CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Sep-2010 |
16-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9708 |
0.9727 |
0.0019 |
0.2% |
0.9601 |
| High |
0.9738 |
0.9745 |
0.0007 |
0.1% |
0.9700 |
| Low |
0.9669 |
0.9698 |
0.0029 |
0.3% |
0.9496 |
| Close |
0.9715 |
0.9716 |
0.0001 |
0.0% |
0.9638 |
| Range |
0.0069 |
0.0047 |
-0.0022 |
-31.9% |
0.0204 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
65,553 |
52,068 |
-13,485 |
-20.6% |
172,384 |
|
| Daily Pivots for day following 16-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9861 |
0.9835 |
0.9742 |
|
| R3 |
0.9814 |
0.9788 |
0.9729 |
|
| R2 |
0.9767 |
0.9767 |
0.9725 |
|
| R1 |
0.9741 |
0.9741 |
0.9720 |
0.9731 |
| PP |
0.9720 |
0.9720 |
0.9720 |
0.9714 |
| S1 |
0.9694 |
0.9694 |
0.9712 |
0.9684 |
| S2 |
0.9673 |
0.9673 |
0.9707 |
|
| S3 |
0.9626 |
0.9647 |
0.9703 |
|
| S4 |
0.9579 |
0.9600 |
0.9690 |
|
|
| 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 |
0.9617 |
0.0151 |
1.6% |
0.0073 |
0.8% |
66% |
False |
False |
61,962 |
| 10 |
0.9768 |
0.9442 |
0.0326 |
3.4% |
0.0097 |
1.0% |
84% |
False |
False |
42,959 |
| 20 |
0.9768 |
0.9352 |
0.0416 |
4.3% |
0.0099 |
1.0% |
88% |
False |
False |
22,953 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0095 |
1.0% |
71% |
False |
False |
11,800 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0098 |
1.0% |
71% |
False |
False |
7,976 |
| 80 |
0.9867 |
0.9325 |
0.0542 |
5.6% |
0.0099 |
1.0% |
72% |
False |
False |
6,020 |
| 100 |
0.9955 |
0.9230 |
0.0725 |
7.5% |
0.0099 |
1.0% |
67% |
False |
False |
4,843 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0091 |
0.9% |
62% |
False |
False |
4,050 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9945 |
|
2.618 |
0.9868 |
|
1.618 |
0.9821 |
|
1.000 |
0.9792 |
|
0.618 |
0.9774 |
|
HIGH |
0.9745 |
|
0.618 |
0.9727 |
|
0.500 |
0.9722 |
|
0.382 |
0.9716 |
|
LOW |
0.9698 |
|
0.618 |
0.9669 |
|
1.000 |
0.9651 |
|
1.618 |
0.9622 |
|
2.618 |
0.9575 |
|
4.250 |
0.9498 |
|
|
| Fisher Pivots for day following 16-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9722 |
0.9719 |
| PP |
0.9720 |
0.9718 |
| S1 |
0.9718 |
0.9717 |
|