CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Sep-2010 |
15-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9680 |
0.9691 |
0.0011 |
0.1% |
0.9585 |
| High |
0.9740 |
0.9711 |
-0.0029 |
-0.3% |
0.9675 |
| Low |
0.9672 |
0.9650 |
-0.0022 |
-0.2% |
0.9500 |
| Close |
0.9715 |
0.9692 |
-0.0023 |
-0.2% |
0.9615 |
| Range |
0.0068 |
0.0061 |
-0.0007 |
-10.3% |
0.0175 |
| ATR |
0.0081 |
0.0079 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
319 |
129 |
-190 |
-59.6% |
435 |
|
| Daily Pivots for day following 15-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9867 |
0.9841 |
0.9726 |
|
| R3 |
0.9806 |
0.9780 |
0.9709 |
|
| R2 |
0.9745 |
0.9745 |
0.9703 |
|
| R1 |
0.9719 |
0.9719 |
0.9698 |
0.9732 |
| PP |
0.9684 |
0.9684 |
0.9684 |
0.9691 |
| S1 |
0.9658 |
0.9658 |
0.9686 |
0.9671 |
| S2 |
0.9623 |
0.9623 |
0.9681 |
|
| S3 |
0.9562 |
0.9597 |
0.9675 |
|
| S4 |
0.9501 |
0.9536 |
0.9658 |
|
|
| 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 |
0.9600 |
0.0140 |
1.4% |
0.0061 |
0.6% |
66% |
False |
False |
168 |
| 10 |
0.9740 |
0.9356 |
0.0384 |
4.0% |
0.0074 |
0.8% |
88% |
False |
False |
133 |
| 20 |
0.9740 |
0.9338 |
0.0402 |
4.1% |
0.0069 |
0.7% |
88% |
False |
False |
112 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0055 |
0.6% |
72% |
False |
False |
73 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0048 |
0.5% |
72% |
False |
False |
56 |
| 80 |
0.9830 |
0.9294 |
0.0536 |
5.5% |
0.0040 |
0.4% |
74% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9970 |
|
2.618 |
0.9871 |
|
1.618 |
0.9810 |
|
1.000 |
0.9772 |
|
0.618 |
0.9749 |
|
HIGH |
0.9711 |
|
0.618 |
0.9688 |
|
0.500 |
0.9681 |
|
0.382 |
0.9673 |
|
LOW |
0.9650 |
|
0.618 |
0.9612 |
|
1.000 |
0.9589 |
|
1.618 |
0.9551 |
|
2.618 |
0.9490 |
|
4.250 |
0.9391 |
|
|
| Fisher Pivots for day following 15-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9688 |
0.9689 |
| PP |
0.9684 |
0.9686 |
| S1 |
0.9681 |
0.9683 |
|