug-2010 |
18-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9641 |
0.9680 |
0.0039 |
0.4% |
0.9682 |
| High |
0.9659 |
0.9680 |
0.0021 |
0.2% |
0.9701 |
| Low |
0.9632 |
0.9675 |
0.0043 |
0.4% |
0.9496 |
| Close |
0.9645 |
0.9691 |
0.0046 |
0.5% |
0.9554 |
| Range |
0.0027 |
0.0005 |
-0.0022 |
-81.5% |
0.0205 |
| ATR |
0.0071 |
0.0068 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
1 |
81 |
80 |
8,000.0% |
429 |
|
| Daily Pivots for day following 18-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9697 |
0.9699 |
0.9694 |
|
| R3 |
0.9692 |
0.9694 |
0.9692 |
|
| R2 |
0.9687 |
0.9687 |
0.9692 |
|
| R1 |
0.9689 |
0.9689 |
0.9691 |
0.9688 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9682 |
| S1 |
0.9684 |
0.9684 |
0.9691 |
0.9683 |
| S2 |
0.9677 |
0.9677 |
0.9690 |
|
| S3 |
0.9672 |
0.9679 |
0.9690 |
|
| S4 |
0.9667 |
0.9674 |
0.9688 |
|
|
| 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 |
0.9680 |
0.9496 |
0.0184 |
1.9% |
0.0028 |
0.3% |
106% |
True |
False |
94 |
| 10 |
0.9830 |
0.9496 |
0.0334 |
3.4% |
0.0048 |
0.5% |
58% |
False |
False |
62 |
| 20 |
0.9830 |
0.9496 |
0.0334 |
3.4% |
0.0035 |
0.4% |
58% |
False |
False |
37 |
| 40 |
0.9830 |
0.9340 |
0.0490 |
5.1% |
0.0037 |
0.4% |
72% |
False |
False |
29 |
| 60 |
0.9830 |
0.9294 |
0.0536 |
5.5% |
0.0030 |
0.3% |
74% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9701 |
|
2.618 |
0.9693 |
|
1.618 |
0.9688 |
|
1.000 |
0.9685 |
|
0.618 |
0.9683 |
|
HIGH |
0.9680 |
|
0.618 |
0.9678 |
|
0.500 |
0.9678 |
|
0.382 |
0.9677 |
|
LOW |
0.9675 |
|
0.618 |
0.9672 |
|
1.000 |
0.9670 |
|
1.618 |
0.9667 |
|
2.618 |
0.9662 |
|
4.250 |
0.9654 |
|
|
| Fisher Pivots for day following 18-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9687 |
0.9663 |
| PP |
0.9682 |
0.9635 |
| S1 |
0.9678 |
0.9607 |
|