CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9697 |
0.9550 |
-0.0147 |
-1.5% |
0.9704 |
| High |
0.9701 |
0.9591 |
-0.0110 |
-1.1% |
0.9889 |
| Low |
0.9541 |
0.9522 |
-0.0019 |
-0.2% |
0.9698 |
| Close |
0.9549 |
0.9571 |
0.0022 |
0.2% |
0.9707 |
| Range |
0.0160 |
0.0069 |
-0.0091 |
-56.9% |
0.0191 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
104,760 |
74,348 |
-30,412 |
-29.0% |
404,370 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9768 |
0.9739 |
0.9609 |
|
| R3 |
0.9699 |
0.9670 |
0.9590 |
|
| R2 |
0.9630 |
0.9630 |
0.9584 |
|
| R1 |
0.9601 |
0.9601 |
0.9577 |
0.9616 |
| PP |
0.9561 |
0.9561 |
0.9561 |
0.9569 |
| S1 |
0.9532 |
0.9532 |
0.9565 |
0.9547 |
| S2 |
0.9492 |
0.9492 |
0.9558 |
|
| S3 |
0.9423 |
0.9463 |
0.9552 |
|
| S4 |
0.9354 |
0.9394 |
0.9533 |
|
|
| 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 |
0.9850 |
0.9522 |
0.0328 |
3.4% |
0.0107 |
1.1% |
15% |
False |
True |
84,870 |
| 10 |
0.9889 |
0.9522 |
0.0367 |
3.8% |
0.0097 |
1.0% |
13% |
False |
True |
79,839 |
| 20 |
0.9889 |
0.9439 |
0.0450 |
4.7% |
0.0105 |
1.1% |
29% |
False |
False |
79,821 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0112 |
1.2% |
40% |
False |
False |
82,654 |
| 60 |
0.9889 |
0.9222 |
0.0667 |
7.0% |
0.0124 |
1.3% |
52% |
False |
False |
61,842 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0126 |
1.3% |
42% |
False |
False |
46,622 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0116 |
1.2% |
42% |
False |
False |
37,354 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0107 |
1.1% |
42% |
False |
False |
31,152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9884 |
|
2.618 |
0.9772 |
|
1.618 |
0.9703 |
|
1.000 |
0.9660 |
|
0.618 |
0.9634 |
|
HIGH |
0.9591 |
|
0.618 |
0.9565 |
|
0.500 |
0.9557 |
|
0.382 |
0.9548 |
|
LOW |
0.9522 |
|
0.618 |
0.9479 |
|
1.000 |
0.9453 |
|
1.618 |
0.9410 |
|
2.618 |
0.9341 |
|
4.250 |
0.9229 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9566 |
0.9629 |
| PP |
0.9561 |
0.9610 |
| S1 |
0.9557 |
0.9590 |
|