CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 09-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2010 |
09-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9528 |
0.9572 |
0.0044 |
0.5% |
0.9425 |
| High |
0.9603 |
0.9689 |
0.0086 |
0.9% |
0.9689 |
| Low |
0.9528 |
0.9550 |
0.0022 |
0.2% |
0.9360 |
| Close |
0.9559 |
0.9668 |
0.0109 |
1.1% |
0.9668 |
| Range |
0.0075 |
0.0139 |
0.0064 |
85.3% |
0.0329 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
2.0% |
0.0000 |
| Volume |
150 |
309 |
159 |
106.0% |
772 |
|
| Daily Pivots for day following 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0053 |
0.9999 |
0.9744 |
|
| R3 |
0.9914 |
0.9860 |
0.9706 |
|
| R2 |
0.9775 |
0.9775 |
0.9693 |
|
| R1 |
0.9721 |
0.9721 |
0.9681 |
0.9748 |
| PP |
0.9636 |
0.9636 |
0.9636 |
0.9649 |
| S1 |
0.9582 |
0.9582 |
0.9655 |
0.9609 |
| S2 |
0.9497 |
0.9497 |
0.9643 |
|
| S3 |
0.9358 |
0.9443 |
0.9630 |
|
| S4 |
0.9219 |
0.9304 |
0.9592 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0559 |
1.0443 |
0.9849 |
|
| R3 |
1.0230 |
1.0114 |
0.9758 |
|
| R2 |
0.9901 |
0.9901 |
0.9728 |
|
| R1 |
0.9785 |
0.9785 |
0.9698 |
0.9843 |
| PP |
0.9572 |
0.9572 |
0.9572 |
0.9602 |
| S1 |
0.9456 |
0.9456 |
0.9638 |
0.9514 |
| S2 |
0.9243 |
0.9243 |
0.9608 |
|
| S3 |
0.8914 |
0.9127 |
0.9578 |
|
| S4 |
0.8585 |
0.8798 |
0.9487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9689 |
0.9360 |
0.0329 |
3.4% |
0.0110 |
1.1% |
94% |
True |
False |
190 |
| 10 |
0.9689 |
0.9356 |
0.0333 |
3.4% |
0.0107 |
1.1% |
94% |
True |
False |
250 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0100 |
1.0% |
64% |
False |
False |
222 |
| 40 |
0.9847 |
0.9230 |
0.0617 |
6.4% |
0.0099 |
1.0% |
71% |
False |
False |
197 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0096 |
1.0% |
56% |
False |
False |
154 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0082 |
0.8% |
56% |
False |
False |
134 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0070 |
0.7% |
56% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0280 |
|
2.618 |
1.0053 |
|
1.618 |
0.9914 |
|
1.000 |
0.9828 |
|
0.618 |
0.9775 |
|
HIGH |
0.9689 |
|
0.618 |
0.9636 |
|
0.500 |
0.9620 |
|
0.382 |
0.9603 |
|
LOW |
0.9550 |
|
0.618 |
0.9464 |
|
1.000 |
0.9411 |
|
1.618 |
0.9325 |
|
2.618 |
0.9186 |
|
4.250 |
0.8959 |
|
|
| Fisher Pivots for day following 09-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9652 |
0.9631 |
| PP |
0.9636 |
0.9594 |
| S1 |
0.9620 |
0.9557 |
|