CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9627 |
0.9631 |
0.0004 |
0.0% |
0.9454 |
| High |
0.9661 |
0.9701 |
0.0040 |
0.4% |
0.9661 |
| Low |
0.9575 |
0.9625 |
0.0050 |
0.5% |
0.9439 |
| Close |
0.9640 |
0.9663 |
0.0023 |
0.2% |
0.9640 |
| Range |
0.0086 |
0.0076 |
-0.0010 |
-11.6% |
0.0222 |
| ATR |
0.0124 |
0.0120 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
79,925 |
71,474 |
-8,451 |
-10.6% |
422,388 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9891 |
0.9853 |
0.9705 |
|
| R3 |
0.9815 |
0.9777 |
0.9684 |
|
| R2 |
0.9739 |
0.9739 |
0.9677 |
|
| R1 |
0.9701 |
0.9701 |
0.9670 |
0.9720 |
| PP |
0.9663 |
0.9663 |
0.9663 |
0.9673 |
| S1 |
0.9625 |
0.9625 |
0.9656 |
0.9644 |
| S2 |
0.9587 |
0.9587 |
0.9649 |
|
| S3 |
0.9511 |
0.9549 |
0.9642 |
|
| S4 |
0.9435 |
0.9473 |
0.9621 |
|
|
| 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 |
0.9701 |
0.9439 |
0.0262 |
2.7% |
0.0116 |
1.2% |
85% |
True |
False |
79,599 |
| 10 |
0.9726 |
0.9439 |
0.0287 |
3.0% |
0.0117 |
1.2% |
78% |
False |
False |
80,658 |
| 20 |
0.9726 |
0.9360 |
0.0366 |
3.8% |
0.0121 |
1.2% |
83% |
False |
False |
87,390 |
| 40 |
0.9857 |
0.9357 |
0.0500 |
5.2% |
0.0125 |
1.3% |
61% |
False |
False |
67,321 |
| 60 |
0.9970 |
0.9222 |
0.0748 |
7.7% |
0.0136 |
1.4% |
59% |
False |
False |
45,309 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0123 |
1.3% |
53% |
False |
False |
34,114 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0112 |
1.2% |
53% |
False |
False |
27,331 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0102 |
1.1% |
53% |
False |
False |
22,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0024 |
|
2.618 |
0.9900 |
|
1.618 |
0.9824 |
|
1.000 |
0.9777 |
|
0.618 |
0.9748 |
|
HIGH |
0.9701 |
|
0.618 |
0.9672 |
|
0.500 |
0.9663 |
|
0.382 |
0.9654 |
|
LOW |
0.9625 |
|
0.618 |
0.9578 |
|
1.000 |
0.9549 |
|
1.618 |
0.9502 |
|
2.618 |
0.9426 |
|
4.250 |
0.9302 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9663 |
0.9645 |
| PP |
0.9663 |
0.9626 |
| S1 |
0.9663 |
0.9608 |
|