CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 06-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2010 |
06-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9445 |
0.9401 |
-0.0044 |
-0.5% |
0.9651 |
| High |
0.9468 |
0.9532 |
0.0064 |
0.7% |
0.9684 |
| Low |
0.9368 |
0.9360 |
-0.0008 |
-0.1% |
0.9361 |
| Close |
0.9393 |
0.9468 |
0.0075 |
0.8% |
0.9393 |
| Range |
0.0100 |
0.0172 |
0.0072 |
72.0% |
0.0323 |
| ATR |
0.0127 |
0.0131 |
0.0003 |
2.5% |
0.0000 |
| Volume |
131,906 |
88,916 |
-42,990 |
-32.6% |
488,008 |
|
| Daily Pivots for day following 06-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9891 |
0.9563 |
|
| R3 |
0.9797 |
0.9719 |
0.9515 |
|
| R2 |
0.9625 |
0.9625 |
0.9500 |
|
| R1 |
0.9547 |
0.9547 |
0.9484 |
0.9586 |
| PP |
0.9453 |
0.9453 |
0.9453 |
0.9473 |
| S1 |
0.9375 |
0.9375 |
0.9452 |
0.9414 |
| S2 |
0.9281 |
0.9281 |
0.9436 |
|
| S3 |
0.9109 |
0.9203 |
0.9421 |
|
| S4 |
0.8937 |
0.9031 |
0.9373 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0448 |
1.0244 |
0.9571 |
|
| R3 |
1.0125 |
0.9921 |
0.9482 |
|
| R2 |
0.9802 |
0.9802 |
0.9452 |
|
| R1 |
0.9598 |
0.9598 |
0.9423 |
0.9539 |
| PP |
0.9479 |
0.9479 |
0.9479 |
0.9450 |
| S1 |
0.9275 |
0.9275 |
0.9363 |
0.9216 |
| S2 |
0.9156 |
0.9156 |
0.9334 |
|
| S3 |
0.8833 |
0.8952 |
0.9304 |
|
| S4 |
0.8510 |
0.8629 |
0.9215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9664 |
0.9360 |
0.0304 |
3.2% |
0.0148 |
1.6% |
36% |
False |
True |
100,203 |
| 10 |
0.9816 |
0.9360 |
0.0456 |
4.8% |
0.0126 |
1.3% |
24% |
False |
True |
92,374 |
| 20 |
0.9857 |
0.9360 |
0.0497 |
5.2% |
0.0122 |
1.3% |
22% |
False |
True |
74,817 |
| 40 |
0.9880 |
0.9222 |
0.0658 |
6.9% |
0.0135 |
1.4% |
37% |
False |
False |
38,594 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0130 |
1.4% |
30% |
False |
False |
25,952 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0115 |
1.2% |
30% |
False |
False |
19,523 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0104 |
1.1% |
30% |
False |
False |
15,627 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0092 |
1.0% |
30% |
False |
False |
13,026 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0263 |
|
2.618 |
0.9982 |
|
1.618 |
0.9810 |
|
1.000 |
0.9704 |
|
0.618 |
0.9638 |
|
HIGH |
0.9532 |
|
0.618 |
0.9466 |
|
0.500 |
0.9446 |
|
0.382 |
0.9426 |
|
LOW |
0.9360 |
|
0.618 |
0.9254 |
|
1.000 |
0.9188 |
|
1.618 |
0.9082 |
|
2.618 |
0.8910 |
|
4.250 |
0.8629 |
|
|
| Fisher Pivots for day following 06-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9461 |
0.9461 |
| PP |
0.9453 |
0.9453 |
| S1 |
0.9446 |
0.9446 |
|