CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9688 |
-0.0003 |
0.0% |
0.9585 |
| High |
0.9711 |
0.9708 |
-0.0003 |
0.0% |
0.9675 |
| Low |
0.9650 |
0.9680 |
0.0030 |
0.3% |
0.9500 |
| Close |
0.9692 |
0.9693 |
0.0001 |
0.0% |
0.9615 |
| Range |
0.0061 |
0.0028 |
-0.0033 |
-54.1% |
0.0175 |
| ATR |
0.0079 |
0.0076 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
129 |
411 |
282 |
218.6% |
435 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9778 |
0.9763 |
0.9708 |
|
| R3 |
0.9750 |
0.9735 |
0.9701 |
|
| R2 |
0.9722 |
0.9722 |
0.9698 |
|
| R1 |
0.9707 |
0.9707 |
0.9696 |
0.9715 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9697 |
| S1 |
0.9679 |
0.9679 |
0.9690 |
0.9687 |
| S2 |
0.9666 |
0.9666 |
0.9688 |
|
| S3 |
0.9638 |
0.9651 |
0.9685 |
|
| S4 |
0.9610 |
0.9623 |
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 |
0.9600 |
0.0140 |
1.4% |
0.0060 |
0.6% |
66% |
False |
False |
229 |
| 10 |
0.9740 |
0.9460 |
0.0280 |
2.9% |
0.0064 |
0.7% |
83% |
False |
False |
158 |
| 20 |
0.9740 |
0.9338 |
0.0402 |
4.1% |
0.0070 |
0.7% |
88% |
False |
False |
129 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0053 |
0.5% |
72% |
False |
False |
83 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0048 |
0.5% |
72% |
False |
False |
62 |
| 80 |
0.9830 |
0.9294 |
0.0536 |
5.5% |
0.0040 |
0.4% |
74% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9827 |
|
2.618 |
0.9781 |
|
1.618 |
0.9753 |
|
1.000 |
0.9736 |
|
0.618 |
0.9725 |
|
HIGH |
0.9708 |
|
0.618 |
0.9697 |
|
0.500 |
0.9694 |
|
0.382 |
0.9691 |
|
LOW |
0.9680 |
|
0.618 |
0.9663 |
|
1.000 |
0.9652 |
|
1.618 |
0.9635 |
|
2.618 |
0.9607 |
|
4.250 |
0.9561 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9694 |
0.9695 |
| PP |
0.9694 |
0.9694 |
| S1 |
0.9693 |
0.9694 |
|