CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 10-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2010 |
10-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9643 |
0.9670 |
0.0027 |
0.3% |
0.9619 |
| High |
0.9709 |
0.9720 |
0.0011 |
0.1% |
0.9720 |
| Low |
0.9620 |
0.9638 |
0.0018 |
0.2% |
0.9514 |
| Close |
0.9679 |
0.9658 |
-0.0021 |
-0.2% |
0.9658 |
| Range |
0.0089 |
0.0082 |
-0.0007 |
-7.9% |
0.0206 |
| ATR |
0.0115 |
0.0112 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
58,301 |
20,738 |
-37,563 |
-64.4% |
314,800 |
|
| Daily Pivots for day following 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9918 |
0.9870 |
0.9703 |
|
| R3 |
0.9836 |
0.9788 |
0.9681 |
|
| R2 |
0.9754 |
0.9754 |
0.9673 |
|
| R1 |
0.9706 |
0.9706 |
0.9666 |
0.9689 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9664 |
| S1 |
0.9624 |
0.9624 |
0.9650 |
0.9607 |
| S2 |
0.9590 |
0.9590 |
0.9643 |
|
| S3 |
0.9508 |
0.9542 |
0.9635 |
|
| S4 |
0.9426 |
0.9460 |
0.9613 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0249 |
1.0159 |
0.9771 |
|
| R3 |
1.0043 |
0.9953 |
0.9715 |
|
| R2 |
0.9837 |
0.9837 |
0.9696 |
|
| R1 |
0.9747 |
0.9747 |
0.9677 |
0.9792 |
| PP |
0.9631 |
0.9631 |
0.9631 |
0.9653 |
| S1 |
0.9541 |
0.9541 |
0.9639 |
0.9586 |
| S2 |
0.9425 |
0.9425 |
0.9620 |
|
| S3 |
0.9219 |
0.9335 |
0.9601 |
|
| S4 |
0.9013 |
0.9129 |
0.9545 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9720 |
0.9459 |
0.0261 |
2.7% |
0.0125 |
1.3% |
76% |
True |
False |
83,718 |
| 10 |
0.9720 |
0.9366 |
0.0354 |
3.7% |
0.0120 |
1.2% |
82% |
True |
False |
88,520 |
| 20 |
0.9754 |
0.9366 |
0.0388 |
4.0% |
0.0111 |
1.1% |
75% |
False |
False |
84,163 |
| 40 |
0.9889 |
0.9366 |
0.0523 |
5.4% |
0.0108 |
1.1% |
56% |
False |
False |
81,992 |
| 60 |
0.9889 |
0.9360 |
0.0529 |
5.5% |
0.0112 |
1.2% |
56% |
False |
False |
83,157 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
6.9% |
0.0121 |
1.3% |
65% |
False |
False |
67,422 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0123 |
1.3% |
52% |
False |
False |
54,131 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0115 |
1.2% |
52% |
False |
False |
45,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0069 |
|
2.618 |
0.9935 |
|
1.618 |
0.9853 |
|
1.000 |
0.9802 |
|
0.618 |
0.9771 |
|
HIGH |
0.9720 |
|
0.618 |
0.9689 |
|
0.500 |
0.9679 |
|
0.382 |
0.9669 |
|
LOW |
0.9638 |
|
0.618 |
0.9587 |
|
1.000 |
0.9556 |
|
1.618 |
0.9505 |
|
2.618 |
0.9423 |
|
4.250 |
0.9290 |
|
|
| Fisher Pivots for day following 10-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9679 |
0.9644 |
| PP |
0.9672 |
0.9631 |
| S1 |
0.9665 |
0.9617 |
|