CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9579 |
0.9527 |
-0.0052 |
-0.5% |
0.9677 |
| High |
0.9655 |
0.9651 |
-0.0004 |
0.0% |
0.9726 |
| Low |
0.9515 |
0.9514 |
-0.0001 |
0.0% |
0.9449 |
| Close |
0.9521 |
0.9640 |
0.0119 |
1.2% |
0.9481 |
| Range |
0.0140 |
0.0137 |
-0.0003 |
-2.1% |
0.0277 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.6% |
0.0000 |
| Volume |
88,588 |
91,045 |
2,457 |
2.8% |
404,640 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0013 |
0.9963 |
0.9715 |
|
| R3 |
0.9876 |
0.9826 |
0.9678 |
|
| R2 |
0.9739 |
0.9739 |
0.9665 |
|
| R1 |
0.9689 |
0.9689 |
0.9653 |
0.9714 |
| PP |
0.9602 |
0.9602 |
0.9602 |
0.9614 |
| S1 |
0.9552 |
0.9552 |
0.9627 |
0.9577 |
| S2 |
0.9465 |
0.9465 |
0.9615 |
|
| S3 |
0.9328 |
0.9415 |
0.9602 |
|
| S4 |
0.9191 |
0.9278 |
0.9565 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0209 |
0.9633 |
|
| R3 |
1.0106 |
0.9932 |
0.9557 |
|
| R2 |
0.9829 |
0.9829 |
0.9532 |
|
| R1 |
0.9655 |
0.9655 |
0.9506 |
0.9604 |
| PP |
0.9552 |
0.9552 |
0.9552 |
0.9526 |
| S1 |
0.9378 |
0.9378 |
0.9456 |
0.9327 |
| S2 |
0.9275 |
0.9275 |
0.9430 |
|
| S3 |
0.8998 |
0.9101 |
0.9405 |
|
| S4 |
0.8721 |
0.8824 |
0.9329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9655 |
0.9439 |
0.0216 |
2.2% |
0.0134 |
1.4% |
93% |
False |
False |
88,051 |
| 10 |
0.9726 |
0.9439 |
0.0287 |
3.0% |
0.0124 |
1.3% |
70% |
False |
False |
82,857 |
| 20 |
0.9726 |
0.9360 |
0.0366 |
3.8% |
0.0122 |
1.3% |
77% |
False |
False |
89,424 |
| 40 |
0.9857 |
0.9310 |
0.0547 |
5.7% |
0.0129 |
1.3% |
60% |
False |
False |
63,624 |
| 60 |
0.9980 |
0.9222 |
0.0758 |
7.9% |
0.0136 |
1.4% |
55% |
False |
False |
42,810 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0123 |
1.3% |
50% |
False |
False |
32,226 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0111 |
1.2% |
50% |
False |
False |
25,819 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0101 |
1.0% |
50% |
False |
False |
21,520 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0233 |
|
2.618 |
1.0010 |
|
1.618 |
0.9873 |
|
1.000 |
0.9788 |
|
0.618 |
0.9736 |
|
HIGH |
0.9651 |
|
0.618 |
0.9599 |
|
0.500 |
0.9583 |
|
0.382 |
0.9566 |
|
LOW |
0.9514 |
|
0.618 |
0.9429 |
|
1.000 |
0.9377 |
|
1.618 |
0.9292 |
|
2.618 |
0.9155 |
|
4.250 |
0.8932 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9621 |
0.9609 |
| PP |
0.9602 |
0.9578 |
| S1 |
0.9583 |
0.9547 |
|