CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9649 |
0.9704 |
0.0055 |
0.6% |
0.9631 |
| High |
0.9738 |
0.9795 |
0.0057 |
0.6% |
0.9745 |
| Low |
0.9632 |
0.9702 |
0.0070 |
0.7% |
0.9607 |
| Close |
0.9711 |
0.9761 |
0.0050 |
0.5% |
0.9711 |
| Range |
0.0106 |
0.0093 |
-0.0013 |
-12.3% |
0.0138 |
| ATR |
0.0115 |
0.0114 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
69,417 |
97,995 |
28,578 |
41.2% |
347,266 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0032 |
0.9989 |
0.9812 |
|
| R3 |
0.9939 |
0.9896 |
0.9787 |
|
| R2 |
0.9846 |
0.9846 |
0.9778 |
|
| R1 |
0.9803 |
0.9803 |
0.9770 |
0.9825 |
| PP |
0.9753 |
0.9753 |
0.9753 |
0.9763 |
| S1 |
0.9710 |
0.9710 |
0.9752 |
0.9732 |
| S2 |
0.9660 |
0.9660 |
0.9744 |
|
| S3 |
0.9567 |
0.9617 |
0.9735 |
|
| S4 |
0.9474 |
0.9524 |
0.9710 |
|
|
| 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 |
0.9795 |
0.9607 |
0.0188 |
1.9% |
0.0099 |
1.0% |
82% |
True |
False |
74,757 |
| 10 |
0.9795 |
0.9439 |
0.0356 |
3.6% |
0.0108 |
1.1% |
90% |
True |
False |
77,178 |
| 20 |
0.9795 |
0.9360 |
0.0435 |
4.5% |
0.0115 |
1.2% |
92% |
True |
False |
81,679 |
| 40 |
0.9857 |
0.9357 |
0.0500 |
5.1% |
0.0118 |
1.2% |
81% |
False |
False |
76,243 |
| 60 |
0.9880 |
0.9222 |
0.0658 |
6.7% |
0.0129 |
1.3% |
82% |
False |
False |
51,502 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0125 |
1.3% |
65% |
False |
False |
38,776 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0114 |
1.2% |
65% |
False |
False |
31,066 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0104 |
1.1% |
65% |
False |
False |
25,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
1.0038 |
|
1.618 |
0.9945 |
|
1.000 |
0.9888 |
|
0.618 |
0.9852 |
|
HIGH |
0.9795 |
|
0.618 |
0.9759 |
|
0.500 |
0.9749 |
|
0.382 |
0.9738 |
|
LOW |
0.9702 |
|
0.618 |
0.9645 |
|
1.000 |
0.9609 |
|
1.618 |
0.9552 |
|
2.618 |
0.9459 |
|
4.250 |
0.9307 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9757 |
0.9743 |
| PP |
0.9753 |
0.9725 |
| S1 |
0.9749 |
0.9707 |
|