CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9677 |
0.9643 |
-0.0034 |
-0.4% |
0.9401 |
| High |
0.9702 |
0.9726 |
0.0024 |
0.2% |
0.9706 |
| Low |
0.9620 |
0.9622 |
0.0002 |
0.0% |
0.9360 |
| Close |
0.9637 |
0.9680 |
0.0043 |
0.4% |
0.9681 |
| Range |
0.0082 |
0.0104 |
0.0022 |
26.8% |
0.0346 |
| ATR |
0.0126 |
0.0125 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
91,914 |
62,643 |
-29,271 |
-31.8% |
361,300 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9988 |
0.9938 |
0.9737 |
|
| R3 |
0.9884 |
0.9834 |
0.9709 |
|
| R2 |
0.9780 |
0.9780 |
0.9699 |
|
| R1 |
0.9730 |
0.9730 |
0.9690 |
0.9755 |
| PP |
0.9676 |
0.9676 |
0.9676 |
0.9689 |
| S1 |
0.9626 |
0.9626 |
0.9670 |
0.9651 |
| S2 |
0.9572 |
0.9572 |
0.9661 |
|
| S3 |
0.9468 |
0.9522 |
0.9651 |
|
| S4 |
0.9364 |
0.9418 |
0.9623 |
|
|
| 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 |
0.9726 |
0.9423 |
0.0303 |
3.1% |
0.0112 |
1.2% |
85% |
True |
False |
85,388 |
| 10 |
0.9726 |
0.9360 |
0.0366 |
3.8% |
0.0130 |
1.3% |
87% |
True |
False |
92,795 |
| 20 |
0.9857 |
0.9360 |
0.0497 |
5.1% |
0.0118 |
1.2% |
64% |
False |
False |
85,189 |
| 40 |
0.9857 |
0.9222 |
0.0635 |
6.6% |
0.0134 |
1.4% |
72% |
False |
False |
49,100 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0133 |
1.4% |
55% |
False |
False |
33,042 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0118 |
1.2% |
55% |
False |
False |
24,841 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0107 |
1.1% |
55% |
False |
False |
19,896 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0096 |
1.0% |
55% |
False |
False |
16,584 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0168 |
|
2.618 |
0.9998 |
|
1.618 |
0.9894 |
|
1.000 |
0.9830 |
|
0.618 |
0.9790 |
|
HIGH |
0.9726 |
|
0.618 |
0.9686 |
|
0.500 |
0.9674 |
|
0.382 |
0.9662 |
|
LOW |
0.9622 |
|
0.618 |
0.9558 |
|
1.000 |
0.9518 |
|
1.618 |
0.9454 |
|
2.618 |
0.9350 |
|
4.250 |
0.9180 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9678 |
0.9668 |
| PP |
0.9676 |
0.9655 |
| S1 |
0.9674 |
0.9643 |
|