CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2010 |
23-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9598 |
0.9513 |
-0.0085 |
-0.9% |
0.9583 |
| High |
0.9608 |
0.9552 |
-0.0056 |
-0.6% |
0.9735 |
| Low |
0.9491 |
0.9478 |
-0.0013 |
-0.1% |
0.9491 |
| Close |
0.9517 |
0.9493 |
-0.0024 |
-0.3% |
0.9517 |
| Range |
0.0117 |
0.0074 |
-0.0043 |
-36.8% |
0.0244 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
1,373 |
1,979 |
606 |
44.1% |
5,017 |
|
| Daily Pivots for day following 23-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9730 |
0.9685 |
0.9534 |
|
| R3 |
0.9656 |
0.9611 |
0.9513 |
|
| R2 |
0.9582 |
0.9582 |
0.9507 |
|
| R1 |
0.9537 |
0.9537 |
0.9500 |
0.9523 |
| PP |
0.9508 |
0.9508 |
0.9508 |
0.9500 |
| S1 |
0.9463 |
0.9463 |
0.9486 |
0.9449 |
| S2 |
0.9434 |
0.9434 |
0.9479 |
|
| S3 |
0.9360 |
0.9389 |
0.9473 |
|
| S4 |
0.9286 |
0.9315 |
0.9452 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0159 |
0.9651 |
|
| R3 |
1.0069 |
0.9915 |
0.9584 |
|
| R2 |
0.9825 |
0.9825 |
0.9562 |
|
| R1 |
0.9671 |
0.9671 |
0.9539 |
0.9626 |
| PP |
0.9581 |
0.9581 |
0.9581 |
0.9559 |
| S1 |
0.9427 |
0.9427 |
0.9495 |
0.9382 |
| S2 |
0.9337 |
0.9337 |
0.9472 |
|
| S3 |
0.9093 |
0.9183 |
0.9450 |
|
| S4 |
0.8849 |
0.8939 |
0.9383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9735 |
0.9478 |
0.0257 |
2.7% |
0.0105 |
1.1% |
6% |
False |
True |
1,136 |
| 10 |
0.9735 |
0.9478 |
0.0257 |
2.7% |
0.0101 |
1.1% |
6% |
False |
True |
1,011 |
| 20 |
0.9867 |
0.9478 |
0.0389 |
4.1% |
0.0094 |
1.0% |
4% |
False |
True |
779 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0099 |
1.0% |
27% |
False |
False |
553 |
| 60 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0099 |
1.0% |
27% |
False |
False |
426 |
| 80 |
0.9949 |
0.9230 |
0.0719 |
7.6% |
0.0100 |
1.1% |
37% |
False |
False |
356 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0091 |
1.0% |
34% |
False |
False |
302 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0081 |
0.9% |
34% |
False |
False |
256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9867 |
|
2.618 |
0.9746 |
|
1.618 |
0.9672 |
|
1.000 |
0.9626 |
|
0.618 |
0.9598 |
|
HIGH |
0.9552 |
|
0.618 |
0.9524 |
|
0.500 |
0.9515 |
|
0.382 |
0.9506 |
|
LOW |
0.9478 |
|
0.618 |
0.9432 |
|
1.000 |
0.9404 |
|
1.618 |
0.9358 |
|
2.618 |
0.9284 |
|
4.250 |
0.9164 |
|
|
| Fisher Pivots for day following 23-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9515 |
0.9607 |
| PP |
0.9508 |
0.9569 |
| S1 |
0.9500 |
0.9531 |
|