CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9626 |
0.9649 |
0.0023 |
0.2% |
0.9631 |
| High |
0.9700 |
0.9738 |
0.0038 |
0.4% |
0.9745 |
| Low |
0.9618 |
0.9632 |
0.0014 |
0.1% |
0.9607 |
| Close |
0.9649 |
0.9711 |
0.0062 |
0.6% |
0.9711 |
| Range |
0.0082 |
0.0106 |
0.0024 |
29.3% |
0.0138 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
67,962 |
69,417 |
1,455 |
2.1% |
347,266 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0012 |
0.9967 |
0.9769 |
|
| R3 |
0.9906 |
0.9861 |
0.9740 |
|
| R2 |
0.9800 |
0.9800 |
0.9730 |
|
| R1 |
0.9755 |
0.9755 |
0.9721 |
0.9778 |
| PP |
0.9694 |
0.9694 |
0.9694 |
0.9705 |
| S1 |
0.9649 |
0.9649 |
0.9701 |
0.9672 |
| S2 |
0.9588 |
0.9588 |
0.9692 |
|
| S3 |
0.9482 |
0.9543 |
0.9682 |
|
| S4 |
0.9376 |
0.9437 |
0.9653 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0102 |
1.0044 |
0.9787 |
|
| R3 |
0.9964 |
0.9906 |
0.9749 |
|
| R2 |
0.9826 |
0.9826 |
0.9736 |
|
| R1 |
0.9768 |
0.9768 |
0.9724 |
0.9797 |
| PP |
0.9688 |
0.9688 |
0.9688 |
0.9702 |
| S1 |
0.9630 |
0.9630 |
0.9698 |
0.9659 |
| S2 |
0.9550 |
0.9550 |
0.9686 |
|
| S3 |
0.9412 |
0.9492 |
0.9673 |
|
| S4 |
0.9274 |
0.9354 |
0.9635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9745 |
0.9607 |
0.0138 |
1.4% |
0.0096 |
1.0% |
75% |
False |
False |
69,453 |
| 10 |
0.9745 |
0.9439 |
0.0306 |
3.2% |
0.0106 |
1.1% |
89% |
False |
False |
76,965 |
| 20 |
0.9745 |
0.9360 |
0.0385 |
4.0% |
0.0115 |
1.2% |
91% |
False |
False |
83,375 |
| 40 |
0.9857 |
0.9357 |
0.0500 |
5.1% |
0.0122 |
1.3% |
71% |
False |
False |
73,921 |
| 60 |
0.9880 |
0.9222 |
0.0658 |
6.8% |
0.0134 |
1.4% |
74% |
False |
False |
49,878 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0125 |
1.3% |
59% |
False |
False |
37,555 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0114 |
1.2% |
59% |
False |
False |
30,087 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0104 |
1.1% |
59% |
False |
False |
25,079 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0189 |
|
2.618 |
1.0016 |
|
1.618 |
0.9910 |
|
1.000 |
0.9844 |
|
0.618 |
0.9804 |
|
HIGH |
0.9738 |
|
0.618 |
0.9698 |
|
0.500 |
0.9685 |
|
0.382 |
0.9672 |
|
LOW |
0.9632 |
|
0.618 |
0.9566 |
|
1.000 |
0.9526 |
|
1.618 |
0.9460 |
|
2.618 |
0.9354 |
|
4.250 |
0.9182 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9702 |
0.9700 |
| PP |
0.9694 |
0.9689 |
| S1 |
0.9685 |
0.9678 |
|