CME Canadian Dollar Future September 2010
Trading Metrics calculated at close of trading on 01-Sep-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Aug-2010 |
01-Sep-2010 |
Change |
Change % |
Previous Week |
Open |
0.9435 |
0.9388 |
-0.0047 |
-0.5% |
0.9530 |
High |
0.9453 |
0.9536 |
0.0083 |
0.9% |
0.9570 |
Low |
0.9366 |
0.9385 |
0.0019 |
0.2% |
0.9370 |
Close |
0.9368 |
0.9501 |
0.0133 |
1.4% |
0.9500 |
Range |
0.0087 |
0.0151 |
0.0064 |
73.6% |
0.0200 |
ATR |
0.0106 |
0.0110 |
0.0004 |
4.2% |
0.0000 |
Volume |
106,959 |
107,290 |
331 |
0.3% |
457,342 |
|
Daily Pivots for day following 01-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9927 |
0.9865 |
0.9584 |
|
R3 |
0.9776 |
0.9714 |
0.9543 |
|
R2 |
0.9625 |
0.9625 |
0.9529 |
|
R1 |
0.9563 |
0.9563 |
0.9515 |
0.9594 |
PP |
0.9474 |
0.9474 |
0.9474 |
0.9490 |
S1 |
0.9412 |
0.9412 |
0.9487 |
0.9443 |
S2 |
0.9323 |
0.9323 |
0.9473 |
|
S3 |
0.9172 |
0.9261 |
0.9459 |
|
S4 |
0.9021 |
0.9110 |
0.9418 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0080 |
0.9990 |
0.9610 |
|
R3 |
0.9880 |
0.9790 |
0.9555 |
|
R2 |
0.9680 |
0.9680 |
0.9537 |
|
R1 |
0.9590 |
0.9590 |
0.9518 |
0.9535 |
PP |
0.9480 |
0.9480 |
0.9480 |
0.9453 |
S1 |
0.9390 |
0.9390 |
0.9482 |
0.9335 |
S2 |
0.9280 |
0.9280 |
0.9463 |
|
S3 |
0.9080 |
0.9190 |
0.9445 |
|
S4 |
0.8880 |
0.8990 |
0.9390 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9546 |
0.9366 |
0.0180 |
1.9% |
0.0113 |
1.2% |
75% |
False |
False |
92,743 |
10 |
0.9754 |
0.9366 |
0.0388 |
4.1% |
0.0115 |
1.2% |
35% |
False |
False |
90,352 |
20 |
0.9889 |
0.9366 |
0.0523 |
5.5% |
0.0107 |
1.1% |
26% |
False |
False |
83,874 |
40 |
0.9889 |
0.9366 |
0.0523 |
5.5% |
0.0107 |
1.1% |
26% |
False |
False |
81,228 |
60 |
0.9889 |
0.9360 |
0.0529 |
5.6% |
0.0112 |
1.2% |
27% |
False |
False |
80,422 |
80 |
0.9889 |
0.9222 |
0.0667 |
7.0% |
0.0121 |
1.3% |
42% |
False |
False |
61,270 |
100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0121 |
1.3% |
34% |
False |
False |
49,153 |
120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0113 |
1.2% |
34% |
False |
False |
41,005 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0178 |
2.618 |
0.9931 |
1.618 |
0.9780 |
1.000 |
0.9687 |
0.618 |
0.9629 |
HIGH |
0.9536 |
0.618 |
0.9478 |
0.500 |
0.9461 |
0.382 |
0.9443 |
LOW |
0.9385 |
0.618 |
0.9292 |
1.000 |
0.9234 |
1.618 |
0.9141 |
2.618 |
0.8990 |
4.250 |
0.8743 |
|
|
Fisher Pivots for day following 01-Sep-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9488 |
0.9486 |
PP |
0.9474 |
0.9471 |
S1 |
0.9461 |
0.9456 |
|