CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 22-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Sep-2010 |
22-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9724 |
0.0033 |
0.3% |
0.9649 |
| High |
0.9771 |
0.9794 |
0.0023 |
0.2% |
0.9768 |
| Low |
0.9656 |
0.9633 |
-0.0023 |
-0.2% |
0.9638 |
| Close |
0.9740 |
0.9686 |
-0.0054 |
-0.6% |
0.9681 |
| Range |
0.0115 |
0.0161 |
0.0046 |
40.0% |
0.0130 |
| ATR |
0.0098 |
0.0103 |
0.0004 |
4.5% |
0.0000 |
| Volume |
73,274 |
97,213 |
23,939 |
32.7% |
312,919 |
|
| Daily Pivots for day following 22-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0098 |
0.9775 |
|
| R3 |
1.0026 |
0.9937 |
0.9730 |
|
| R2 |
0.9865 |
0.9865 |
0.9716 |
|
| R1 |
0.9776 |
0.9776 |
0.9701 |
0.9740 |
| PP |
0.9704 |
0.9704 |
0.9704 |
0.9687 |
| S1 |
0.9615 |
0.9615 |
0.9671 |
0.9579 |
| S2 |
0.9543 |
0.9543 |
0.9656 |
|
| S3 |
0.9382 |
0.9454 |
0.9642 |
|
| S4 |
0.9221 |
0.9293 |
0.9597 |
|
|
| 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 |
0.9794 |
0.9633 |
0.0161 |
1.7% |
0.0106 |
1.1% |
33% |
True |
True |
68,069 |
| 10 |
0.9794 |
0.9599 |
0.0195 |
2.0% |
0.0094 |
1.0% |
45% |
True |
False |
64,154 |
| 20 |
0.9794 |
0.9352 |
0.0442 |
4.6% |
0.0103 |
1.1% |
76% |
True |
False |
36,960 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0098 |
1.0% |
65% |
False |
False |
18,941 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0100 |
1.0% |
65% |
False |
False |
12,766 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0100 |
1.0% |
65% |
False |
False |
9,618 |
| 100 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0101 |
1.0% |
72% |
False |
False |
7,723 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0094 |
1.0% |
58% |
False |
False |
6,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0478 |
|
2.618 |
1.0215 |
|
1.618 |
1.0054 |
|
1.000 |
0.9955 |
|
0.618 |
0.9893 |
|
HIGH |
0.9794 |
|
0.618 |
0.9732 |
|
0.500 |
0.9714 |
|
0.382 |
0.9695 |
|
LOW |
0.9633 |
|
0.618 |
0.9534 |
|
1.000 |
0.9472 |
|
1.618 |
0.9373 |
|
2.618 |
0.9212 |
|
4.250 |
0.8949 |
|
|
| Fisher Pivots for day following 22-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9714 |
0.9714 |
| PP |
0.9704 |
0.9704 |
| S1 |
0.9695 |
0.9695 |
|