CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 14-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2010 |
14-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9649 |
0.9708 |
0.0059 |
0.6% |
0.9601 |
| High |
0.9721 |
0.9768 |
0.0047 |
0.5% |
0.9700 |
| Low |
0.9638 |
0.9683 |
0.0045 |
0.5% |
0.9496 |
| Close |
0.9716 |
0.9738 |
0.0022 |
0.2% |
0.9638 |
| Range |
0.0083 |
0.0085 |
0.0002 |
2.4% |
0.0204 |
| ATR |
0.0104 |
0.0102 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
59,372 |
73,841 |
14,469 |
24.4% |
172,384 |
|
| Daily Pivots for day following 14-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9946 |
0.9785 |
|
| R3 |
0.9900 |
0.9861 |
0.9761 |
|
| R2 |
0.9815 |
0.9815 |
0.9754 |
|
| R1 |
0.9776 |
0.9776 |
0.9746 |
0.9796 |
| PP |
0.9730 |
0.9730 |
0.9730 |
0.9739 |
| S1 |
0.9691 |
0.9691 |
0.9730 |
0.9711 |
| S2 |
0.9645 |
0.9645 |
0.9722 |
|
| S3 |
0.9560 |
0.9606 |
0.9715 |
|
| S4 |
0.9475 |
0.9521 |
0.9691 |
|
|
| Weekly Pivots for week ending 10-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0223 |
1.0135 |
0.9750 |
|
| R3 |
1.0019 |
0.9931 |
0.9694 |
|
| R2 |
0.9815 |
0.9815 |
0.9675 |
|
| R1 |
0.9727 |
0.9727 |
0.9657 |
0.9771 |
| PP |
0.9611 |
0.9611 |
0.9611 |
0.9634 |
| S1 |
0.9523 |
0.9523 |
0.9619 |
0.9567 |
| S2 |
0.9407 |
0.9407 |
0.9601 |
|
| S3 |
0.9203 |
0.9319 |
0.9582 |
|
| S4 |
0.8999 |
0.9115 |
0.9526 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9768 |
0.9496 |
0.0272 |
2.8% |
0.0098 |
1.0% |
89% |
True |
False |
57,431 |
| 10 |
0.9768 |
0.9371 |
0.0397 |
4.1% |
0.0107 |
1.1% |
92% |
True |
False |
32,482 |
| 20 |
0.9768 |
0.9352 |
0.0416 |
4.3% |
0.0104 |
1.1% |
93% |
True |
False |
17,156 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
75% |
False |
False |
8,876 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0100 |
1.0% |
75% |
False |
False |
6,023 |
| 80 |
0.9867 |
0.9230 |
0.0637 |
6.5% |
0.0099 |
1.0% |
80% |
False |
False |
4,562 |
| 100 |
0.9957 |
0.9230 |
0.0727 |
7.5% |
0.0099 |
1.0% |
70% |
False |
False |
3,667 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0091 |
0.9% |
65% |
False |
False |
3,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0129 |
|
2.618 |
0.9991 |
|
1.618 |
0.9906 |
|
1.000 |
0.9853 |
|
0.618 |
0.9821 |
|
HIGH |
0.9768 |
|
0.618 |
0.9736 |
|
0.500 |
0.9726 |
|
0.382 |
0.9715 |
|
LOW |
0.9683 |
|
0.618 |
0.9630 |
|
1.000 |
0.9598 |
|
1.618 |
0.9545 |
|
2.618 |
0.9460 |
|
4.250 |
0.9322 |
|
|
| Fisher Pivots for day following 14-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9734 |
0.9723 |
| PP |
0.9730 |
0.9708 |
| S1 |
0.9726 |
0.9693 |
|