CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9688 |
0.9725 |
0.0037 |
0.4% |
0.9645 |
| High |
0.9708 |
0.9725 |
0.0017 |
0.2% |
0.9740 |
| Low |
0.9680 |
0.9618 |
-0.0062 |
-0.6% |
0.9618 |
| Close |
0.9693 |
0.9658 |
-0.0035 |
-0.4% |
0.9658 |
| Range |
0.0028 |
0.0107 |
0.0079 |
282.1% |
0.0122 |
| ATR |
0.0076 |
0.0078 |
0.0002 |
2.9% |
0.0000 |
| Volume |
411 |
44 |
-367 |
-89.3% |
1,062 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9930 |
0.9717 |
|
| R3 |
0.9881 |
0.9823 |
0.9687 |
|
| R2 |
0.9774 |
0.9774 |
0.9678 |
|
| R1 |
0.9716 |
0.9716 |
0.9668 |
0.9692 |
| PP |
0.9667 |
0.9667 |
0.9667 |
0.9655 |
| S1 |
0.9609 |
0.9609 |
0.9648 |
0.9585 |
| S2 |
0.9560 |
0.9560 |
0.9638 |
|
| S3 |
0.9453 |
0.9502 |
0.9629 |
|
| S4 |
0.9346 |
0.9395 |
0.9599 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0038 |
0.9970 |
0.9725 |
|
| R3 |
0.9916 |
0.9848 |
0.9692 |
|
| R2 |
0.9794 |
0.9794 |
0.9680 |
|
| R1 |
0.9726 |
0.9726 |
0.9669 |
0.9760 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9689 |
| S1 |
0.9604 |
0.9604 |
0.9647 |
0.9638 |
| S2 |
0.9550 |
0.9550 |
0.9636 |
|
| S3 |
0.9428 |
0.9482 |
0.9624 |
|
| S4 |
0.9306 |
0.9360 |
0.9591 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9740 |
0.9618 |
0.0122 |
1.3% |
0.0066 |
0.7% |
33% |
False |
True |
212 |
| 10 |
0.9740 |
0.9500 |
0.0240 |
2.5% |
0.0072 |
0.7% |
66% |
False |
False |
155 |
| 20 |
0.9740 |
0.9338 |
0.0402 |
4.2% |
0.0070 |
0.7% |
80% |
False |
False |
131 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0055 |
0.6% |
65% |
False |
False |
84 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0049 |
0.5% |
65% |
False |
False |
63 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0042 |
0.4% |
65% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0180 |
|
2.618 |
1.0005 |
|
1.618 |
0.9898 |
|
1.000 |
0.9832 |
|
0.618 |
0.9791 |
|
HIGH |
0.9725 |
|
0.618 |
0.9684 |
|
0.500 |
0.9672 |
|
0.382 |
0.9659 |
|
LOW |
0.9618 |
|
0.618 |
0.9552 |
|
1.000 |
0.9511 |
|
1.618 |
0.9445 |
|
2.618 |
0.9338 |
|
4.250 |
0.9163 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9672 |
0.9672 |
| PP |
0.9667 |
0.9667 |
| S1 |
0.9663 |
0.9663 |
|