CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 03-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Sep-2010 |
03-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9500 |
0.9482 |
-0.0018 |
-0.2% |
0.9503 |
| High |
0.9531 |
0.9613 |
0.0082 |
0.9% |
0.9613 |
| Low |
0.9455 |
0.9442 |
-0.0013 |
-0.1% |
0.9352 |
| Close |
0.9464 |
0.9603 |
0.0139 |
1.5% |
0.9603 |
| Range |
0.0076 |
0.0171 |
0.0095 |
125.0% |
0.0261 |
| ATR |
0.0102 |
0.0107 |
0.0005 |
4.8% |
0.0000 |
| Volume |
5,834 |
6,378 |
544 |
9.3% |
21,999 |
|
| Daily Pivots for day following 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0066 |
1.0005 |
0.9697 |
|
| R3 |
0.9895 |
0.9834 |
0.9650 |
|
| R2 |
0.9724 |
0.9724 |
0.9634 |
|
| R1 |
0.9663 |
0.9663 |
0.9619 |
0.9694 |
| PP |
0.9553 |
0.9553 |
0.9553 |
0.9568 |
| S1 |
0.9492 |
0.9492 |
0.9587 |
0.9523 |
| S2 |
0.9382 |
0.9382 |
0.9572 |
|
| S3 |
0.9211 |
0.9321 |
0.9556 |
|
| S4 |
0.9040 |
0.9150 |
0.9509 |
|
|
| Weekly Pivots for week ending 03-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0215 |
0.9747 |
|
| R3 |
1.0045 |
0.9954 |
0.9675 |
|
| R2 |
0.9784 |
0.9784 |
0.9651 |
|
| R1 |
0.9693 |
0.9693 |
0.9627 |
0.9739 |
| PP |
0.9523 |
0.9523 |
0.9523 |
0.9545 |
| S1 |
0.9432 |
0.9432 |
0.9579 |
0.9478 |
| S2 |
0.9262 |
0.9262 |
0.9555 |
|
| S3 |
0.9001 |
0.9171 |
0.9531 |
|
| S4 |
0.8740 |
0.8910 |
0.9459 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9613 |
0.9352 |
0.0261 |
2.7% |
0.0117 |
1.2% |
96% |
True |
False |
4,399 |
| 10 |
0.9613 |
0.9352 |
0.0261 |
2.7% |
0.0106 |
1.1% |
96% |
True |
False |
3,447 |
| 20 |
0.9735 |
0.9352 |
0.0383 |
4.0% |
0.0101 |
1.1% |
66% |
False |
False |
2,165 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.4% |
0.0099 |
1.0% |
49% |
False |
False |
1,309 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.4% |
0.0099 |
1.0% |
49% |
False |
False |
947 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0099 |
1.0% |
59% |
False |
False |
753 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0097 |
1.0% |
48% |
False |
False |
616 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0088 |
0.9% |
48% |
False |
False |
526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0340 |
|
2.618 |
1.0061 |
|
1.618 |
0.9890 |
|
1.000 |
0.9784 |
|
0.618 |
0.9719 |
|
HIGH |
0.9613 |
|
0.618 |
0.9548 |
|
0.500 |
0.9528 |
|
0.382 |
0.9507 |
|
LOW |
0.9442 |
|
0.618 |
0.9336 |
|
1.000 |
0.9271 |
|
1.618 |
0.9165 |
|
2.618 |
0.8994 |
|
4.250 |
0.8715 |
|
|
| Fisher Pivots for day following 03-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9578 |
0.9566 |
| PP |
0.9553 |
0.9529 |
| S1 |
0.9528 |
0.9492 |
|