CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 03-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2010 |
03-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9704 |
0.9765 |
0.0061 |
0.6% |
0.9631 |
| High |
0.9795 |
0.9779 |
-0.0016 |
-0.2% |
0.9745 |
| Low |
0.9702 |
0.9729 |
0.0027 |
0.3% |
0.9607 |
| Close |
0.9761 |
0.9768 |
0.0007 |
0.1% |
0.9711 |
| Range |
0.0093 |
0.0050 |
-0.0043 |
-46.2% |
0.0138 |
| ATR |
0.0114 |
0.0109 |
-0.0005 |
-4.0% |
0.0000 |
| Volume |
97,995 |
56,203 |
-41,792 |
-42.6% |
347,266 |
|
| Daily Pivots for day following 03-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9909 |
0.9888 |
0.9796 |
|
| R3 |
0.9859 |
0.9838 |
0.9782 |
|
| R2 |
0.9809 |
0.9809 |
0.9777 |
|
| R1 |
0.9788 |
0.9788 |
0.9773 |
0.9799 |
| PP |
0.9759 |
0.9759 |
0.9759 |
0.9764 |
| S1 |
0.9738 |
0.9738 |
0.9763 |
0.9749 |
| S2 |
0.9709 |
0.9709 |
0.9759 |
|
| S3 |
0.9659 |
0.9688 |
0.9754 |
|
| S4 |
0.9609 |
0.9638 |
0.9741 |
|
|
| 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 |
0.9618 |
0.0177 |
1.8% |
0.0082 |
0.8% |
85% |
False |
False |
73,618 |
| 10 |
0.9795 |
0.9514 |
0.0281 |
2.9% |
0.0099 |
1.0% |
90% |
False |
False |
76,102 |
| 20 |
0.9795 |
0.9423 |
0.0372 |
3.8% |
0.0109 |
1.1% |
93% |
False |
False |
80,043 |
| 40 |
0.9857 |
0.9360 |
0.0497 |
5.1% |
0.0115 |
1.2% |
82% |
False |
False |
77,430 |
| 60 |
0.9880 |
0.9222 |
0.0658 |
6.7% |
0.0126 |
1.3% |
83% |
False |
False |
52,410 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0125 |
1.3% |
66% |
False |
False |
39,475 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0114 |
1.2% |
66% |
False |
False |
31,627 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0104 |
1.1% |
66% |
False |
False |
26,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9992 |
|
2.618 |
0.9910 |
|
1.618 |
0.9860 |
|
1.000 |
0.9829 |
|
0.618 |
0.9810 |
|
HIGH |
0.9779 |
|
0.618 |
0.9760 |
|
0.500 |
0.9754 |
|
0.382 |
0.9748 |
|
LOW |
0.9729 |
|
0.618 |
0.9698 |
|
1.000 |
0.9679 |
|
1.618 |
0.9648 |
|
2.618 |
0.9598 |
|
4.250 |
0.9517 |
|
|
| Fisher Pivots for day following 03-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9750 |
| PP |
0.9759 |
0.9732 |
| S1 |
0.9754 |
0.9714 |
|