CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9401 |
0.9481 |
0.0080 |
0.9% |
0.9651 |
| High |
0.9532 |
0.9550 |
0.0018 |
0.2% |
0.9684 |
| Low |
0.9360 |
0.9423 |
0.0063 |
0.7% |
0.9361 |
| Close |
0.9468 |
0.9529 |
0.0061 |
0.6% |
0.9393 |
| Range |
0.0172 |
0.0127 |
-0.0045 |
-26.2% |
0.0323 |
| ATR |
0.0131 |
0.0130 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
88,916 |
109,707 |
20,791 |
23.4% |
488,008 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9882 |
0.9832 |
0.9599 |
|
| R3 |
0.9755 |
0.9705 |
0.9564 |
|
| R2 |
0.9628 |
0.9628 |
0.9552 |
|
| R1 |
0.9578 |
0.9578 |
0.9541 |
0.9603 |
| PP |
0.9501 |
0.9501 |
0.9501 |
0.9513 |
| S1 |
0.9451 |
0.9451 |
0.9517 |
0.9476 |
| S2 |
0.9374 |
0.9374 |
0.9506 |
|
| S3 |
0.9247 |
0.9324 |
0.9494 |
|
| S4 |
0.9120 |
0.9197 |
0.9459 |
|
|
| 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 |
0.9550 |
0.9360 |
0.0190 |
2.0% |
0.0130 |
1.4% |
89% |
True |
False |
110,136 |
| 10 |
0.9729 |
0.9360 |
0.0369 |
3.9% |
0.0128 |
1.3% |
46% |
False |
False |
95,255 |
| 20 |
0.9857 |
0.9360 |
0.0497 |
5.2% |
0.0122 |
1.3% |
34% |
False |
False |
78,808 |
| 40 |
0.9880 |
0.9222 |
0.0658 |
6.9% |
0.0134 |
1.4% |
47% |
False |
False |
41,311 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0131 |
1.4% |
37% |
False |
False |
27,769 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0116 |
1.2% |
37% |
False |
False |
20,893 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0105 |
1.1% |
37% |
False |
False |
16,724 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0093 |
1.0% |
37% |
False |
False |
13,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0090 |
|
2.618 |
0.9882 |
|
1.618 |
0.9755 |
|
1.000 |
0.9677 |
|
0.618 |
0.9628 |
|
HIGH |
0.9550 |
|
0.618 |
0.9501 |
|
0.500 |
0.9487 |
|
0.382 |
0.9472 |
|
LOW |
0.9423 |
|
0.618 |
0.9345 |
|
1.000 |
0.9296 |
|
1.618 |
0.9218 |
|
2.618 |
0.9091 |
|
4.250 |
0.8883 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9515 |
0.9504 |
| PP |
0.9501 |
0.9480 |
| S1 |
0.9487 |
0.9455 |
|