CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9454 |
0.9478 |
0.0024 |
0.3% |
0.9677 |
| High |
0.9517 |
0.9582 |
0.0065 |
0.7% |
0.9726 |
| Low |
0.9444 |
0.9439 |
-0.0005 |
-0.1% |
0.9449 |
| Close |
0.9475 |
0.9544 |
0.0069 |
0.7% |
0.9481 |
| Range |
0.0073 |
0.0143 |
0.0070 |
95.9% |
0.0277 |
| ATR |
0.0124 |
0.0125 |
0.0001 |
1.1% |
0.0000 |
| Volume |
95,864 |
66,966 |
-28,898 |
-30.1% |
404,640 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9951 |
0.9890 |
0.9623 |
|
| R3 |
0.9808 |
0.9747 |
0.9583 |
|
| R2 |
0.9665 |
0.9665 |
0.9570 |
|
| R1 |
0.9604 |
0.9604 |
0.9557 |
0.9635 |
| PP |
0.9522 |
0.9522 |
0.9522 |
0.9537 |
| S1 |
0.9461 |
0.9461 |
0.9531 |
0.9492 |
| S2 |
0.9379 |
0.9379 |
0.9518 |
|
| S3 |
0.9236 |
0.9318 |
0.9505 |
|
| S4 |
0.9093 |
0.9175 |
0.9465 |
|
|
| 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 |
0.9719 |
0.9439 |
0.0280 |
2.9% |
0.0125 |
1.3% |
38% |
False |
True |
82,582 |
| 10 |
0.9726 |
0.9423 |
0.0303 |
3.2% |
0.0119 |
1.2% |
40% |
False |
False |
83,985 |
| 20 |
0.9816 |
0.9360 |
0.0456 |
4.8% |
0.0122 |
1.3% |
40% |
False |
False |
88,179 |
| 40 |
0.9857 |
0.9222 |
0.0635 |
6.7% |
0.0130 |
1.4% |
51% |
False |
False |
59,197 |
| 60 |
1.0018 |
0.9222 |
0.0796 |
8.3% |
0.0136 |
1.4% |
40% |
False |
False |
39,828 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0121 |
1.3% |
39% |
False |
False |
29,989 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0110 |
1.2% |
39% |
False |
False |
24,024 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.7% |
0.0100 |
1.0% |
39% |
False |
False |
20,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
0.9956 |
|
1.618 |
0.9813 |
|
1.000 |
0.9725 |
|
0.618 |
0.9670 |
|
HIGH |
0.9582 |
|
0.618 |
0.9527 |
|
0.500 |
0.9511 |
|
0.382 |
0.9494 |
|
LOW |
0.9439 |
|
0.618 |
0.9351 |
|
1.000 |
0.9296 |
|
1.618 |
0.9208 |
|
2.618 |
0.9065 |
|
4.250 |
0.8831 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9533 |
0.9541 |
| PP |
0.9522 |
0.9537 |
| S1 |
0.9511 |
0.9534 |
|