CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 24-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2010 |
24-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9530 |
0.9503 |
-0.0027 |
-0.3% |
0.9595 |
| High |
0.9570 |
0.9508 |
-0.0062 |
-0.6% |
0.9754 |
| Low |
0.9492 |
0.9372 |
-0.0120 |
-1.3% |
0.9506 |
| Close |
0.9508 |
0.9431 |
-0.0077 |
-0.8% |
0.9532 |
| Range |
0.0078 |
0.0136 |
0.0058 |
74.4% |
0.0248 |
| ATR |
0.0106 |
0.0108 |
0.0002 |
2.0% |
0.0000 |
| Volume |
62,828 |
121,692 |
58,864 |
93.7% |
379,674 |
|
| Daily Pivots for day following 24-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9845 |
0.9774 |
0.9506 |
|
| R3 |
0.9709 |
0.9638 |
0.9468 |
|
| R2 |
0.9573 |
0.9573 |
0.9456 |
|
| R1 |
0.9502 |
0.9502 |
0.9443 |
0.9470 |
| PP |
0.9437 |
0.9437 |
0.9437 |
0.9421 |
| S1 |
0.9366 |
0.9366 |
0.9419 |
0.9334 |
| S2 |
0.9301 |
0.9301 |
0.9406 |
|
| S3 |
0.9165 |
0.9230 |
0.9394 |
|
| S4 |
0.9029 |
0.9094 |
0.9356 |
|
|
| 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 |
0.9372 |
0.0382 |
4.1% |
0.0113 |
1.2% |
15% |
False |
True |
85,005 |
| 10 |
0.9754 |
0.9372 |
0.0382 |
4.1% |
0.0110 |
1.2% |
15% |
False |
True |
81,269 |
| 20 |
0.9889 |
0.9372 |
0.0517 |
5.5% |
0.0100 |
1.1% |
11% |
False |
True |
78,822 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.6% |
0.0112 |
1.2% |
13% |
False |
False |
82,756 |
| 60 |
0.9889 |
0.9357 |
0.0532 |
5.6% |
0.0117 |
1.2% |
14% |
False |
False |
72,137 |
| 80 |
0.9893 |
0.9222 |
0.0671 |
7.1% |
0.0126 |
1.3% |
31% |
False |
False |
54,458 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0119 |
1.3% |
25% |
False |
False |
43,673 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0110 |
1.2% |
25% |
False |
False |
36,429 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0086 |
|
2.618 |
0.9864 |
|
1.618 |
0.9728 |
|
1.000 |
0.9644 |
|
0.618 |
0.9592 |
|
HIGH |
0.9508 |
|
0.618 |
0.9456 |
|
0.500 |
0.9440 |
|
0.382 |
0.9424 |
|
LOW |
0.9372 |
|
0.618 |
0.9288 |
|
1.000 |
0.9236 |
|
1.618 |
0.9152 |
|
2.618 |
0.9016 |
|
4.250 |
0.8794 |
|
|
| Fisher Pivots for day following 24-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9440 |
0.9501 |
| PP |
0.9437 |
0.9478 |
| S1 |
0.9434 |
0.9454 |
|