CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9653 |
0.9626 |
-0.0027 |
-0.3% |
0.9454 |
| High |
0.9696 |
0.9700 |
0.0004 |
0.0% |
0.9661 |
| Low |
0.9619 |
0.9618 |
-0.0001 |
0.0% |
0.9439 |
| Close |
0.9627 |
0.9649 |
0.0022 |
0.2% |
0.9640 |
| Range |
0.0077 |
0.0082 |
0.0005 |
6.5% |
0.0222 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
76,513 |
67,962 |
-8,551 |
-11.2% |
422,388 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9902 |
0.9857 |
0.9694 |
|
| R3 |
0.9820 |
0.9775 |
0.9672 |
|
| R2 |
0.9738 |
0.9738 |
0.9664 |
|
| R1 |
0.9693 |
0.9693 |
0.9657 |
0.9716 |
| PP |
0.9656 |
0.9656 |
0.9656 |
0.9667 |
| S1 |
0.9611 |
0.9611 |
0.9641 |
0.9634 |
| S2 |
0.9574 |
0.9574 |
0.9634 |
|
| S3 |
0.9492 |
0.9529 |
0.9626 |
|
| S4 |
0.9410 |
0.9447 |
0.9604 |
|
|
| 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 |
0.9575 |
0.0170 |
1.8% |
0.0092 |
1.0% |
44% |
False |
False |
71,554 |
| 10 |
0.9745 |
0.9439 |
0.0306 |
3.2% |
0.0113 |
1.2% |
69% |
False |
False |
79,803 |
| 20 |
0.9745 |
0.9360 |
0.0385 |
4.0% |
0.0114 |
1.2% |
75% |
False |
False |
85,402 |
| 40 |
0.9857 |
0.9357 |
0.0500 |
5.2% |
0.0122 |
1.3% |
58% |
False |
False |
72,249 |
| 60 |
0.9880 |
0.9222 |
0.0658 |
6.8% |
0.0134 |
1.4% |
65% |
False |
False |
48,733 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0124 |
1.3% |
51% |
False |
False |
36,690 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0114 |
1.2% |
51% |
False |
False |
29,393 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0103 |
1.1% |
51% |
False |
False |
24,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0049 |
|
2.618 |
0.9915 |
|
1.618 |
0.9833 |
|
1.000 |
0.9782 |
|
0.618 |
0.9751 |
|
HIGH |
0.9700 |
|
0.618 |
0.9669 |
|
0.500 |
0.9659 |
|
0.382 |
0.9649 |
|
LOW |
0.9618 |
|
0.618 |
0.9567 |
|
1.000 |
0.9536 |
|
1.618 |
0.9485 |
|
2.618 |
0.9403 |
|
4.250 |
0.9270 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9659 |
0.9676 |
| PP |
0.9656 |
0.9667 |
| S1 |
0.9652 |
0.9658 |
|