CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9729 |
0.9697 |
-0.0032 |
-0.3% |
0.9704 |
| High |
0.9736 |
0.9701 |
-0.0035 |
-0.4% |
0.9889 |
| Low |
0.9620 |
0.9541 |
-0.0079 |
-0.8% |
0.9698 |
| Close |
0.9688 |
0.9549 |
-0.0139 |
-1.4% |
0.9707 |
| Range |
0.0116 |
0.0160 |
0.0044 |
37.9% |
0.0191 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
3.7% |
0.0000 |
| Volume |
95,398 |
104,760 |
9,362 |
9.8% |
404,370 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0077 |
0.9973 |
0.9637 |
|
| R3 |
0.9917 |
0.9813 |
0.9593 |
|
| R2 |
0.9757 |
0.9757 |
0.9578 |
|
| R1 |
0.9653 |
0.9653 |
0.9564 |
0.9625 |
| PP |
0.9597 |
0.9597 |
0.9597 |
0.9583 |
| S1 |
0.9493 |
0.9493 |
0.9534 |
0.9465 |
| S2 |
0.9437 |
0.9437 |
0.9520 |
|
| S3 |
0.9277 |
0.9333 |
0.9505 |
|
| S4 |
0.9117 |
0.9173 |
0.9461 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0213 |
0.9812 |
|
| R3 |
1.0147 |
1.0022 |
0.9760 |
|
| R2 |
0.9956 |
0.9956 |
0.9742 |
|
| R1 |
0.9831 |
0.9831 |
0.9725 |
0.9894 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9796 |
| S1 |
0.9640 |
0.9640 |
0.9689 |
0.9703 |
| S2 |
0.9574 |
0.9574 |
0.9672 |
|
| S3 |
0.9383 |
0.9449 |
0.9654 |
|
| S4 |
0.9192 |
0.9258 |
0.9602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9889 |
0.9541 |
0.0348 |
3.6% |
0.0109 |
1.1% |
2% |
False |
True |
83,987 |
| 10 |
0.9889 |
0.9541 |
0.0348 |
3.6% |
0.0098 |
1.0% |
2% |
False |
True |
79,200 |
| 20 |
0.9889 |
0.9439 |
0.0450 |
4.7% |
0.0109 |
1.1% |
24% |
False |
False |
79,624 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0113 |
1.2% |
36% |
False |
False |
82,544 |
| 60 |
0.9889 |
0.9222 |
0.0667 |
7.0% |
0.0125 |
1.3% |
49% |
False |
False |
60,623 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0127 |
1.3% |
39% |
False |
False |
45,698 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0116 |
1.2% |
39% |
False |
False |
36,612 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0108 |
1.1% |
39% |
False |
False |
30,533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0381 |
|
2.618 |
1.0120 |
|
1.618 |
0.9960 |
|
1.000 |
0.9861 |
|
0.618 |
0.9800 |
|
HIGH |
0.9701 |
|
0.618 |
0.9640 |
|
0.500 |
0.9621 |
|
0.382 |
0.9602 |
|
LOW |
0.9541 |
|
0.618 |
0.9442 |
|
1.000 |
0.9381 |
|
1.618 |
0.9282 |
|
2.618 |
0.9122 |
|
4.250 |
0.8861 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9621 |
0.9643 |
| PP |
0.9597 |
0.9612 |
| S1 |
0.9573 |
0.9580 |
|