CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9765 |
0.9762 |
-0.0003 |
0.0% |
0.9631 |
| High |
0.9779 |
0.9836 |
0.0057 |
0.6% |
0.9745 |
| Low |
0.9729 |
0.9731 |
0.0002 |
0.0% |
0.9607 |
| Close |
0.9768 |
0.9832 |
0.0064 |
0.7% |
0.9711 |
| Range |
0.0050 |
0.0105 |
0.0055 |
110.0% |
0.0138 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
56,203 |
80,490 |
24,287 |
43.2% |
347,266 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0115 |
1.0078 |
0.9890 |
|
| R3 |
1.0010 |
0.9973 |
0.9861 |
|
| R2 |
0.9905 |
0.9905 |
0.9851 |
|
| R1 |
0.9868 |
0.9868 |
0.9842 |
0.9887 |
| PP |
0.9800 |
0.9800 |
0.9800 |
0.9809 |
| S1 |
0.9763 |
0.9763 |
0.9822 |
0.9782 |
| S2 |
0.9695 |
0.9695 |
0.9813 |
|
| S3 |
0.9590 |
0.9658 |
0.9803 |
|
| S4 |
0.9485 |
0.9553 |
0.9774 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0102 |
1.0044 |
0.9787 |
|
| R3 |
0.9964 |
0.9906 |
0.9749 |
|
| R2 |
0.9826 |
0.9826 |
0.9736 |
|
| R1 |
0.9768 |
0.9768 |
0.9724 |
0.9797 |
| PP |
0.9688 |
0.9688 |
0.9688 |
0.9702 |
| S1 |
0.9630 |
0.9630 |
0.9698 |
0.9659 |
| S2 |
0.9550 |
0.9550 |
0.9686 |
|
| S3 |
0.9412 |
0.9492 |
0.9673 |
|
| S4 |
0.9274 |
0.9354 |
0.9635 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9836 |
0.9618 |
0.0218 |
2.2% |
0.0087 |
0.9% |
98% |
True |
False |
74,413 |
| 10 |
0.9836 |
0.9514 |
0.0322 |
3.3% |
0.0095 |
1.0% |
99% |
True |
False |
75,292 |
| 20 |
0.9836 |
0.9439 |
0.0397 |
4.0% |
0.0107 |
1.1% |
99% |
True |
False |
78,582 |
| 40 |
0.9857 |
0.9360 |
0.0497 |
5.1% |
0.0115 |
1.2% |
95% |
False |
False |
78,695 |
| 60 |
0.9880 |
0.9222 |
0.0658 |
6.7% |
0.0125 |
1.3% |
93% |
False |
False |
53,735 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0125 |
1.3% |
73% |
False |
False |
40,473 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0114 |
1.2% |
73% |
False |
False |
32,431 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0105 |
1.1% |
73% |
False |
False |
27,034 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0282 |
|
2.618 |
1.0111 |
|
1.618 |
1.0006 |
|
1.000 |
0.9941 |
|
0.618 |
0.9901 |
|
HIGH |
0.9836 |
|
0.618 |
0.9796 |
|
0.500 |
0.9784 |
|
0.382 |
0.9771 |
|
LOW |
0.9731 |
|
0.618 |
0.9666 |
|
1.000 |
0.9626 |
|
1.618 |
0.9561 |
|
2.618 |
0.9456 |
|
4.250 |
0.9285 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9816 |
0.9811 |
| PP |
0.9800 |
0.9790 |
| S1 |
0.9784 |
0.9769 |
|