CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 20-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2010 |
20-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9661 |
-0.0064 |
-0.7% |
0.9645 |
| High |
0.9725 |
0.9700 |
-0.0025 |
-0.3% |
0.9740 |
| Low |
0.9618 |
0.9640 |
0.0022 |
0.2% |
0.9618 |
| Close |
0.9658 |
0.9679 |
0.0021 |
0.2% |
0.9658 |
| Range |
0.0107 |
0.0060 |
-0.0047 |
-43.9% |
0.0122 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
44 |
85 |
41 |
93.2% |
1,062 |
|
| Daily Pivots for day following 20-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9853 |
0.9826 |
0.9712 |
|
| R3 |
0.9793 |
0.9766 |
0.9696 |
|
| R2 |
0.9733 |
0.9733 |
0.9690 |
|
| R1 |
0.9706 |
0.9706 |
0.9685 |
0.9720 |
| PP |
0.9673 |
0.9673 |
0.9673 |
0.9680 |
| S1 |
0.9646 |
0.9646 |
0.9674 |
0.9660 |
| S2 |
0.9613 |
0.9613 |
0.9668 |
|
| S3 |
0.9553 |
0.9586 |
0.9663 |
|
| S4 |
0.9493 |
0.9526 |
0.9646 |
|
|
| 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% |
0.0065 |
0.7% |
50% |
False |
False |
197 |
| 10 |
0.9740 |
0.9500 |
0.0240 |
2.5% |
0.0072 |
0.7% |
75% |
False |
False |
158 |
| 20 |
0.9740 |
0.9338 |
0.0402 |
4.2% |
0.0067 |
0.7% |
85% |
False |
False |
134 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0057 |
0.6% |
69% |
False |
False |
86 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0050 |
0.5% |
69% |
False |
False |
64 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0043 |
0.4% |
69% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9955 |
|
2.618 |
0.9857 |
|
1.618 |
0.9797 |
|
1.000 |
0.9760 |
|
0.618 |
0.9737 |
|
HIGH |
0.9700 |
|
0.618 |
0.9677 |
|
0.500 |
0.9670 |
|
0.382 |
0.9663 |
|
LOW |
0.9640 |
|
0.618 |
0.9603 |
|
1.000 |
0.9580 |
|
1.618 |
0.9543 |
|
2.618 |
0.9483 |
|
4.250 |
0.9385 |
|
|
| Fisher Pivots for day following 20-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9676 |
0.9677 |
| PP |
0.9673 |
0.9674 |
| S1 |
0.9670 |
0.9672 |
|