CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 21-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2010 |
21-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9661 |
0.9668 |
0.0007 |
0.1% |
0.9645 |
| High |
0.9700 |
0.9743 |
0.0043 |
0.4% |
0.9740 |
| Low |
0.9640 |
0.9649 |
0.0009 |
0.1% |
0.9618 |
| Close |
0.9679 |
0.9717 |
0.0038 |
0.4% |
0.9658 |
| Range |
0.0060 |
0.0094 |
0.0034 |
56.7% |
0.0122 |
| ATR |
0.0077 |
0.0078 |
0.0001 |
1.6% |
0.0000 |
| Volume |
85 |
142 |
57 |
67.1% |
1,062 |
|
| Daily Pivots for day following 21-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9945 |
0.9769 |
|
| R3 |
0.9891 |
0.9851 |
0.9743 |
|
| R2 |
0.9797 |
0.9797 |
0.9734 |
|
| R1 |
0.9757 |
0.9757 |
0.9726 |
0.9777 |
| PP |
0.9703 |
0.9703 |
0.9703 |
0.9713 |
| S1 |
0.9663 |
0.9663 |
0.9708 |
0.9683 |
| S2 |
0.9609 |
0.9609 |
0.9700 |
|
| S3 |
0.9515 |
0.9569 |
0.9691 |
|
| S4 |
0.9421 |
0.9475 |
0.9665 |
|
|
| 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 |
0.9743 |
0.9618 |
0.0125 |
1.3% |
0.0070 |
0.7% |
79% |
True |
False |
162 |
| 10 |
0.9743 |
0.9500 |
0.0243 |
2.5% |
0.0071 |
0.7% |
89% |
True |
False |
159 |
| 20 |
0.9743 |
0.9338 |
0.0405 |
4.2% |
0.0070 |
0.7% |
94% |
True |
False |
138 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0059 |
0.6% |
77% |
False |
False |
89 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0051 |
0.5% |
77% |
False |
False |
66 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0043 |
0.4% |
77% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0143 |
|
2.618 |
0.9989 |
|
1.618 |
0.9895 |
|
1.000 |
0.9837 |
|
0.618 |
0.9801 |
|
HIGH |
0.9743 |
|
0.618 |
0.9707 |
|
0.500 |
0.9696 |
|
0.382 |
0.9685 |
|
LOW |
0.9649 |
|
0.618 |
0.9591 |
|
1.000 |
0.9555 |
|
1.618 |
0.9497 |
|
2.618 |
0.9403 |
|
4.250 |
0.9250 |
|
|
| Fisher Pivots for day following 21-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9710 |
0.9705 |
| PP |
0.9703 |
0.9693 |
| S1 |
0.9696 |
0.9681 |
|