CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9584 |
0.9595 |
0.0011 |
0.1% |
0.9734 |
| High |
0.9657 |
0.9638 |
-0.0019 |
-0.2% |
0.9745 |
| Low |
0.9571 |
0.9551 |
-0.0020 |
-0.2% |
0.9522 |
| Close |
0.9590 |
0.9568 |
-0.0022 |
-0.2% |
0.9590 |
| Range |
0.0086 |
0.0087 |
0.0001 |
1.2% |
0.0223 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
69,395 |
63,128 |
-6,267 |
-9.0% |
394,000 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9847 |
0.9794 |
0.9616 |
|
| R3 |
0.9760 |
0.9707 |
0.9592 |
|
| R2 |
0.9673 |
0.9673 |
0.9584 |
|
| R1 |
0.9620 |
0.9620 |
0.9576 |
0.9603 |
| PP |
0.9586 |
0.9586 |
0.9586 |
0.9577 |
| S1 |
0.9533 |
0.9533 |
0.9560 |
0.9516 |
| S2 |
0.9499 |
0.9499 |
0.9552 |
|
| S3 |
0.9412 |
0.9446 |
0.9544 |
|
| S4 |
0.9325 |
0.9359 |
0.9520 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0162 |
0.9713 |
|
| R3 |
1.0065 |
0.9939 |
0.9651 |
|
| R2 |
0.9842 |
0.9842 |
0.9631 |
|
| R1 |
0.9716 |
0.9716 |
0.9610 |
0.9668 |
| PP |
0.9619 |
0.9619 |
0.9619 |
0.9595 |
| S1 |
0.9493 |
0.9493 |
0.9570 |
0.9445 |
| S2 |
0.9396 |
0.9396 |
0.9549 |
|
| S3 |
0.9173 |
0.9270 |
0.9529 |
|
| S4 |
0.8950 |
0.9047 |
0.9467 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9736 |
0.9522 |
0.0214 |
2.2% |
0.0104 |
1.1% |
21% |
False |
False |
81,405 |
| 10 |
0.9889 |
0.9522 |
0.0367 |
3.8% |
0.0094 |
1.0% |
13% |
False |
False |
76,350 |
| 20 |
0.9889 |
0.9439 |
0.0450 |
4.7% |
0.0101 |
1.1% |
29% |
False |
False |
76,764 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0111 |
1.2% |
39% |
False |
False |
82,265 |
| 60 |
0.9889 |
0.9222 |
0.0667 |
7.0% |
0.0121 |
1.3% |
52% |
False |
False |
64,001 |
| 80 |
1.0018 |
0.9222 |
0.0796 |
8.3% |
0.0126 |
1.3% |
43% |
False |
False |
48,230 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0116 |
1.2% |
42% |
False |
False |
38,675 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0108 |
1.1% |
42% |
False |
False |
32,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0008 |
|
2.618 |
0.9866 |
|
1.618 |
0.9779 |
|
1.000 |
0.9725 |
|
0.618 |
0.9692 |
|
HIGH |
0.9638 |
|
0.618 |
0.9605 |
|
0.500 |
0.9595 |
|
0.382 |
0.9584 |
|
LOW |
0.9551 |
|
0.618 |
0.9497 |
|
1.000 |
0.9464 |
|
1.618 |
0.9410 |
|
2.618 |
0.9323 |
|
4.250 |
0.9181 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9595 |
0.9590 |
| PP |
0.9586 |
0.9582 |
| S1 |
0.9577 |
0.9575 |
|