CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 24-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2010 |
24-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9668 |
0.9635 |
-0.0033 |
-0.3% |
0.9661 |
| High |
0.9675 |
0.9739 |
0.0064 |
0.7% |
0.9763 |
| Low |
0.9600 |
0.9627 |
0.0027 |
0.3% |
0.9600 |
| Close |
0.9648 |
0.9700 |
0.0052 |
0.5% |
0.9700 |
| Range |
0.0075 |
0.0112 |
0.0037 |
49.3% |
0.0163 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.6% |
0.0000 |
| Volume |
204 |
122 |
-82 |
-40.2% |
677 |
|
| Daily Pivots for day following 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0025 |
0.9974 |
0.9762 |
|
| R3 |
0.9913 |
0.9862 |
0.9731 |
|
| R2 |
0.9801 |
0.9801 |
0.9721 |
|
| R1 |
0.9750 |
0.9750 |
0.9710 |
0.9776 |
| PP |
0.9689 |
0.9689 |
0.9689 |
0.9701 |
| S1 |
0.9638 |
0.9638 |
0.9690 |
0.9664 |
| S2 |
0.9577 |
0.9577 |
0.9679 |
|
| S3 |
0.9465 |
0.9526 |
0.9669 |
|
| S4 |
0.9353 |
0.9414 |
0.9638 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0177 |
1.0101 |
0.9790 |
|
| R3 |
1.0014 |
0.9938 |
0.9745 |
|
| R2 |
0.9851 |
0.9851 |
0.9730 |
|
| R1 |
0.9775 |
0.9775 |
0.9715 |
0.9813 |
| PP |
0.9688 |
0.9688 |
0.9688 |
0.9707 |
| S1 |
0.9612 |
0.9612 |
0.9685 |
0.9650 |
| S2 |
0.9525 |
0.9525 |
0.9670 |
|
| S3 |
0.9362 |
0.9449 |
0.9655 |
|
| S4 |
0.9199 |
0.9286 |
0.9610 |
|
|
| 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% |
0.0096 |
1.0% |
61% |
False |
False |
135 |
| 10 |
0.9763 |
0.9600 |
0.0163 |
1.7% |
0.0081 |
0.8% |
61% |
False |
False |
173 |
| 20 |
0.9763 |
0.9338 |
0.0425 |
4.4% |
0.0078 |
0.8% |
85% |
False |
False |
133 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0064 |
0.7% |
74% |
False |
False |
100 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0055 |
0.6% |
74% |
False |
False |
73 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0045 |
0.5% |
74% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0215 |
|
2.618 |
1.0032 |
|
1.618 |
0.9920 |
|
1.000 |
0.9851 |
|
0.618 |
0.9808 |
|
HIGH |
0.9739 |
|
0.618 |
0.9696 |
|
0.500 |
0.9683 |
|
0.382 |
0.9670 |
|
LOW |
0.9627 |
|
0.618 |
0.9558 |
|
1.000 |
0.9515 |
|
1.618 |
0.9446 |
|
2.618 |
0.9334 |
|
4.250 |
0.9151 |
|
|
| Fisher Pivots for day following 24-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9694 |
0.9694 |
| PP |
0.9689 |
0.9688 |
| S1 |
0.9683 |
0.9682 |
|