CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 27-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9438 |
0.9452 |
0.0014 |
0.1% |
0.9530 |
| High |
0.9502 |
0.9522 |
0.0020 |
0.2% |
0.9570 |
| Low |
0.9428 |
0.9387 |
-0.0041 |
-0.4% |
0.9370 |
| Close |
0.9449 |
0.9500 |
0.0051 |
0.5% |
0.9500 |
| Range |
0.0074 |
0.0135 |
0.0061 |
82.4% |
0.0200 |
| ATR |
0.0104 |
0.0106 |
0.0002 |
2.1% |
0.0000 |
| Volume |
78,581 |
108,337 |
29,756 |
37.9% |
457,342 |
|
| Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9875 |
0.9822 |
0.9574 |
|
| R3 |
0.9740 |
0.9687 |
0.9537 |
|
| R2 |
0.9605 |
0.9605 |
0.9525 |
|
| R1 |
0.9552 |
0.9552 |
0.9512 |
0.9579 |
| PP |
0.9470 |
0.9470 |
0.9470 |
0.9483 |
| S1 |
0.9417 |
0.9417 |
0.9488 |
0.9444 |
| S2 |
0.9335 |
0.9335 |
0.9475 |
|
| S3 |
0.9200 |
0.9282 |
0.9463 |
|
| S4 |
0.9065 |
0.9147 |
0.9426 |
|
|
| Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0080 |
0.9990 |
0.9610 |
|
| R3 |
0.9880 |
0.9790 |
0.9555 |
|
| R2 |
0.9680 |
0.9680 |
0.9537 |
|
| R1 |
0.9590 |
0.9590 |
0.9518 |
0.9535 |
| PP |
0.9480 |
0.9480 |
0.9480 |
0.9453 |
| S1 |
0.9390 |
0.9390 |
0.9482 |
0.9335 |
| S2 |
0.9280 |
0.9280 |
0.9463 |
|
| S3 |
0.9080 |
0.9190 |
0.9445 |
|
| S4 |
0.8880 |
0.8990 |
0.9390 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9570 |
0.9370 |
0.0200 |
2.1% |
0.0101 |
1.1% |
65% |
False |
False |
91,468 |
| 10 |
0.9754 |
0.9370 |
0.0384 |
4.0% |
0.0107 |
1.1% |
34% |
False |
False |
83,701 |
| 20 |
0.9889 |
0.9370 |
0.0519 |
5.5% |
0.0101 |
1.1% |
25% |
False |
False |
81,769 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.6% |
0.0108 |
1.1% |
26% |
False |
False |
82,572 |
| 60 |
0.9889 |
0.9357 |
0.0532 |
5.6% |
0.0115 |
1.2% |
27% |
False |
False |
76,537 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
7.0% |
0.0126 |
1.3% |
42% |
False |
False |
57,851 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0120 |
1.3% |
33% |
False |
False |
46,398 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0112 |
1.2% |
33% |
False |
False |
38,701 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0096 |
|
2.618 |
0.9875 |
|
1.618 |
0.9740 |
|
1.000 |
0.9657 |
|
0.618 |
0.9605 |
|
HIGH |
0.9522 |
|
0.618 |
0.9470 |
|
0.500 |
0.9455 |
|
0.382 |
0.9439 |
|
LOW |
0.9387 |
|
0.618 |
0.9304 |
|
1.000 |
0.9252 |
|
1.618 |
0.9169 |
|
2.618 |
0.9034 |
|
4.250 |
0.8813 |
|
|
| Fisher Pivots for day following 27-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9485 |
0.9482 |
| PP |
0.9470 |
0.9464 |
| S1 |
0.9455 |
0.9446 |
|