CME Canadian Dollar Future March 2011
Trading Metrics calculated at close of trading on 27-Aug-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2010 |
27-Aug-2010 |
Change |
Change % |
Previous Week |
Open |
0.9471 |
0.9426 |
-0.0045 |
-0.5% |
0.9505 |
High |
0.9471 |
0.9471 |
0.0000 |
0.0% |
0.9505 |
Low |
0.9438 |
0.9371 |
-0.0067 |
-0.7% |
0.9349 |
Close |
0.9418 |
0.9469 |
0.0051 |
0.5% |
0.9469 |
Range |
0.0033 |
0.0100 |
0.0067 |
203.0% |
0.0156 |
ATR |
0.0074 |
0.0076 |
0.0002 |
2.5% |
0.0000 |
Volume |
37 |
39 |
2 |
5.4% |
650 |
|
Daily Pivots for day following 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9737 |
0.9703 |
0.9524 |
|
R3 |
0.9637 |
0.9603 |
0.9497 |
|
R2 |
0.9537 |
0.9537 |
0.9487 |
|
R1 |
0.9503 |
0.9503 |
0.9478 |
0.9520 |
PP |
0.9437 |
0.9437 |
0.9437 |
0.9446 |
S1 |
0.9403 |
0.9403 |
0.9460 |
0.9420 |
S2 |
0.9337 |
0.9337 |
0.9451 |
|
S3 |
0.9237 |
0.9303 |
0.9442 |
|
S4 |
0.9137 |
0.9203 |
0.9414 |
|
|
Weekly Pivots for week ending 27-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9909 |
0.9845 |
0.9555 |
|
R3 |
0.9753 |
0.9689 |
0.9512 |
|
R2 |
0.9597 |
0.9597 |
0.9498 |
|
R1 |
0.9533 |
0.9533 |
0.9483 |
0.9487 |
PP |
0.9441 |
0.9441 |
0.9441 |
0.9418 |
S1 |
0.9377 |
0.9377 |
0.9455 |
0.9331 |
S2 |
0.9285 |
0.9285 |
0.9440 |
|
S3 |
0.9129 |
0.9221 |
0.9426 |
|
S4 |
0.8973 |
0.9065 |
0.9383 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9505 |
0.9349 |
0.0156 |
1.6% |
0.0060 |
0.6% |
77% |
False |
False |
130 |
10 |
0.9686 |
0.9349 |
0.0337 |
3.6% |
0.0057 |
0.6% |
36% |
False |
False |
79 |
20 |
0.9830 |
0.9349 |
0.0481 |
5.1% |
0.0054 |
0.6% |
25% |
False |
False |
67 |
40 |
0.9830 |
0.9349 |
0.0481 |
5.1% |
0.0046 |
0.5% |
25% |
False |
False |
44 |
60 |
0.9830 |
0.9340 |
0.0490 |
5.2% |
0.0035 |
0.4% |
26% |
False |
False |
33 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9896 |
2.618 |
0.9733 |
1.618 |
0.9633 |
1.000 |
0.9571 |
0.618 |
0.9533 |
HIGH |
0.9471 |
0.618 |
0.9433 |
0.500 |
0.9421 |
0.382 |
0.9409 |
LOW |
0.9371 |
0.618 |
0.9309 |
1.000 |
0.9271 |
1.618 |
0.9209 |
2.618 |
0.9109 |
4.250 |
0.8946 |
|
|
Fisher Pivots for day following 27-Aug-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9453 |
0.9450 |
PP |
0.9437 |
0.9432 |
S1 |
0.9421 |
0.9413 |
|