CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9637 |
0.9645 |
0.0008 |
0.1% |
0.9585 |
| High |
0.9675 |
0.9693 |
0.0018 |
0.2% |
0.9675 |
| Low |
0.9600 |
0.9625 |
0.0025 |
0.3% |
0.9500 |
| Close |
0.9615 |
0.9693 |
0.0078 |
0.8% |
0.9615 |
| Range |
0.0075 |
0.0068 |
-0.0007 |
-9.3% |
0.0175 |
| ATR |
0.0082 |
0.0082 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
128 |
159 |
31 |
24.2% |
435 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9874 |
0.9852 |
0.9730 |
|
| R3 |
0.9806 |
0.9784 |
0.9712 |
|
| R2 |
0.9738 |
0.9738 |
0.9705 |
|
| R1 |
0.9716 |
0.9716 |
0.9699 |
0.9727 |
| PP |
0.9670 |
0.9670 |
0.9670 |
0.9676 |
| S1 |
0.9648 |
0.9648 |
0.9687 |
0.9659 |
| S2 |
0.9602 |
0.9602 |
0.9681 |
|
| S3 |
0.9534 |
0.9580 |
0.9674 |
|
| S4 |
0.9466 |
0.9512 |
0.9656 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0122 |
1.0043 |
0.9711 |
|
| R3 |
0.9947 |
0.9868 |
0.9663 |
|
| R2 |
0.9772 |
0.9772 |
0.9647 |
|
| R1 |
0.9693 |
0.9693 |
0.9631 |
0.9733 |
| PP |
0.9597 |
0.9597 |
0.9597 |
0.9616 |
| S1 |
0.9518 |
0.9518 |
0.9599 |
0.9558 |
| S2 |
0.9422 |
0.9422 |
0.9583 |
|
| S3 |
0.9247 |
0.9343 |
0.9567 |
|
| S4 |
0.9072 |
0.9168 |
0.9519 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9693 |
0.9500 |
0.0193 |
2.0% |
0.0078 |
0.8% |
100% |
True |
False |
118 |
| 10 |
0.9693 |
0.9338 |
0.0355 |
3.7% |
0.0072 |
0.7% |
100% |
True |
False |
104 |
| 20 |
0.9693 |
0.9338 |
0.0355 |
3.7% |
0.0064 |
0.7% |
100% |
True |
False |
91 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0053 |
0.5% |
72% |
False |
False |
63 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0046 |
0.5% |
72% |
False |
False |
48 |
| 80 |
0.9830 |
0.9294 |
0.0536 |
5.5% |
0.0041 |
0.4% |
74% |
False |
False |
40 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9982 |
|
2.618 |
0.9871 |
|
1.618 |
0.9803 |
|
1.000 |
0.9761 |
|
0.618 |
0.9735 |
|
HIGH |
0.9693 |
|
0.618 |
0.9667 |
|
0.500 |
0.9659 |
|
0.382 |
0.9651 |
|
LOW |
0.9625 |
|
0.618 |
0.9583 |
|
1.000 |
0.9557 |
|
1.618 |
0.9515 |
|
2.618 |
0.9447 |
|
4.250 |
0.9336 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9682 |
0.9678 |
| PP |
0.9670 |
0.9662 |
| S1 |
0.9659 |
0.9647 |
|