CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9668 |
0.9745 |
0.0077 |
0.8% |
0.9645 |
| High |
0.9743 |
0.9763 |
0.0020 |
0.2% |
0.9740 |
| Low |
0.9649 |
0.9622 |
-0.0027 |
-0.3% |
0.9618 |
| Close |
0.9717 |
0.9663 |
-0.0054 |
-0.6% |
0.9658 |
| Range |
0.0094 |
0.0141 |
0.0047 |
50.0% |
0.0122 |
| ATR |
0.0078 |
0.0082 |
0.0005 |
5.8% |
0.0000 |
| Volume |
142 |
124 |
-18 |
-12.7% |
1,062 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0106 |
1.0025 |
0.9741 |
|
| R3 |
0.9965 |
0.9884 |
0.9702 |
|
| R2 |
0.9824 |
0.9824 |
0.9689 |
|
| R1 |
0.9743 |
0.9743 |
0.9676 |
0.9713 |
| PP |
0.9683 |
0.9683 |
0.9683 |
0.9668 |
| S1 |
0.9602 |
0.9602 |
0.9650 |
0.9572 |
| S2 |
0.9542 |
0.9542 |
0.9637 |
|
| S3 |
0.9401 |
0.9461 |
0.9624 |
|
| S4 |
0.9260 |
0.9320 |
0.9585 |
|
|
| 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 |
0.9763 |
0.9618 |
0.0145 |
1.5% |
0.0086 |
0.9% |
31% |
True |
False |
161 |
| 10 |
0.9763 |
0.9600 |
0.0163 |
1.7% |
0.0074 |
0.8% |
39% |
True |
False |
164 |
| 20 |
0.9763 |
0.9338 |
0.0425 |
4.4% |
0.0072 |
0.7% |
76% |
True |
False |
124 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0061 |
0.6% |
66% |
False |
False |
92 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0054 |
0.6% |
66% |
False |
False |
68 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0045 |
0.5% |
66% |
False |
False |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0362 |
|
2.618 |
1.0132 |
|
1.618 |
0.9991 |
|
1.000 |
0.9904 |
|
0.618 |
0.9850 |
|
HIGH |
0.9763 |
|
0.618 |
0.9709 |
|
0.500 |
0.9693 |
|
0.382 |
0.9676 |
|
LOW |
0.9622 |
|
0.618 |
0.9535 |
|
1.000 |
0.9481 |
|
1.618 |
0.9394 |
|
2.618 |
0.9253 |
|
4.250 |
0.9023 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9693 |
0.9693 |
| PP |
0.9683 |
0.9683 |
| S1 |
0.9673 |
0.9673 |
|