CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9818 |
0.9828 |
0.0010 |
0.1% |
0.9704 |
| High |
0.9889 |
0.9850 |
-0.0039 |
-0.4% |
0.9889 |
| Low |
0.9810 |
0.9698 |
-0.0112 |
-1.1% |
0.9698 |
| Close |
0.9828 |
0.9707 |
-0.0121 |
-1.2% |
0.9707 |
| Range |
0.0079 |
0.0152 |
0.0073 |
92.4% |
0.0191 |
| ATR |
0.0107 |
0.0110 |
0.0003 |
3.0% |
0.0000 |
| Volume |
69,937 |
99,745 |
29,808 |
42.6% |
404,370 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0208 |
1.0109 |
0.9791 |
|
| R3 |
1.0056 |
0.9957 |
0.9749 |
|
| R2 |
0.9904 |
0.9904 |
0.9735 |
|
| R1 |
0.9805 |
0.9805 |
0.9721 |
0.9779 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9738 |
| S1 |
0.9653 |
0.9653 |
0.9693 |
0.9627 |
| S2 |
0.9600 |
0.9600 |
0.9679 |
|
| S3 |
0.9448 |
0.9501 |
0.9665 |
|
| S4 |
0.9296 |
0.9349 |
0.9623 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0213 |
0.9812 |
|
| R3 |
1.0147 |
1.0022 |
0.9760 |
|
| R2 |
0.9956 |
0.9956 |
0.9742 |
|
| R1 |
0.9831 |
0.9831 |
0.9725 |
0.9894 |
| PP |
0.9765 |
0.9765 |
0.9765 |
0.9796 |
| S1 |
0.9640 |
0.9640 |
0.9689 |
0.9703 |
| S2 |
0.9574 |
0.9574 |
0.9672 |
|
| S3 |
0.9383 |
0.9449 |
0.9654 |
|
| S4 |
0.9192 |
0.9258 |
0.9602 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9889 |
0.9698 |
0.0191 |
2.0% |
0.0096 |
1.0% |
5% |
False |
True |
80,874 |
| 10 |
0.9889 |
0.9607 |
0.0282 |
2.9% |
0.0096 |
1.0% |
35% |
False |
False |
75,163 |
| 20 |
0.9889 |
0.9439 |
0.0450 |
4.6% |
0.0107 |
1.1% |
60% |
False |
False |
78,933 |
| 40 |
0.9889 |
0.9360 |
0.0529 |
5.4% |
0.0113 |
1.2% |
66% |
False |
False |
81,542 |
| 60 |
0.9889 |
0.9222 |
0.0667 |
6.9% |
0.0126 |
1.3% |
73% |
False |
False |
56,532 |
| 80 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0126 |
1.3% |
58% |
False |
False |
42,587 |
| 100 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0115 |
1.2% |
58% |
False |
False |
34,123 |
| 120 |
1.0054 |
0.9222 |
0.0832 |
8.6% |
0.0107 |
1.1% |
58% |
False |
False |
28,448 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0496 |
|
2.618 |
1.0248 |
|
1.618 |
1.0096 |
|
1.000 |
1.0002 |
|
0.618 |
0.9944 |
|
HIGH |
0.9850 |
|
0.618 |
0.9792 |
|
0.500 |
0.9774 |
|
0.382 |
0.9756 |
|
LOW |
0.9698 |
|
0.618 |
0.9604 |
|
1.000 |
0.9546 |
|
1.618 |
0.9452 |
|
2.618 |
0.9300 |
|
4.250 |
0.9052 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9774 |
0.9794 |
| PP |
0.9752 |
0.9765 |
| S1 |
0.9729 |
0.9736 |
|