CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 07-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
07-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
0.9525 |
0.9585 |
0.0060 |
0.6% |
0.9506 |
High |
0.9590 |
0.9607 |
0.0017 |
0.2% |
0.9590 |
Low |
0.9525 |
0.9511 |
-0.0014 |
-0.1% |
0.9338 |
Close |
0.9586 |
0.9512 |
-0.0074 |
-0.8% |
0.9586 |
Range |
0.0065 |
0.0096 |
0.0031 |
47.7% |
0.0252 |
ATR |
0.0081 |
0.0082 |
0.0001 |
1.3% |
0.0000 |
Volume |
55 |
130 |
75 |
136.4% |
452 |
|
Daily Pivots for day following 07-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9831 |
0.9768 |
0.9565 |
|
R3 |
0.9735 |
0.9672 |
0.9538 |
|
R2 |
0.9639 |
0.9639 |
0.9530 |
|
R1 |
0.9576 |
0.9576 |
0.9521 |
0.9560 |
PP |
0.9543 |
0.9543 |
0.9543 |
0.9535 |
S1 |
0.9480 |
0.9480 |
0.9503 |
0.9464 |
S2 |
0.9447 |
0.9447 |
0.9494 |
|
S3 |
0.9351 |
0.9384 |
0.9486 |
|
S4 |
0.9255 |
0.9288 |
0.9459 |
|
|
Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0261 |
1.0175 |
0.9725 |
|
R3 |
1.0009 |
0.9923 |
0.9655 |
|
R2 |
0.9757 |
0.9757 |
0.9632 |
|
R1 |
0.9671 |
0.9671 |
0.9609 |
0.9714 |
PP |
0.9505 |
0.9505 |
0.9505 |
0.9526 |
S1 |
0.9419 |
0.9419 |
0.9563 |
0.9462 |
S2 |
0.9253 |
0.9253 |
0.9540 |
|
S3 |
0.9001 |
0.9167 |
0.9517 |
|
S4 |
0.8749 |
0.8915 |
0.9447 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9607 |
0.9338 |
0.0269 |
2.8% |
0.0070 |
0.7% |
65% |
True |
False |
99 |
10 |
0.9607 |
0.9338 |
0.0269 |
2.8% |
0.0069 |
0.7% |
65% |
True |
False |
117 |
20 |
0.9686 |
0.9338 |
0.0348 |
3.7% |
0.0065 |
0.7% |
50% |
False |
False |
89 |
40 |
0.9830 |
0.9338 |
0.0492 |
5.2% |
0.0053 |
0.6% |
35% |
False |
False |
57 |
60 |
0.9830 |
0.9338 |
0.0492 |
5.2% |
0.0042 |
0.4% |
35% |
False |
False |
41 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0015 |
2.618 |
0.9858 |
1.618 |
0.9762 |
1.000 |
0.9703 |
0.618 |
0.9666 |
HIGH |
0.9607 |
0.618 |
0.9570 |
0.500 |
0.9559 |
0.382 |
0.9548 |
LOW |
0.9511 |
0.618 |
0.9452 |
1.000 |
0.9415 |
1.618 |
0.9356 |
2.618 |
0.9260 |
4.250 |
0.9103 |
|
|
Fisher Pivots for day following 07-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9559 |
0.9534 |
PP |
0.9543 |
0.9526 |
S1 |
0.9528 |
0.9519 |
|