CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 01-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jun-2010 |
01-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9475 |
0.9401 |
-0.0074 |
-0.8% |
0.9798 |
| High |
0.9549 |
0.9450 |
-0.0099 |
-1.0% |
0.9857 |
| Low |
0.9385 |
0.9361 |
-0.0024 |
-0.3% |
0.9545 |
| Close |
0.9402 |
0.9430 |
0.0028 |
0.3% |
0.9650 |
| Range |
0.0164 |
0.0089 |
-0.0075 |
-45.7% |
0.0312 |
| ATR |
0.0133 |
0.0129 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
110,180 |
109,972 |
-208 |
-0.2% |
405,527 |
|
| Daily Pivots for day following 01-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9681 |
0.9644 |
0.9479 |
|
| R3 |
0.9592 |
0.9555 |
0.9454 |
|
| R2 |
0.9503 |
0.9503 |
0.9446 |
|
| R1 |
0.9466 |
0.9466 |
0.9438 |
0.9485 |
| PP |
0.9414 |
0.9414 |
0.9414 |
0.9423 |
| S1 |
0.9377 |
0.9377 |
0.9422 |
0.9396 |
| S2 |
0.9325 |
0.9325 |
0.9414 |
|
| S3 |
0.9236 |
0.9288 |
0.9406 |
|
| S4 |
0.9147 |
0.9199 |
0.9381 |
|
|
| Weekly Pivots for week ending 25-Jun-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0447 |
0.9822 |
|
| R3 |
1.0308 |
1.0135 |
0.9736 |
|
| R2 |
0.9996 |
0.9996 |
0.9707 |
|
| R1 |
0.9823 |
0.9823 |
0.9679 |
0.9754 |
| PP |
0.9684 |
0.9684 |
0.9684 |
0.9649 |
| S1 |
0.9511 |
0.9511 |
0.9621 |
0.9442 |
| S2 |
0.9372 |
0.9372 |
0.9593 |
|
| S3 |
0.9060 |
0.9199 |
0.9564 |
|
| S4 |
0.8748 |
0.8887 |
0.9478 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9684 |
0.9361 |
0.0323 |
3.4% |
0.0123 |
1.3% |
21% |
False |
True |
87,889 |
| 10 |
0.9857 |
0.9361 |
0.0496 |
5.3% |
0.0121 |
1.3% |
14% |
False |
True |
84,485 |
| 20 |
0.9857 |
0.9357 |
0.0500 |
5.3% |
0.0129 |
1.4% |
15% |
False |
False |
64,468 |
| 40 |
0.9880 |
0.9222 |
0.0658 |
7.0% |
0.0144 |
1.5% |
32% |
False |
False |
33,130 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0128 |
1.4% |
25% |
False |
False |
22,282 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0114 |
1.2% |
25% |
False |
False |
16,765 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0102 |
1.1% |
25% |
False |
False |
13,419 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0090 |
1.0% |
25% |
False |
False |
11,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9828 |
|
2.618 |
0.9683 |
|
1.618 |
0.9594 |
|
1.000 |
0.9539 |
|
0.618 |
0.9505 |
|
HIGH |
0.9450 |
|
0.618 |
0.9416 |
|
0.500 |
0.9406 |
|
0.382 |
0.9395 |
|
LOW |
0.9361 |
|
0.618 |
0.9306 |
|
1.000 |
0.9272 |
|
1.618 |
0.9217 |
|
2.618 |
0.9128 |
|
4.250 |
0.8983 |
|
|
| Fisher Pivots for day following 01-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9422 |
0.9513 |
| PP |
0.9414 |
0.9485 |
| S1 |
0.9406 |
0.9458 |
|