CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9679 |
0.9653 |
-0.0026 |
-0.3% |
0.9454 |
| High |
0.9745 |
0.9696 |
-0.0049 |
-0.5% |
0.9661 |
| Low |
0.9607 |
0.9619 |
0.0012 |
0.1% |
0.9439 |
| Close |
0.9643 |
0.9627 |
-0.0016 |
-0.2% |
0.9640 |
| Range |
0.0138 |
0.0077 |
-0.0061 |
-44.2% |
0.0222 |
| ATR |
0.0122 |
0.0119 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
61,900 |
76,513 |
14,613 |
23.6% |
422,388 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9878 |
0.9830 |
0.9669 |
|
| R3 |
0.9801 |
0.9753 |
0.9648 |
|
| R2 |
0.9724 |
0.9724 |
0.9641 |
|
| R1 |
0.9676 |
0.9676 |
0.9634 |
0.9662 |
| PP |
0.9647 |
0.9647 |
0.9647 |
0.9640 |
| S1 |
0.9599 |
0.9599 |
0.9620 |
0.9585 |
| S2 |
0.9570 |
0.9570 |
0.9613 |
|
| S3 |
0.9493 |
0.9522 |
0.9606 |
|
| S4 |
0.9416 |
0.9445 |
0.9585 |
|
|
| 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% |
0.0103 |
1.1% |
49% |
False |
False |
76,171 |
| 10 |
0.9745 |
0.9439 |
0.0306 |
3.2% |
0.0120 |
1.2% |
61% |
False |
False |
80,048 |
| 20 |
0.9745 |
0.9360 |
0.0385 |
4.0% |
0.0118 |
1.2% |
69% |
False |
False |
87,513 |
| 40 |
0.9857 |
0.9357 |
0.0500 |
5.2% |
0.0125 |
1.3% |
54% |
False |
False |
70,665 |
| 60 |
0.9885 |
0.9222 |
0.0663 |
6.9% |
0.0135 |
1.4% |
61% |
False |
False |
47,604 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0124 |
1.3% |
49% |
False |
False |
35,841 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0113 |
1.2% |
49% |
False |
False |
28,715 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0103 |
1.1% |
49% |
False |
False |
23,934 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0023 |
|
2.618 |
0.9898 |
|
1.618 |
0.9821 |
|
1.000 |
0.9773 |
|
0.618 |
0.9744 |
|
HIGH |
0.9696 |
|
0.618 |
0.9667 |
|
0.500 |
0.9658 |
|
0.382 |
0.9648 |
|
LOW |
0.9619 |
|
0.618 |
0.9571 |
|
1.000 |
0.9542 |
|
1.618 |
0.9494 |
|
2.618 |
0.9417 |
|
4.250 |
0.9292 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9658 |
0.9676 |
| PP |
0.9647 |
0.9660 |
| S1 |
0.9637 |
0.9643 |
|