CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9762 |
0.9818 |
0.0056 |
0.6% |
0.9631 |
| High |
0.9836 |
0.9889 |
0.0053 |
0.5% |
0.9745 |
| Low |
0.9731 |
0.9810 |
0.0079 |
0.8% |
0.9607 |
| Close |
0.9832 |
0.9828 |
-0.0004 |
0.0% |
0.9711 |
| Range |
0.0105 |
0.0079 |
-0.0026 |
-24.8% |
0.0138 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
80,490 |
69,937 |
-10,553 |
-13.1% |
347,266 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0079 |
1.0033 |
0.9871 |
|
| R3 |
1.0000 |
0.9954 |
0.9850 |
|
| R2 |
0.9921 |
0.9921 |
0.9842 |
|
| R1 |
0.9875 |
0.9875 |
0.9835 |
0.9898 |
| PP |
0.9842 |
0.9842 |
0.9842 |
0.9854 |
| S1 |
0.9796 |
0.9796 |
0.9821 |
0.9819 |
| S2 |
0.9763 |
0.9763 |
0.9814 |
|
| S3 |
0.9684 |
0.9717 |
0.9806 |
|
| S4 |
0.9605 |
0.9638 |
0.9785 |
|
|
| 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 |
0.9889 |
0.9632 |
0.0257 |
2.6% |
0.0087 |
0.9% |
76% |
True |
False |
74,808 |
| 10 |
0.9889 |
0.9575 |
0.0314 |
3.2% |
0.0089 |
0.9% |
81% |
True |
False |
73,181 |
| 20 |
0.9889 |
0.9439 |
0.0450 |
4.6% |
0.0106 |
1.1% |
86% |
True |
False |
78,019 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.4% |
0.0113 |
1.2% |
88% |
True |
False |
79,807 |
| 60 |
0.9889 |
0.9222 |
0.0667 |
6.8% |
0.0125 |
1.3% |
91% |
True |
False |
54,880 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0125 |
1.3% |
73% |
False |
False |
41,345 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0114 |
1.2% |
73% |
False |
False |
33,128 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.5% |
0.0106 |
1.1% |
73% |
False |
False |
27,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0225 |
|
2.618 |
1.0096 |
|
1.618 |
1.0017 |
|
1.000 |
0.9968 |
|
0.618 |
0.9938 |
|
HIGH |
0.9889 |
|
0.618 |
0.9859 |
|
0.500 |
0.9850 |
|
0.382 |
0.9840 |
|
LOW |
0.9810 |
|
0.618 |
0.9761 |
|
1.000 |
0.9731 |
|
1.618 |
0.9682 |
|
2.618 |
0.9603 |
|
4.250 |
0.9474 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9850 |
0.9822 |
| PP |
0.9842 |
0.9815 |
| S1 |
0.9835 |
0.9809 |
|