CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 13-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2010 |
13-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9670 |
0.9665 |
-0.0005 |
-0.1% |
0.9619 |
| High |
0.9720 |
0.9741 |
0.0021 |
0.2% |
0.9720 |
| Low |
0.9638 |
0.9658 |
0.0020 |
0.2% |
0.9514 |
| Close |
0.9658 |
0.9737 |
0.0079 |
0.8% |
0.9658 |
| Range |
0.0082 |
0.0083 |
0.0001 |
1.2% |
0.0206 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
20,738 |
6,650 |
-14,088 |
-67.9% |
314,800 |
|
| Daily Pivots for day following 13-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9961 |
0.9932 |
0.9783 |
|
| R3 |
0.9878 |
0.9849 |
0.9760 |
|
| R2 |
0.9795 |
0.9795 |
0.9752 |
|
| R1 |
0.9766 |
0.9766 |
0.9745 |
0.9781 |
| PP |
0.9712 |
0.9712 |
0.9712 |
0.9719 |
| S1 |
0.9683 |
0.9683 |
0.9729 |
0.9698 |
| S2 |
0.9629 |
0.9629 |
0.9722 |
|
| S3 |
0.9546 |
0.9600 |
0.9714 |
|
| S4 |
0.9463 |
0.9517 |
0.9691 |
|
|
| 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 |
0.9741 |
0.9514 |
0.0227 |
2.3% |
0.0108 |
1.1% |
98% |
True |
False |
64,290 |
| 10 |
0.9741 |
0.9366 |
0.0375 |
3.9% |
0.0114 |
1.2% |
99% |
True |
False |
78,351 |
| 20 |
0.9754 |
0.9366 |
0.0388 |
4.0% |
0.0111 |
1.1% |
96% |
False |
False |
81,026 |
| 40 |
0.9889 |
0.9366 |
0.0523 |
5.4% |
0.0106 |
1.1% |
71% |
False |
False |
79,713 |
| 60 |
0.9889 |
0.9360 |
0.0529 |
5.4% |
0.0111 |
1.1% |
71% |
False |
False |
82,187 |
| 80 |
0.9889 |
0.9222 |
0.0667 |
6.9% |
0.0120 |
1.2% |
77% |
False |
False |
67,488 |
| 100 |
1.0020 |
0.9222 |
0.0798 |
8.2% |
0.0123 |
1.3% |
65% |
False |
False |
54,164 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0115 |
1.2% |
62% |
False |
False |
45,210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0094 |
|
2.618 |
0.9958 |
|
1.618 |
0.9875 |
|
1.000 |
0.9824 |
|
0.618 |
0.9792 |
|
HIGH |
0.9741 |
|
0.618 |
0.9709 |
|
0.500 |
0.9700 |
|
0.382 |
0.9690 |
|
LOW |
0.9658 |
|
0.618 |
0.9607 |
|
1.000 |
0.9575 |
|
1.618 |
0.9524 |
|
2.618 |
0.9441 |
|
4.250 |
0.9305 |
|
|
| Fisher Pivots for day following 13-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9725 |
0.9718 |
| PP |
0.9712 |
0.9699 |
| S1 |
0.9700 |
0.9681 |
|