CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9690 |
0.9681 |
-0.0009 |
-0.1% |
0.9401 |
| High |
0.9716 |
0.9719 |
0.0003 |
0.0% |
0.9706 |
| Low |
0.9635 |
0.9570 |
-0.0065 |
-0.7% |
0.9360 |
| Close |
0.9654 |
0.9628 |
-0.0026 |
-0.3% |
0.9681 |
| Range |
0.0081 |
0.0149 |
0.0068 |
84.0% |
0.0346 |
| ATR |
0.0121 |
0.0123 |
0.0002 |
1.6% |
0.0000 |
| Volume |
81,870 |
70,417 |
-11,453 |
-14.0% |
361,300 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0086 |
1.0006 |
0.9710 |
|
| R3 |
0.9937 |
0.9857 |
0.9669 |
|
| R2 |
0.9788 |
0.9788 |
0.9655 |
|
| R1 |
0.9708 |
0.9708 |
0.9642 |
0.9674 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9622 |
| S1 |
0.9559 |
0.9559 |
0.9614 |
0.9525 |
| S2 |
0.9490 |
0.9490 |
0.9601 |
|
| S3 |
0.9341 |
0.9410 |
0.9587 |
|
| S4 |
0.9192 |
0.9261 |
0.9546 |
|
|
| 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 |
0.9559 |
0.0167 |
1.7% |
0.0113 |
1.2% |
41% |
False |
False |
77,662 |
| 10 |
0.9726 |
0.9360 |
0.0366 |
3.8% |
0.0115 |
1.2% |
73% |
False |
False |
91,002 |
| 20 |
0.9857 |
0.9360 |
0.0497 |
5.2% |
0.0119 |
1.2% |
54% |
False |
False |
85,488 |
| 40 |
0.9857 |
0.9222 |
0.0635 |
6.6% |
0.0134 |
1.4% |
64% |
False |
False |
52,852 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0133 |
1.4% |
49% |
False |
False |
35,556 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0119 |
1.2% |
49% |
False |
False |
26,737 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0108 |
1.1% |
49% |
False |
False |
21,419 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0097 |
1.0% |
49% |
False |
False |
17,852 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0352 |
|
2.618 |
1.0109 |
|
1.618 |
0.9960 |
|
1.000 |
0.9868 |
|
0.618 |
0.9811 |
|
HIGH |
0.9719 |
|
0.618 |
0.9662 |
|
0.500 |
0.9645 |
|
0.382 |
0.9627 |
|
LOW |
0.9570 |
|
0.618 |
0.9478 |
|
1.000 |
0.9421 |
|
1.618 |
0.9329 |
|
2.618 |
0.9180 |
|
4.250 |
0.8937 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9645 |
0.9648 |
| PP |
0.9639 |
0.9641 |
| S1 |
0.9634 |
0.9635 |
|