CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 26-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Aug-2010 |
26-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9393 |
0.9471 |
0.0078 |
0.8% |
0.9533 |
| High |
0.9393 |
0.9471 |
0.0078 |
0.8% |
0.9686 |
| Low |
0.9355 |
0.9438 |
0.0083 |
0.9% |
0.9480 |
| Close |
0.9399 |
0.9418 |
0.0019 |
0.2% |
0.9500 |
| Range |
0.0038 |
0.0033 |
-0.0005 |
-13.2% |
0.0206 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
115 |
37 |
-78 |
-67.8% |
143 |
|
| Daily Pivots for day following 26-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9541 |
0.9513 |
0.9436 |
|
| R3 |
0.9508 |
0.9480 |
0.9427 |
|
| R2 |
0.9475 |
0.9475 |
0.9424 |
|
| R1 |
0.9447 |
0.9447 |
0.9421 |
0.9445 |
| PP |
0.9442 |
0.9442 |
0.9442 |
0.9441 |
| S1 |
0.9414 |
0.9414 |
0.9415 |
0.9412 |
| S2 |
0.9409 |
0.9409 |
0.9412 |
|
| S3 |
0.9376 |
0.9381 |
0.9409 |
|
| S4 |
0.9343 |
0.9348 |
0.9400 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0173 |
1.0043 |
0.9613 |
|
| R3 |
0.9967 |
0.9837 |
0.9557 |
|
| R2 |
0.9761 |
0.9761 |
0.9538 |
|
| R1 |
0.9631 |
0.9631 |
0.9519 |
0.9593 |
| PP |
0.9555 |
0.9555 |
0.9555 |
0.9537 |
| S1 |
0.9425 |
0.9425 |
0.9481 |
0.9387 |
| S2 |
0.9349 |
0.9349 |
0.9462 |
|
| S3 |
0.9143 |
0.9219 |
0.9443 |
|
| S4 |
0.8937 |
0.9013 |
0.9387 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9596 |
0.9349 |
0.0247 |
2.6% |
0.0063 |
0.7% |
28% |
False |
False |
127 |
| 10 |
0.9686 |
0.9349 |
0.0337 |
3.6% |
0.0051 |
0.5% |
20% |
False |
False |
105 |
| 20 |
0.9830 |
0.9349 |
0.0481 |
5.1% |
0.0049 |
0.5% |
14% |
False |
False |
67 |
| 40 |
0.9830 |
0.9340 |
0.0490 |
5.2% |
0.0044 |
0.5% |
16% |
False |
False |
44 |
| 60 |
0.9830 |
0.9340 |
0.0490 |
5.2% |
0.0034 |
0.4% |
16% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9611 |
|
2.618 |
0.9557 |
|
1.618 |
0.9524 |
|
1.000 |
0.9504 |
|
0.618 |
0.9491 |
|
HIGH |
0.9471 |
|
0.618 |
0.9458 |
|
0.500 |
0.9455 |
|
0.382 |
0.9451 |
|
LOW |
0.9438 |
|
0.618 |
0.9418 |
|
1.000 |
0.9405 |
|
1.618 |
0.9385 |
|
2.618 |
0.9352 |
|
4.250 |
0.9298 |
|
|
| Fisher Pivots for day following 26-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9455 |
0.9415 |
| PP |
0.9442 |
0.9413 |
| S1 |
0.9430 |
0.9410 |
|