CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 02-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2010 |
02-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9401 |
0.9445 |
0.0044 |
0.5% |
0.9651 |
| High |
0.9450 |
0.9468 |
0.0018 |
0.2% |
0.9684 |
| Low |
0.9361 |
0.9368 |
0.0007 |
0.1% |
0.9361 |
| Close |
0.9430 |
0.9393 |
-0.0037 |
-0.4% |
0.9393 |
| Range |
0.0089 |
0.0100 |
0.0011 |
12.4% |
0.0323 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
109,972 |
131,906 |
21,934 |
19.9% |
488,008 |
|
| Daily Pivots for day following 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9710 |
0.9651 |
0.9448 |
|
| R3 |
0.9610 |
0.9551 |
0.9421 |
|
| R2 |
0.9510 |
0.9510 |
0.9411 |
|
| R1 |
0.9451 |
0.9451 |
0.9402 |
0.9431 |
| PP |
0.9410 |
0.9410 |
0.9410 |
0.9399 |
| S1 |
0.9351 |
0.9351 |
0.9384 |
0.9331 |
| S2 |
0.9310 |
0.9310 |
0.9375 |
|
| S3 |
0.9210 |
0.9251 |
0.9366 |
|
| S4 |
0.9110 |
0.9151 |
0.9338 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0448 |
1.0244 |
0.9571 |
|
| R3 |
1.0125 |
0.9921 |
0.9482 |
|
| R2 |
0.9802 |
0.9802 |
0.9452 |
|
| R1 |
0.9598 |
0.9598 |
0.9423 |
0.9539 |
| PP |
0.9479 |
0.9479 |
0.9479 |
0.9450 |
| S1 |
0.9275 |
0.9275 |
0.9363 |
0.9216 |
| S2 |
0.9156 |
0.9156 |
0.9334 |
|
| S3 |
0.8833 |
0.8952 |
0.9304 |
|
| S4 |
0.8510 |
0.8629 |
0.9215 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9684 |
0.9361 |
0.0323 |
3.4% |
0.0123 |
1.3% |
10% |
False |
False |
97,601 |
| 10 |
0.9857 |
0.9361 |
0.0496 |
5.3% |
0.0121 |
1.3% |
6% |
False |
False |
89,353 |
| 20 |
0.9857 |
0.9357 |
0.0500 |
5.3% |
0.0121 |
1.3% |
7% |
False |
False |
70,807 |
| 40 |
0.9880 |
0.9222 |
0.0658 |
7.0% |
0.0136 |
1.4% |
26% |
False |
False |
36,413 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0128 |
1.4% |
21% |
False |
False |
24,475 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0114 |
1.2% |
21% |
False |
False |
18,413 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0102 |
1.1% |
21% |
False |
False |
14,738 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.9% |
0.0091 |
1.0% |
21% |
False |
False |
12,285 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9893 |
|
2.618 |
0.9730 |
|
1.618 |
0.9630 |
|
1.000 |
0.9568 |
|
0.618 |
0.9530 |
|
HIGH |
0.9468 |
|
0.618 |
0.9430 |
|
0.500 |
0.9418 |
|
0.382 |
0.9406 |
|
LOW |
0.9368 |
|
0.618 |
0.9306 |
|
1.000 |
0.9268 |
|
1.618 |
0.9206 |
|
2.618 |
0.9106 |
|
4.250 |
0.8943 |
|
|
| Fisher Pivots for day following 02-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9418 |
0.9455 |
| PP |
0.9410 |
0.9434 |
| S1 |
0.9401 |
0.9414 |
|