CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9540 |
0.9575 |
0.0035 |
0.4% |
0.9401 |
| High |
0.9630 |
0.9706 |
0.0076 |
0.8% |
0.9706 |
| Low |
0.9529 |
0.9559 |
0.0030 |
0.3% |
0.9360 |
| Close |
0.9568 |
0.9681 |
0.0113 |
1.2% |
0.9681 |
| Range |
0.0101 |
0.0147 |
0.0046 |
45.5% |
0.0346 |
| ATR |
0.0128 |
0.0130 |
0.0001 |
1.0% |
0.0000 |
| Volume |
81,210 |
81,467 |
257 |
0.3% |
361,300 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0090 |
1.0032 |
0.9762 |
|
| R3 |
0.9943 |
0.9885 |
0.9721 |
|
| R2 |
0.9796 |
0.9796 |
0.9708 |
|
| R1 |
0.9738 |
0.9738 |
0.9694 |
0.9767 |
| PP |
0.9649 |
0.9649 |
0.9649 |
0.9663 |
| S1 |
0.9591 |
0.9591 |
0.9668 |
0.9620 |
| S2 |
0.9502 |
0.9502 |
0.9654 |
|
| S3 |
0.9355 |
0.9444 |
0.9641 |
|
| S4 |
0.9208 |
0.9297 |
0.9600 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0497 |
0.9871 |
|
| R3 |
1.0274 |
1.0151 |
0.9776 |
|
| R2 |
0.9928 |
0.9928 |
0.9744 |
|
| R1 |
0.9805 |
0.9805 |
0.9713 |
0.9867 |
| PP |
0.9582 |
0.9582 |
0.9582 |
0.9613 |
| S1 |
0.9459 |
0.9459 |
0.9649 |
0.9521 |
| S2 |
0.9236 |
0.9236 |
0.9618 |
|
| S3 |
0.8890 |
0.9113 |
0.9586 |
|
| S4 |
0.8544 |
0.8767 |
0.9491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9706 |
0.9360 |
0.0346 |
3.6% |
0.0129 |
1.3% |
93% |
True |
False |
98,641 |
| 10 |
0.9706 |
0.9360 |
0.0346 |
3.6% |
0.0126 |
1.3% |
93% |
True |
False |
93,265 |
| 20 |
0.9857 |
0.9360 |
0.0497 |
5.1% |
0.0120 |
1.2% |
65% |
False |
False |
84,151 |
| 40 |
0.9880 |
0.9222 |
0.0658 |
6.8% |
0.0135 |
1.4% |
70% |
False |
False |
45,331 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0133 |
1.4% |
55% |
False |
False |
30,472 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0117 |
1.2% |
55% |
False |
False |
22,920 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0107 |
1.1% |
55% |
False |
False |
18,351 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0095 |
1.0% |
55% |
False |
False |
15,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0331 |
|
2.618 |
1.0091 |
|
1.618 |
0.9944 |
|
1.000 |
0.9853 |
|
0.618 |
0.9797 |
|
HIGH |
0.9706 |
|
0.618 |
0.9650 |
|
0.500 |
0.9633 |
|
0.382 |
0.9615 |
|
LOW |
0.9559 |
|
0.618 |
0.9468 |
|
1.000 |
0.9412 |
|
1.618 |
0.9321 |
|
2.618 |
0.9174 |
|
4.250 |
0.8934 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9665 |
0.9642 |
| PP |
0.9649 |
0.9603 |
| S1 |
0.9633 |
0.9565 |
|