CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9715 |
0.9614 |
-0.0101 |
-1.0% |
0.9595 |
| High |
0.9754 |
0.9630 |
-0.0124 |
-1.3% |
0.9754 |
| Low |
0.9596 |
0.9506 |
-0.0090 |
-0.9% |
0.9506 |
| Close |
0.9616 |
0.9532 |
-0.0084 |
-0.9% |
0.9532 |
| Range |
0.0158 |
0.0124 |
-0.0034 |
-21.5% |
0.0248 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
1.1% |
0.0000 |
| Volume |
89,091 |
80,295 |
-8,796 |
-9.9% |
379,674 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9854 |
0.9600 |
|
| R3 |
0.9804 |
0.9730 |
0.9566 |
|
| R2 |
0.9680 |
0.9680 |
0.9555 |
|
| R1 |
0.9606 |
0.9606 |
0.9543 |
0.9581 |
| PP |
0.9556 |
0.9556 |
0.9556 |
0.9544 |
| S1 |
0.9482 |
0.9482 |
0.9521 |
0.9457 |
| S2 |
0.9432 |
0.9432 |
0.9509 |
|
| S3 |
0.9308 |
0.9358 |
0.9498 |
|
| S4 |
0.9184 |
0.9234 |
0.9464 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0185 |
0.9668 |
|
| R3 |
1.0093 |
0.9937 |
0.9600 |
|
| R2 |
0.9845 |
0.9845 |
0.9577 |
|
| R1 |
0.9689 |
0.9689 |
0.9555 |
0.9643 |
| PP |
0.9597 |
0.9597 |
0.9597 |
0.9575 |
| S1 |
0.9441 |
0.9441 |
0.9509 |
0.9395 |
| S2 |
0.9349 |
0.9349 |
0.9487 |
|
| S3 |
0.9101 |
0.9193 |
0.9464 |
|
| S4 |
0.8853 |
0.8945 |
0.9396 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9754 |
0.9506 |
0.0248 |
2.6% |
0.0113 |
1.2% |
10% |
False |
True |
75,934 |
| 10 |
0.9754 |
0.9506 |
0.0248 |
2.6% |
0.0104 |
1.1% |
10% |
False |
True |
77,367 |
| 20 |
0.9889 |
0.9506 |
0.0383 |
4.0% |
0.0100 |
1.0% |
7% |
False |
True |
76,265 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0111 |
1.2% |
33% |
False |
False |
82,124 |
| 60 |
0.9889 |
0.9338 |
0.0551 |
5.8% |
0.0119 |
1.2% |
35% |
False |
False |
69,132 |
| 80 |
0.9980 |
0.9222 |
0.0758 |
8.0% |
0.0127 |
1.3% |
41% |
False |
False |
52,162 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0118 |
1.2% |
37% |
False |
False |
41,832 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0109 |
1.1% |
37% |
False |
False |
34,892 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0157 |
|
2.618 |
0.9955 |
|
1.618 |
0.9831 |
|
1.000 |
0.9754 |
|
0.618 |
0.9707 |
|
HIGH |
0.9630 |
|
0.618 |
0.9583 |
|
0.500 |
0.9568 |
|
0.382 |
0.9553 |
|
LOW |
0.9506 |
|
0.618 |
0.9429 |
|
1.000 |
0.9382 |
|
1.618 |
0.9305 |
|
2.618 |
0.9181 |
|
4.250 |
0.8979 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9568 |
0.9630 |
| PP |
0.9556 |
0.9597 |
| S1 |
0.9544 |
0.9565 |
|