CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 27-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9631 |
0.9679 |
0.0048 |
0.5% |
0.9454 |
| High |
0.9701 |
0.9745 |
0.0044 |
0.5% |
0.9661 |
| Low |
0.9625 |
0.9607 |
-0.0018 |
-0.2% |
0.9439 |
| Close |
0.9663 |
0.9643 |
-0.0020 |
-0.2% |
0.9640 |
| Range |
0.0076 |
0.0138 |
0.0062 |
81.6% |
0.0222 |
| ATR |
0.0120 |
0.0122 |
0.0001 |
1.0% |
0.0000 |
| Volume |
71,474 |
61,900 |
-9,574 |
-13.4% |
422,388 |
|
| Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0079 |
0.9999 |
0.9719 |
|
| R3 |
0.9941 |
0.9861 |
0.9681 |
|
| R2 |
0.9803 |
0.9803 |
0.9668 |
|
| R1 |
0.9723 |
0.9723 |
0.9656 |
0.9694 |
| PP |
0.9665 |
0.9665 |
0.9665 |
0.9651 |
| S1 |
0.9585 |
0.9585 |
0.9630 |
0.9556 |
| S2 |
0.9527 |
0.9527 |
0.9618 |
|
| S3 |
0.9389 |
0.9447 |
0.9605 |
|
| S4 |
0.9251 |
0.9309 |
0.9567 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0165 |
0.9762 |
|
| R3 |
1.0024 |
0.9943 |
0.9701 |
|
| R2 |
0.9802 |
0.9802 |
0.9681 |
|
| R1 |
0.9721 |
0.9721 |
0.9660 |
0.9762 |
| PP |
0.9580 |
0.9580 |
0.9580 |
0.9600 |
| S1 |
0.9499 |
0.9499 |
0.9620 |
0.9540 |
| S2 |
0.9358 |
0.9358 |
0.9599 |
|
| S3 |
0.9136 |
0.9277 |
0.9579 |
|
| S4 |
0.8914 |
0.9055 |
0.9518 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9745 |
0.9514 |
0.0231 |
2.4% |
0.0115 |
1.2% |
56% |
True |
False |
78,586 |
| 10 |
0.9745 |
0.9439 |
0.0306 |
3.2% |
0.0120 |
1.2% |
67% |
True |
False |
80,584 |
| 20 |
0.9745 |
0.9360 |
0.0385 |
4.0% |
0.0125 |
1.3% |
74% |
True |
False |
86,690 |
| 40 |
0.9857 |
0.9357 |
0.0500 |
5.2% |
0.0126 |
1.3% |
57% |
False |
False |
68,795 |
| 60 |
0.9893 |
0.9222 |
0.0671 |
7.0% |
0.0135 |
1.4% |
63% |
False |
False |
46,337 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0124 |
1.3% |
51% |
False |
False |
34,885 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0113 |
1.2% |
51% |
False |
False |
27,950 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0103 |
1.1% |
51% |
False |
False |
23,297 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0332 |
|
2.618 |
1.0106 |
|
1.618 |
0.9968 |
|
1.000 |
0.9883 |
|
0.618 |
0.9830 |
|
HIGH |
0.9745 |
|
0.618 |
0.9692 |
|
0.500 |
0.9676 |
|
0.382 |
0.9660 |
|
LOW |
0.9607 |
|
0.618 |
0.9522 |
|
1.000 |
0.9469 |
|
1.618 |
0.9384 |
|
2.618 |
0.9246 |
|
4.250 |
0.9021 |
|
|
| Fisher Pivots for day following 27-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9676 |
0.9660 |
| PP |
0.9665 |
0.9654 |
| S1 |
0.9654 |
0.9649 |
|