CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9628 |
0.9454 |
-0.0174 |
-1.8% |
0.9677 |
| High |
0.9628 |
0.9517 |
-0.0111 |
-1.2% |
0.9726 |
| Low |
0.9449 |
0.9444 |
-0.0005 |
-0.1% |
0.9449 |
| Close |
0.9481 |
0.9475 |
-0.0006 |
-0.1% |
0.9481 |
| Range |
0.0179 |
0.0073 |
-0.0106 |
-59.2% |
0.0277 |
| ATR |
0.0127 |
0.0124 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
97,796 |
95,864 |
-1,932 |
-2.0% |
404,640 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9698 |
0.9659 |
0.9515 |
|
| R3 |
0.9625 |
0.9586 |
0.9495 |
|
| R2 |
0.9552 |
0.9552 |
0.9488 |
|
| R1 |
0.9513 |
0.9513 |
0.9482 |
0.9533 |
| PP |
0.9479 |
0.9479 |
0.9479 |
0.9488 |
| S1 |
0.9440 |
0.9440 |
0.9468 |
0.9460 |
| S2 |
0.9406 |
0.9406 |
0.9462 |
|
| S3 |
0.9333 |
0.9367 |
0.9455 |
|
| S4 |
0.9260 |
0.9294 |
0.9435 |
|
|
| 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 |
0.9444 |
0.0282 |
3.0% |
0.0117 |
1.2% |
11% |
False |
True |
81,718 |
| 10 |
0.9726 |
0.9360 |
0.0366 |
3.9% |
0.0122 |
1.3% |
31% |
False |
False |
86,180 |
| 20 |
0.9857 |
0.9360 |
0.0497 |
5.2% |
0.0121 |
1.3% |
23% |
False |
False |
87,766 |
| 40 |
0.9857 |
0.9222 |
0.0635 |
6.7% |
0.0130 |
1.4% |
40% |
False |
False |
57,619 |
| 60 |
1.0018 |
0.9222 |
0.0796 |
8.4% |
0.0135 |
1.4% |
32% |
False |
False |
38,718 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0120 |
1.3% |
30% |
False |
False |
29,153 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0109 |
1.2% |
30% |
False |
False |
23,355 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.8% |
0.0099 |
1.0% |
30% |
False |
False |
19,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9827 |
|
2.618 |
0.9708 |
|
1.618 |
0.9635 |
|
1.000 |
0.9590 |
|
0.618 |
0.9562 |
|
HIGH |
0.9517 |
|
0.618 |
0.9489 |
|
0.500 |
0.9481 |
|
0.382 |
0.9472 |
|
LOW |
0.9444 |
|
0.618 |
0.9399 |
|
1.000 |
0.9371 |
|
1.618 |
0.9326 |
|
2.618 |
0.9253 |
|
4.250 |
0.9134 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9481 |
0.9582 |
| PP |
0.9479 |
0.9546 |
| S1 |
0.9477 |
0.9511 |
|