CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Sep-2010 |
23-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9724 |
0.9690 |
-0.0034 |
-0.3% |
0.9649 |
| High |
0.9794 |
0.9705 |
-0.0089 |
-0.9% |
0.9768 |
| Low |
0.9633 |
0.9617 |
-0.0016 |
-0.2% |
0.9638 |
| Close |
0.9686 |
0.9671 |
-0.0015 |
-0.2% |
0.9681 |
| Range |
0.0161 |
0.0088 |
-0.0073 |
-45.3% |
0.0130 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
97,213 |
67,467 |
-29,746 |
-30.6% |
312,919 |
|
| Daily Pivots for day following 23-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9888 |
0.9719 |
|
| R3 |
0.9840 |
0.9800 |
0.9695 |
|
| R2 |
0.9752 |
0.9752 |
0.9687 |
|
| R1 |
0.9712 |
0.9712 |
0.9679 |
0.9688 |
| PP |
0.9664 |
0.9664 |
0.9664 |
0.9653 |
| S1 |
0.9624 |
0.9624 |
0.9663 |
0.9600 |
| S2 |
0.9576 |
0.9576 |
0.9655 |
|
| S3 |
0.9488 |
0.9536 |
0.9647 |
|
| S4 |
0.9400 |
0.9448 |
0.9623 |
|
|
| 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 |
0.9617 |
0.0177 |
1.8% |
0.0114 |
1.2% |
31% |
False |
True |
71,148 |
| 10 |
0.9794 |
0.9617 |
0.0177 |
1.8% |
0.0094 |
1.0% |
31% |
False |
True |
66,555 |
| 20 |
0.9794 |
0.9352 |
0.0442 |
4.6% |
0.0104 |
1.1% |
72% |
False |
False |
40,225 |
| 40 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0098 |
1.0% |
62% |
False |
False |
20,610 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
62% |
False |
False |
13,882 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0100 |
1.0% |
62% |
False |
False |
10,459 |
| 100 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0101 |
1.0% |
69% |
False |
False |
8,398 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0094 |
1.0% |
56% |
False |
False |
7,007 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0079 |
|
2.618 |
0.9935 |
|
1.618 |
0.9847 |
|
1.000 |
0.9793 |
|
0.618 |
0.9759 |
|
HIGH |
0.9705 |
|
0.618 |
0.9671 |
|
0.500 |
0.9661 |
|
0.382 |
0.9651 |
|
LOW |
0.9617 |
|
0.618 |
0.9563 |
|
1.000 |
0.9529 |
|
1.618 |
0.9475 |
|
2.618 |
0.9387 |
|
4.250 |
0.9243 |
|
|
| Fisher Pivots for day following 23-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9668 |
0.9706 |
| PP |
0.9664 |
0.9694 |
| S1 |
0.9661 |
0.9683 |
|