CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 28-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2010 |
28-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9725 |
0.9661 |
-0.0064 |
-0.7% |
0.9661 |
| High |
0.9741 |
0.9678 |
-0.0063 |
-0.6% |
0.9763 |
| Low |
0.9675 |
0.9622 |
-0.0053 |
-0.5% |
0.9600 |
| Close |
0.9708 |
0.9660 |
-0.0048 |
-0.5% |
0.9700 |
| Range |
0.0066 |
0.0056 |
-0.0010 |
-15.2% |
0.0163 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
0.3% |
0.0000 |
| Volume |
133 |
203 |
70 |
52.6% |
677 |
|
| Daily Pivots for day following 28-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9821 |
0.9797 |
0.9691 |
|
| R3 |
0.9765 |
0.9741 |
0.9675 |
|
| R2 |
0.9709 |
0.9709 |
0.9670 |
|
| R1 |
0.9685 |
0.9685 |
0.9665 |
0.9669 |
| PP |
0.9653 |
0.9653 |
0.9653 |
0.9646 |
| S1 |
0.9629 |
0.9629 |
0.9655 |
0.9613 |
| S2 |
0.9597 |
0.9597 |
0.9650 |
|
| S3 |
0.9541 |
0.9573 |
0.9645 |
|
| S4 |
0.9485 |
0.9517 |
0.9629 |
|
|
| 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% |
0.0090 |
0.9% |
37% |
False |
False |
157 |
| 10 |
0.9763 |
0.9600 |
0.0163 |
1.7% |
0.0080 |
0.8% |
37% |
False |
False |
159 |
| 20 |
0.9763 |
0.9338 |
0.0425 |
4.4% |
0.0076 |
0.8% |
76% |
False |
False |
143 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0066 |
0.7% |
65% |
False |
False |
107 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0057 |
0.6% |
65% |
False |
False |
78 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0046 |
0.5% |
65% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9916 |
|
2.618 |
0.9825 |
|
1.618 |
0.9769 |
|
1.000 |
0.9734 |
|
0.618 |
0.9713 |
|
HIGH |
0.9678 |
|
0.618 |
0.9657 |
|
0.500 |
0.9650 |
|
0.382 |
0.9643 |
|
LOW |
0.9622 |
|
0.618 |
0.9587 |
|
1.000 |
0.9566 |
|
1.618 |
0.9531 |
|
2.618 |
0.9475 |
|
4.250 |
0.9384 |
|
|
| Fisher Pivots for day following 28-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9657 |
0.9682 |
| PP |
0.9653 |
0.9674 |
| S1 |
0.9650 |
0.9667 |
|