CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 08-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Sep-2010 |
08-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9601 |
0.9525 |
-0.0076 |
-0.8% |
0.9503 |
| High |
0.9652 |
0.9645 |
-0.0007 |
-0.1% |
0.9613 |
| Low |
0.9519 |
0.9496 |
-0.0023 |
-0.2% |
0.9352 |
| Close |
0.9528 |
0.9627 |
0.0099 |
1.0% |
0.9603 |
| Range |
0.0133 |
0.0149 |
0.0016 |
12.0% |
0.0261 |
| ATR |
0.0106 |
0.0109 |
0.0003 |
2.9% |
0.0000 |
| Volume |
9,220 |
51,506 |
42,286 |
458.6% |
21,999 |
|
| Daily Pivots for day following 08-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0036 |
0.9981 |
0.9709 |
|
| R3 |
0.9887 |
0.9832 |
0.9668 |
|
| R2 |
0.9738 |
0.9738 |
0.9654 |
|
| R1 |
0.9683 |
0.9683 |
0.9641 |
0.9711 |
| PP |
0.9589 |
0.9589 |
0.9589 |
0.9603 |
| S1 |
0.9534 |
0.9534 |
0.9613 |
0.9562 |
| S2 |
0.9440 |
0.9440 |
0.9600 |
|
| S3 |
0.9291 |
0.9385 |
0.9586 |
|
| S4 |
0.9142 |
0.9236 |
0.9545 |
|
|
| 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 |
0.9442 |
0.0210 |
2.2% |
0.0117 |
1.2% |
88% |
False |
False |
16,431 |
| 10 |
0.9652 |
0.9352 |
0.0300 |
3.1% |
0.0112 |
1.2% |
92% |
False |
False |
9,765 |
| 20 |
0.9735 |
0.9352 |
0.0383 |
4.0% |
0.0104 |
1.1% |
72% |
False |
False |
5,592 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0102 |
1.1% |
53% |
False |
False |
3,021 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0101 |
1.0% |
53% |
False |
False |
2,100 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0101 |
1.0% |
62% |
False |
False |
1,625 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0099 |
1.0% |
51% |
False |
False |
1,313 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0089 |
0.9% |
51% |
False |
False |
1,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0278 |
|
2.618 |
1.0035 |
|
1.618 |
0.9886 |
|
1.000 |
0.9794 |
|
0.618 |
0.9737 |
|
HIGH |
0.9645 |
|
0.618 |
0.9588 |
|
0.500 |
0.9571 |
|
0.382 |
0.9553 |
|
LOW |
0.9496 |
|
0.618 |
0.9404 |
|
1.000 |
0.9347 |
|
1.618 |
0.9255 |
|
2.618 |
0.9106 |
|
4.250 |
0.8863 |
|
|
| Fisher Pivots for day following 08-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9608 |
0.9609 |
| PP |
0.9589 |
0.9592 |
| S1 |
0.9571 |
0.9574 |
|