CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 06-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2010 |
06-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9482 |
0.9601 |
0.0119 |
1.3% |
0.9503 |
| High |
0.9613 |
0.9652 |
0.0039 |
0.4% |
0.9613 |
| Low |
0.9442 |
0.9595 |
0.0153 |
1.6% |
0.9352 |
| Close |
0.9603 |
0.9645 |
0.0042 |
0.4% |
0.9603 |
| Range |
0.0171 |
0.0057 |
-0.0114 |
-66.7% |
0.0261 |
| ATR |
0.0107 |
0.0103 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
6,378 |
9,220 |
2,842 |
44.6% |
21,999 |
|
| Daily Pivots for day following 06-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9802 |
0.9780 |
0.9676 |
|
| R3 |
0.9745 |
0.9723 |
0.9661 |
|
| R2 |
0.9688 |
0.9688 |
0.9655 |
|
| R1 |
0.9666 |
0.9666 |
0.9650 |
0.9677 |
| PP |
0.9631 |
0.9631 |
0.9631 |
0.9636 |
| S1 |
0.9609 |
0.9609 |
0.9640 |
0.9620 |
| S2 |
0.9574 |
0.9574 |
0.9635 |
|
| S3 |
0.9517 |
0.9552 |
0.9629 |
|
| S4 |
0.9460 |
0.9495 |
0.9614 |
|
|
| 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 |
0.9652 |
0.9352 |
0.0300 |
3.1% |
0.0106 |
1.1% |
98% |
True |
False |
5,916 |
| 10 |
0.9652 |
0.9352 |
0.0300 |
3.1% |
0.0104 |
1.1% |
98% |
True |
False |
4,171 |
| 20 |
0.9735 |
0.9352 |
0.0383 |
4.0% |
0.0103 |
1.1% |
77% |
False |
False |
2,591 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
57% |
False |
False |
1,526 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
57% |
False |
False |
1,099 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0100 |
1.0% |
65% |
False |
False |
868 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0097 |
1.0% |
53% |
False |
False |
708 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0088 |
0.9% |
53% |
False |
False |
603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9894 |
|
2.618 |
0.9801 |
|
1.618 |
0.9744 |
|
1.000 |
0.9709 |
|
0.618 |
0.9687 |
|
HIGH |
0.9652 |
|
0.618 |
0.9630 |
|
0.500 |
0.9624 |
|
0.382 |
0.9617 |
|
LOW |
0.9595 |
|
0.618 |
0.9560 |
|
1.000 |
0.9538 |
|
1.618 |
0.9503 |
|
2.618 |
0.9446 |
|
4.250 |
0.9353 |
|
|
| Fisher Pivots for day following 06-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9638 |
0.9612 |
| PP |
0.9631 |
0.9580 |
| S1 |
0.9624 |
0.9547 |
|