CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9668 |
-0.0077 |
-0.8% |
0.9645 |
| High |
0.9763 |
0.9675 |
-0.0088 |
-0.9% |
0.9740 |
| Low |
0.9622 |
0.9600 |
-0.0022 |
-0.2% |
0.9618 |
| Close |
0.9663 |
0.9648 |
-0.0015 |
-0.2% |
0.9658 |
| Range |
0.0141 |
0.0075 |
-0.0066 |
-46.8% |
0.0122 |
| ATR |
0.0082 |
0.0082 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
124 |
204 |
80 |
64.5% |
1,062 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9866 |
0.9832 |
0.9689 |
|
| R3 |
0.9791 |
0.9757 |
0.9669 |
|
| R2 |
0.9716 |
0.9716 |
0.9662 |
|
| R1 |
0.9682 |
0.9682 |
0.9655 |
0.9662 |
| PP |
0.9641 |
0.9641 |
0.9641 |
0.9631 |
| S1 |
0.9607 |
0.9607 |
0.9641 |
0.9587 |
| S2 |
0.9566 |
0.9566 |
0.9634 |
|
| S3 |
0.9491 |
0.9532 |
0.9627 |
|
| S4 |
0.9416 |
0.9457 |
0.9607 |
|
|
| 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 |
0.9600 |
0.0163 |
1.7% |
0.0095 |
1.0% |
29% |
False |
True |
119 |
| 10 |
0.9763 |
0.9600 |
0.0163 |
1.7% |
0.0078 |
0.8% |
29% |
False |
True |
174 |
| 20 |
0.9763 |
0.9338 |
0.0425 |
4.4% |
0.0074 |
0.8% |
73% |
False |
False |
129 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0061 |
0.6% |
63% |
False |
False |
97 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0054 |
0.6% |
63% |
False |
False |
71 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0046 |
0.5% |
63% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9994 |
|
2.618 |
0.9871 |
|
1.618 |
0.9796 |
|
1.000 |
0.9750 |
|
0.618 |
0.9721 |
|
HIGH |
0.9675 |
|
0.618 |
0.9646 |
|
0.500 |
0.9638 |
|
0.382 |
0.9629 |
|
LOW |
0.9600 |
|
0.618 |
0.9554 |
|
1.000 |
0.9525 |
|
1.618 |
0.9479 |
|
2.618 |
0.9404 |
|
4.250 |
0.9281 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9645 |
0.9682 |
| PP |
0.9641 |
0.9670 |
| S1 |
0.9638 |
0.9659 |
|