CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 19-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Aug-2010 |
19-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9637 |
-0.0043 |
-0.4% |
0.9682 |
| High |
0.9680 |
0.9686 |
0.0006 |
0.1% |
0.9701 |
| Low |
0.9675 |
0.9568 |
-0.0107 |
-1.1% |
0.9496 |
| Close |
0.9691 |
0.9579 |
-0.0112 |
-1.2% |
0.9554 |
| Range |
0.0005 |
0.0118 |
0.0113 |
2,260.0% |
0.0205 |
| ATR |
0.0068 |
0.0072 |
0.0004 |
5.7% |
0.0000 |
| Volume |
81 |
6 |
-75 |
-92.6% |
429 |
|
| Daily Pivots for day following 19-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9965 |
0.9890 |
0.9644 |
|
| R3 |
0.9847 |
0.9772 |
0.9611 |
|
| R2 |
0.9729 |
0.9729 |
0.9601 |
|
| R1 |
0.9654 |
0.9654 |
0.9590 |
0.9633 |
| PP |
0.9611 |
0.9611 |
0.9611 |
0.9600 |
| S1 |
0.9536 |
0.9536 |
0.9568 |
0.9515 |
| S2 |
0.9493 |
0.9493 |
0.9557 |
|
| S3 |
0.9375 |
0.9418 |
0.9547 |
|
| S4 |
0.9257 |
0.9300 |
0.9514 |
|
|
| 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 |
0.9686 |
0.9533 |
0.0153 |
1.6% |
0.0039 |
0.4% |
30% |
True |
False |
82 |
| 10 |
0.9754 |
0.9496 |
0.0258 |
2.7% |
0.0056 |
0.6% |
32% |
False |
False |
61 |
| 20 |
0.9830 |
0.9496 |
0.0334 |
3.5% |
0.0040 |
0.4% |
25% |
False |
False |
37 |
| 40 |
0.9830 |
0.9340 |
0.0490 |
5.1% |
0.0038 |
0.4% |
49% |
False |
False |
29 |
| 60 |
0.9830 |
0.9340 |
0.0490 |
5.1% |
0.0032 |
0.3% |
49% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0188 |
|
2.618 |
0.9995 |
|
1.618 |
0.9877 |
|
1.000 |
0.9804 |
|
0.618 |
0.9759 |
|
HIGH |
0.9686 |
|
0.618 |
0.9641 |
|
0.500 |
0.9627 |
|
0.382 |
0.9613 |
|
LOW |
0.9568 |
|
0.618 |
0.9495 |
|
1.000 |
0.9450 |
|
1.618 |
0.9377 |
|
2.618 |
0.9259 |
|
4.250 |
0.9067 |
|
|
| Fisher Pivots for day following 19-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9627 |
0.9627 |
| PP |
0.9611 |
0.9611 |
| S1 |
0.9595 |
0.9595 |
|