CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 15-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jul-2010 |
15-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9671 |
0.9643 |
-0.0028 |
-0.3% |
0.9425 |
| High |
0.9701 |
0.9700 |
-0.0001 |
0.0% |
0.9689 |
| Low |
0.9622 |
0.9565 |
-0.0057 |
-0.6% |
0.9360 |
| Close |
0.9640 |
0.9613 |
-0.0027 |
-0.3% |
0.9668 |
| Range |
0.0079 |
0.0135 |
0.0056 |
70.9% |
0.0329 |
| ATR |
0.0103 |
0.0106 |
0.0002 |
2.2% |
0.0000 |
| Volume |
488 |
210 |
-278 |
-57.0% |
772 |
|
| Daily Pivots for day following 15-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0031 |
0.9957 |
0.9687 |
|
| R3 |
0.9896 |
0.9822 |
0.9650 |
|
| R2 |
0.9761 |
0.9761 |
0.9638 |
|
| R1 |
0.9687 |
0.9687 |
0.9625 |
0.9657 |
| PP |
0.9626 |
0.9626 |
0.9626 |
0.9611 |
| S1 |
0.9552 |
0.9552 |
0.9601 |
0.9522 |
| S2 |
0.9491 |
0.9491 |
0.9588 |
|
| S3 |
0.9356 |
0.9417 |
0.9576 |
|
| S4 |
0.9221 |
0.9282 |
0.9539 |
|
|
| 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 |
0.9550 |
0.0155 |
1.6% |
0.0097 |
1.0% |
41% |
False |
False |
396 |
| 10 |
0.9705 |
0.9356 |
0.0349 |
3.6% |
0.0098 |
1.0% |
74% |
False |
False |
329 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0100 |
1.0% |
53% |
False |
False |
264 |
| 40 |
0.9841 |
0.9230 |
0.0611 |
6.4% |
0.0100 |
1.0% |
63% |
False |
False |
234 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0096 |
1.0% |
49% |
False |
False |
177 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0084 |
0.9% |
49% |
False |
False |
151 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0073 |
0.8% |
49% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0053 |
|
1.618 |
0.9918 |
|
1.000 |
0.9835 |
|
0.618 |
0.9783 |
|
HIGH |
0.9700 |
|
0.618 |
0.9648 |
|
0.500 |
0.9633 |
|
0.382 |
0.9617 |
|
LOW |
0.9565 |
|
0.618 |
0.9482 |
|
1.000 |
0.9430 |
|
1.618 |
0.9347 |
|
2.618 |
0.9212 |
|
4.250 |
0.8991 |
|
|
| Fisher Pivots for day following 15-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9633 |
0.9635 |
| PP |
0.9626 |
0.9628 |
| S1 |
0.9620 |
0.9620 |
|