CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 14-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jul-2010 |
14-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9641 |
0.9671 |
0.0030 |
0.3% |
0.9425 |
| High |
0.9705 |
0.9701 |
-0.0004 |
0.0% |
0.9689 |
| Low |
0.9628 |
0.9622 |
-0.0006 |
-0.1% |
0.9360 |
| Close |
0.9666 |
0.9640 |
-0.0026 |
-0.3% |
0.9668 |
| Range |
0.0077 |
0.0079 |
0.0002 |
2.6% |
0.0329 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
452 |
488 |
36 |
8.0% |
772 |
|
| Daily Pivots for day following 14-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9891 |
0.9845 |
0.9683 |
|
| R3 |
0.9812 |
0.9766 |
0.9662 |
|
| R2 |
0.9733 |
0.9733 |
0.9654 |
|
| R1 |
0.9687 |
0.9687 |
0.9647 |
0.9671 |
| PP |
0.9654 |
0.9654 |
0.9654 |
0.9646 |
| S1 |
0.9608 |
0.9608 |
0.9633 |
0.9592 |
| S2 |
0.9575 |
0.9575 |
0.9626 |
|
| S3 |
0.9496 |
0.9529 |
0.9618 |
|
| S4 |
0.9417 |
0.9450 |
0.9597 |
|
|
| 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 |
0.9705 |
0.9528 |
0.0177 |
1.8% |
0.0085 |
0.9% |
63% |
False |
False |
384 |
| 10 |
0.9705 |
0.9356 |
0.0349 |
3.6% |
0.0099 |
1.0% |
81% |
False |
False |
355 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0098 |
1.0% |
59% |
False |
False |
259 |
| 40 |
0.9841 |
0.9230 |
0.0611 |
6.3% |
0.0100 |
1.0% |
67% |
False |
False |
230 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0096 |
1.0% |
52% |
False |
False |
175 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0082 |
0.9% |
52% |
False |
False |
150 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0072 |
0.7% |
52% |
False |
False |
126 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0037 |
|
2.618 |
0.9908 |
|
1.618 |
0.9829 |
|
1.000 |
0.9780 |
|
0.618 |
0.9750 |
|
HIGH |
0.9701 |
|
0.618 |
0.9671 |
|
0.500 |
0.9662 |
|
0.382 |
0.9652 |
|
LOW |
0.9622 |
|
0.618 |
0.9573 |
|
1.000 |
0.9543 |
|
1.618 |
0.9494 |
|
2.618 |
0.9415 |
|
4.250 |
0.9286 |
|
|
| Fisher Pivots for day following 14-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9662 |
0.9659 |
| PP |
0.9654 |
0.9653 |
| S1 |
0.9647 |
0.9646 |
|