CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9575 |
0.9677 |
0.0102 |
1.1% |
0.9401 |
| High |
0.9706 |
0.9702 |
-0.0004 |
0.0% |
0.9706 |
| Low |
0.9559 |
0.9620 |
0.0061 |
0.6% |
0.9360 |
| Close |
0.9681 |
0.9637 |
-0.0044 |
-0.5% |
0.9681 |
| Range |
0.0147 |
0.0082 |
-0.0065 |
-44.2% |
0.0346 |
| ATR |
0.0130 |
0.0126 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
81,467 |
91,914 |
10,447 |
12.8% |
361,300 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9899 |
0.9850 |
0.9682 |
|
| R3 |
0.9817 |
0.9768 |
0.9660 |
|
| R2 |
0.9735 |
0.9735 |
0.9652 |
|
| R1 |
0.9686 |
0.9686 |
0.9645 |
0.9670 |
| PP |
0.9653 |
0.9653 |
0.9653 |
0.9645 |
| S1 |
0.9604 |
0.9604 |
0.9629 |
0.9588 |
| S2 |
0.9571 |
0.9571 |
0.9622 |
|
| S3 |
0.9489 |
0.9522 |
0.9614 |
|
| S4 |
0.9407 |
0.9440 |
0.9592 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0620 |
1.0497 |
0.9871 |
|
| R3 |
1.0274 |
1.0151 |
0.9776 |
|
| R2 |
0.9928 |
0.9928 |
0.9744 |
|
| R1 |
0.9805 |
0.9805 |
0.9713 |
0.9867 |
| PP |
0.9582 |
0.9582 |
0.9582 |
0.9613 |
| S1 |
0.9459 |
0.9459 |
0.9649 |
0.9521 |
| S2 |
0.9236 |
0.9236 |
0.9618 |
|
| S3 |
0.8890 |
0.9113 |
0.9586 |
|
| S4 |
0.8544 |
0.8767 |
0.9491 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9706 |
0.9360 |
0.0346 |
3.6% |
0.0126 |
1.3% |
80% |
False |
False |
90,642 |
| 10 |
0.9706 |
0.9360 |
0.0346 |
3.6% |
0.0124 |
1.3% |
80% |
False |
False |
94,122 |
| 20 |
0.9857 |
0.9360 |
0.0497 |
5.2% |
0.0120 |
1.2% |
56% |
False |
False |
86,072 |
| 40 |
0.9857 |
0.9222 |
0.0635 |
6.6% |
0.0135 |
1.4% |
65% |
False |
False |
47,610 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0133 |
1.4% |
50% |
False |
False |
31,999 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0118 |
1.2% |
50% |
False |
False |
24,065 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0107 |
1.1% |
50% |
False |
False |
19,270 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0095 |
1.0% |
50% |
False |
False |
16,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0051 |
|
2.618 |
0.9917 |
|
1.618 |
0.9835 |
|
1.000 |
0.9784 |
|
0.618 |
0.9753 |
|
HIGH |
0.9702 |
|
0.618 |
0.9671 |
|
0.500 |
0.9661 |
|
0.382 |
0.9651 |
|
LOW |
0.9620 |
|
0.618 |
0.9569 |
|
1.000 |
0.9538 |
|
1.618 |
0.9487 |
|
2.618 |
0.9405 |
|
4.250 |
0.9272 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9661 |
0.9631 |
| PP |
0.9653 |
0.9624 |
| S1 |
0.9645 |
0.9618 |
|