CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9643 |
0.9690 |
0.0047 |
0.5% |
0.9401 |
| High |
0.9726 |
0.9716 |
-0.0010 |
-0.1% |
0.9706 |
| Low |
0.9622 |
0.9635 |
0.0013 |
0.1% |
0.9360 |
| Close |
0.9680 |
0.9654 |
-0.0026 |
-0.3% |
0.9681 |
| Range |
0.0104 |
0.0081 |
-0.0023 |
-22.1% |
0.0346 |
| ATR |
0.0125 |
0.0121 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
62,643 |
81,870 |
19,227 |
30.7% |
361,300 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9911 |
0.9864 |
0.9699 |
|
| R3 |
0.9830 |
0.9783 |
0.9676 |
|
| R2 |
0.9749 |
0.9749 |
0.9669 |
|
| R1 |
0.9702 |
0.9702 |
0.9661 |
0.9685 |
| PP |
0.9668 |
0.9668 |
0.9668 |
0.9660 |
| S1 |
0.9621 |
0.9621 |
0.9647 |
0.9604 |
| S2 |
0.9587 |
0.9587 |
0.9639 |
|
| S3 |
0.9506 |
0.9540 |
0.9632 |
|
| S4 |
0.9425 |
0.9459 |
0.9609 |
|
|
| 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 |
0.9726 |
0.9529 |
0.0197 |
2.0% |
0.0103 |
1.1% |
63% |
False |
False |
79,820 |
| 10 |
0.9726 |
0.9360 |
0.0366 |
3.8% |
0.0117 |
1.2% |
80% |
False |
False |
94,978 |
| 20 |
0.9857 |
0.9360 |
0.0497 |
5.1% |
0.0116 |
1.2% |
59% |
False |
False |
85,465 |
| 40 |
0.9857 |
0.9222 |
0.0635 |
6.6% |
0.0134 |
1.4% |
68% |
False |
False |
51,122 |
| 60 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0133 |
1.4% |
52% |
False |
False |
34,389 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0118 |
1.2% |
52% |
False |
False |
25,859 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0108 |
1.1% |
52% |
False |
False |
20,715 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0096 |
1.0% |
52% |
False |
False |
17,266 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0060 |
|
2.618 |
0.9928 |
|
1.618 |
0.9847 |
|
1.000 |
0.9797 |
|
0.618 |
0.9766 |
|
HIGH |
0.9716 |
|
0.618 |
0.9685 |
|
0.500 |
0.9676 |
|
0.382 |
0.9666 |
|
LOW |
0.9635 |
|
0.618 |
0.9585 |
|
1.000 |
0.9554 |
|
1.618 |
0.9504 |
|
2.618 |
0.9423 |
|
4.250 |
0.9291 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9676 |
0.9673 |
| PP |
0.9668 |
0.9667 |
| S1 |
0.9661 |
0.9660 |
|