CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9681 |
0.9628 |
-0.0053 |
-0.5% |
0.9677 |
| High |
0.9719 |
0.9628 |
-0.0091 |
-0.9% |
0.9726 |
| Low |
0.9570 |
0.9449 |
-0.0121 |
-1.3% |
0.9449 |
| Close |
0.9628 |
0.9481 |
-0.0147 |
-1.5% |
0.9481 |
| Range |
0.0149 |
0.0179 |
0.0030 |
20.1% |
0.0277 |
| ATR |
0.0123 |
0.0127 |
0.0004 |
3.2% |
0.0000 |
| Volume |
70,417 |
97,796 |
27,379 |
38.9% |
404,640 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
0.9948 |
0.9579 |
|
| R3 |
0.9877 |
0.9769 |
0.9530 |
|
| R2 |
0.9698 |
0.9698 |
0.9514 |
|
| R1 |
0.9590 |
0.9590 |
0.9497 |
0.9555 |
| PP |
0.9519 |
0.9519 |
0.9519 |
0.9502 |
| S1 |
0.9411 |
0.9411 |
0.9465 |
0.9376 |
| S2 |
0.9340 |
0.9340 |
0.9448 |
|
| S3 |
0.9161 |
0.9232 |
0.9432 |
|
| S4 |
0.8982 |
0.9053 |
0.9383 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0209 |
0.9633 |
|
| R3 |
1.0106 |
0.9932 |
0.9557 |
|
| R2 |
0.9829 |
0.9829 |
0.9532 |
|
| R1 |
0.9655 |
0.9655 |
0.9506 |
0.9604 |
| PP |
0.9552 |
0.9552 |
0.9552 |
0.9526 |
| S1 |
0.9378 |
0.9378 |
0.9456 |
0.9327 |
| S2 |
0.9275 |
0.9275 |
0.9430 |
|
| S3 |
0.8998 |
0.9101 |
0.9405 |
|
| S4 |
0.8721 |
0.8824 |
0.9329 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9726 |
0.9449 |
0.0277 |
2.9% |
0.0119 |
1.3% |
12% |
False |
True |
80,928 |
| 10 |
0.9726 |
0.9360 |
0.0366 |
3.9% |
0.0124 |
1.3% |
33% |
False |
False |
89,784 |
| 20 |
0.9857 |
0.9360 |
0.0497 |
5.2% |
0.0123 |
1.3% |
24% |
False |
False |
87,135 |
| 40 |
0.9857 |
0.9222 |
0.0635 |
6.7% |
0.0135 |
1.4% |
41% |
False |
False |
55,263 |
| 60 |
1.0020 |
0.9222 |
0.0798 |
8.4% |
0.0135 |
1.4% |
32% |
False |
False |
37,131 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0120 |
1.3% |
31% |
False |
False |
27,958 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0109 |
1.1% |
31% |
False |
False |
22,396 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0098 |
1.0% |
31% |
False |
False |
18,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0389 |
|
2.618 |
1.0097 |
|
1.618 |
0.9918 |
|
1.000 |
0.9807 |
|
0.618 |
0.9739 |
|
HIGH |
0.9628 |
|
0.618 |
0.9560 |
|
0.500 |
0.9539 |
|
0.382 |
0.9517 |
|
LOW |
0.9449 |
|
0.618 |
0.9338 |
|
1.000 |
0.9270 |
|
1.618 |
0.9159 |
|
2.618 |
0.8980 |
|
4.250 |
0.8688 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9539 |
0.9584 |
| PP |
0.9519 |
0.9550 |
| S1 |
0.9500 |
0.9515 |
|