CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 17-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2010 |
17-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9727 |
0.9725 |
-0.0002 |
0.0% |
0.9649 |
| High |
0.9745 |
0.9768 |
0.0023 |
0.2% |
0.9768 |
| Low |
0.9698 |
0.9642 |
-0.0056 |
-0.6% |
0.9638 |
| Close |
0.9716 |
0.9681 |
-0.0035 |
-0.4% |
0.9681 |
| Range |
0.0047 |
0.0126 |
0.0079 |
168.1% |
0.0130 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.2% |
0.0000 |
| Volume |
52,068 |
62,085 |
10,017 |
19.2% |
312,919 |
|
| Daily Pivots for day following 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0004 |
0.9750 |
|
| R3 |
0.9949 |
0.9878 |
0.9716 |
|
| R2 |
0.9823 |
0.9823 |
0.9704 |
|
| R1 |
0.9752 |
0.9752 |
0.9693 |
0.9725 |
| PP |
0.9697 |
0.9697 |
0.9697 |
0.9683 |
| S1 |
0.9626 |
0.9626 |
0.9669 |
0.9599 |
| S2 |
0.9571 |
0.9571 |
0.9658 |
|
| S3 |
0.9445 |
0.9500 |
0.9646 |
|
| S4 |
0.9319 |
0.9374 |
0.9612 |
|
|
| Weekly Pivots for week ending 17-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0086 |
1.0013 |
0.9753 |
|
| R3 |
0.9956 |
0.9883 |
0.9717 |
|
| R2 |
0.9826 |
0.9826 |
0.9705 |
|
| R1 |
0.9753 |
0.9753 |
0.9693 |
0.9790 |
| PP |
0.9696 |
0.9696 |
0.9696 |
0.9714 |
| S1 |
0.9623 |
0.9623 |
0.9669 |
0.9660 |
| S2 |
0.9566 |
0.9566 |
0.9657 |
|
| S3 |
0.9436 |
0.9493 |
0.9645 |
|
| S4 |
0.9306 |
0.9363 |
0.9610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9768 |
0.9638 |
0.0130 |
1.3% |
0.0082 |
0.8% |
33% |
True |
False |
62,583 |
| 10 |
0.9768 |
0.9496 |
0.0272 |
2.8% |
0.0092 |
1.0% |
68% |
True |
False |
48,530 |
| 20 |
0.9768 |
0.9352 |
0.0416 |
4.3% |
0.0099 |
1.0% |
79% |
True |
False |
25,989 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0096 |
1.0% |
64% |
False |
False |
13,344 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
64% |
False |
False |
9,003 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
64% |
False |
False |
6,794 |
| 100 |
0.9955 |
0.9230 |
0.0725 |
7.5% |
0.0100 |
1.0% |
62% |
False |
False |
5,463 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0092 |
1.0% |
58% |
False |
False |
4,567 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0304 |
|
2.618 |
1.0098 |
|
1.618 |
0.9972 |
|
1.000 |
0.9894 |
|
0.618 |
0.9846 |
|
HIGH |
0.9768 |
|
0.618 |
0.9720 |
|
0.500 |
0.9705 |
|
0.382 |
0.9690 |
|
LOW |
0.9642 |
|
0.618 |
0.9564 |
|
1.000 |
0.9516 |
|
1.618 |
0.9438 |
|
2.618 |
0.9312 |
|
4.250 |
0.9107 |
|
|
| Fisher Pivots for day following 17-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9705 |
0.9705 |
| PP |
0.9697 |
0.9697 |
| S1 |
0.9689 |
0.9689 |
|