CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9828 |
0.9734 |
-0.0094 |
-1.0% |
0.9704 |
| High |
0.9850 |
0.9745 |
-0.0105 |
-1.1% |
0.9889 |
| Low |
0.9698 |
0.9705 |
0.0007 |
0.1% |
0.9698 |
| Close |
0.9707 |
0.9736 |
0.0029 |
0.3% |
0.9707 |
| Range |
0.0152 |
0.0040 |
-0.0112 |
-73.7% |
0.0191 |
| ATR |
0.0110 |
0.0105 |
-0.0005 |
-4.5% |
0.0000 |
| Volume |
99,745 |
50,099 |
-49,646 |
-49.8% |
404,370 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9849 |
0.9832 |
0.9758 |
|
| R3 |
0.9809 |
0.9792 |
0.9747 |
|
| R2 |
0.9769 |
0.9769 |
0.9743 |
|
| R1 |
0.9752 |
0.9752 |
0.9740 |
0.9761 |
| PP |
0.9729 |
0.9729 |
0.9729 |
0.9733 |
| S1 |
0.9712 |
0.9712 |
0.9732 |
0.9721 |
| S2 |
0.9689 |
0.9689 |
0.9729 |
|
| S3 |
0.9649 |
0.9672 |
0.9725 |
|
| S4 |
0.9609 |
0.9632 |
0.9714 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0213 |
0.9812 |
|
| R3 |
1.0147 |
1.0022 |
0.9760 |
|
| R2 |
0.9956 |
0.9956 |
0.9742 |
|
| R1 |
0.9831 |
0.9831 |
0.9725 |
0.9894 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9796 |
| S1 |
0.9640 |
0.9640 |
0.9689 |
0.9703 |
| S2 |
0.9574 |
0.9574 |
0.9672 |
|
| S3 |
0.9383 |
0.9449 |
0.9654 |
|
| S4 |
0.9192 |
0.9258 |
0.9602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9889 |
0.9698 |
0.0191 |
2.0% |
0.0085 |
0.9% |
20% |
False |
False |
71,294 |
| 10 |
0.9889 |
0.9607 |
0.0282 |
2.9% |
0.0092 |
0.9% |
46% |
False |
False |
73,026 |
| 20 |
0.9889 |
0.9439 |
0.0450 |
4.6% |
0.0105 |
1.1% |
66% |
False |
False |
76,842 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.4% |
0.0112 |
1.2% |
71% |
False |
False |
81,457 |
| 60 |
0.9889 |
0.9222 |
0.0667 |
6.9% |
0.0125 |
1.3% |
77% |
False |
False |
57,354 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0126 |
1.3% |
62% |
False |
False |
43,210 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0115 |
1.2% |
62% |
False |
False |
34,621 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0107 |
1.1% |
62% |
False |
False |
28,865 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9915 |
|
2.618 |
0.9850 |
|
1.618 |
0.9810 |
|
1.000 |
0.9785 |
|
0.618 |
0.9770 |
|
HIGH |
0.9745 |
|
0.618 |
0.9730 |
|
0.500 |
0.9725 |
|
0.382 |
0.9720 |
|
LOW |
0.9705 |
|
0.618 |
0.9680 |
|
1.000 |
0.9665 |
|
1.618 |
0.9640 |
|
2.618 |
0.9600 |
|
4.250 |
0.9535 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9732 |
0.9794 |
| PP |
0.9729 |
0.9774 |
| S1 |
0.9725 |
0.9755 |
|