CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9527 |
0.9627 |
0.0100 |
1.0% |
0.9454 |
| High |
0.9651 |
0.9661 |
0.0010 |
0.1% |
0.9661 |
| Low |
0.9514 |
0.9575 |
0.0061 |
0.6% |
0.9439 |
| Close |
0.9640 |
0.9640 |
0.0000 |
0.0% |
0.9640 |
| Range |
0.0137 |
0.0086 |
-0.0051 |
-37.2% |
0.0222 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
91,045 |
79,925 |
-11,120 |
-12.2% |
422,388 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9883 |
0.9848 |
0.9687 |
|
| R3 |
0.9797 |
0.9762 |
0.9664 |
|
| R2 |
0.9711 |
0.9711 |
0.9656 |
|
| R1 |
0.9676 |
0.9676 |
0.9648 |
0.9694 |
| PP |
0.9625 |
0.9625 |
0.9625 |
0.9634 |
| S1 |
0.9590 |
0.9590 |
0.9632 |
0.9608 |
| S2 |
0.9539 |
0.9539 |
0.9624 |
|
| S3 |
0.9453 |
0.9504 |
0.9616 |
|
| S4 |
0.9367 |
0.9418 |
0.9593 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0165 |
0.9762 |
|
| R3 |
1.0024 |
0.9943 |
0.9701 |
|
| R2 |
0.9802 |
0.9802 |
0.9681 |
|
| R1 |
0.9721 |
0.9721 |
0.9660 |
0.9762 |
| PP |
0.9580 |
0.9580 |
0.9580 |
0.9600 |
| S1 |
0.9499 |
0.9499 |
0.9620 |
0.9540 |
| S2 |
0.9358 |
0.9358 |
0.9599 |
|
| S3 |
0.9136 |
0.9277 |
0.9579 |
|
| S4 |
0.8914 |
0.9055 |
0.9518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9661 |
0.9439 |
0.0222 |
2.3% |
0.0116 |
1.2% |
91% |
True |
False |
84,477 |
| 10 |
0.9726 |
0.9439 |
0.0287 |
3.0% |
0.0117 |
1.2% |
70% |
False |
False |
82,702 |
| 20 |
0.9726 |
0.9360 |
0.0366 |
3.8% |
0.0122 |
1.3% |
77% |
False |
False |
87,984 |
| 40 |
0.9857 |
0.9338 |
0.0519 |
5.4% |
0.0128 |
1.3% |
58% |
False |
False |
65,565 |
| 60 |
0.9980 |
0.9222 |
0.0758 |
7.9% |
0.0136 |
1.4% |
55% |
False |
False |
44,128 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0123 |
1.3% |
50% |
False |
False |
33,224 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0111 |
1.2% |
50% |
False |
False |
26,617 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0102 |
1.1% |
50% |
False |
False |
22,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0027 |
|
2.618 |
0.9886 |
|
1.618 |
0.9800 |
|
1.000 |
0.9747 |
|
0.618 |
0.9714 |
|
HIGH |
0.9661 |
|
0.618 |
0.9628 |
|
0.500 |
0.9618 |
|
0.382 |
0.9608 |
|
LOW |
0.9575 |
|
0.618 |
0.9522 |
|
1.000 |
0.9489 |
|
1.618 |
0.9436 |
|
2.618 |
0.9350 |
|
4.250 |
0.9210 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9633 |
0.9623 |
| PP |
0.9625 |
0.9605 |
| S1 |
0.9618 |
0.9588 |
|