CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9645 |
0.9680 |
0.0035 |
0.4% |
0.9585 |
| High |
0.9693 |
0.9740 |
0.0047 |
0.5% |
0.9675 |
| Low |
0.9625 |
0.9672 |
0.0047 |
0.5% |
0.9500 |
| Close |
0.9693 |
0.9715 |
0.0022 |
0.2% |
0.9615 |
| Range |
0.0068 |
0.0068 |
0.0000 |
0.0% |
0.0175 |
| ATR |
0.0082 |
0.0081 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
159 |
319 |
160 |
100.6% |
435 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9913 |
0.9882 |
0.9752 |
|
| R3 |
0.9845 |
0.9814 |
0.9734 |
|
| R2 |
0.9777 |
0.9777 |
0.9727 |
|
| R1 |
0.9746 |
0.9746 |
0.9721 |
0.9762 |
| PP |
0.9709 |
0.9709 |
0.9709 |
0.9717 |
| S1 |
0.9678 |
0.9678 |
0.9709 |
0.9694 |
| S2 |
0.9641 |
0.9641 |
0.9703 |
|
| S3 |
0.9573 |
0.9610 |
0.9696 |
|
| S4 |
0.9505 |
0.9542 |
0.9678 |
|
|
| 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 |
0.9740 |
0.9500 |
0.0240 |
2.5% |
0.0073 |
0.7% |
90% |
True |
False |
156 |
| 10 |
0.9740 |
0.9338 |
0.0402 |
4.1% |
0.0072 |
0.7% |
94% |
True |
False |
128 |
| 20 |
0.9740 |
0.9338 |
0.0402 |
4.1% |
0.0068 |
0.7% |
94% |
True |
False |
106 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0055 |
0.6% |
77% |
False |
False |
70 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0047 |
0.5% |
77% |
False |
False |
53 |
| 80 |
0.9830 |
0.9294 |
0.0536 |
5.5% |
0.0041 |
0.4% |
79% |
False |
False |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0029 |
|
2.618 |
0.9918 |
|
1.618 |
0.9850 |
|
1.000 |
0.9808 |
|
0.618 |
0.9782 |
|
HIGH |
0.9740 |
|
0.618 |
0.9714 |
|
0.500 |
0.9706 |
|
0.382 |
0.9698 |
|
LOW |
0.9672 |
|
0.618 |
0.9630 |
|
1.000 |
0.9604 |
|
1.618 |
0.9562 |
|
2.618 |
0.9494 |
|
4.250 |
0.9383 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9712 |
0.9700 |
| PP |
0.9709 |
0.9685 |
| S1 |
0.9706 |
0.9670 |
|