CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 19-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2010 |
19-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9592 |
0.9445 |
-0.0147 |
-1.5% |
0.9660 |
| High |
0.9592 |
0.9500 |
-0.0092 |
-1.0% |
0.9705 |
| Low |
0.9445 |
0.9434 |
-0.0011 |
-0.1% |
0.9445 |
| Close |
0.9468 |
0.9461 |
-0.0007 |
-0.1% |
0.9468 |
| Range |
0.0147 |
0.0066 |
-0.0081 |
-55.1% |
0.0260 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
306 |
522 |
216 |
70.6% |
1,980 |
|
| Daily Pivots for day following 19-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9663 |
0.9628 |
0.9497 |
|
| R3 |
0.9597 |
0.9562 |
0.9479 |
|
| R2 |
0.9531 |
0.9531 |
0.9473 |
|
| R1 |
0.9496 |
0.9496 |
0.9467 |
0.9514 |
| PP |
0.9465 |
0.9465 |
0.9465 |
0.9474 |
| S1 |
0.9430 |
0.9430 |
0.9455 |
0.9448 |
| S2 |
0.9399 |
0.9399 |
0.9449 |
|
| S3 |
0.9333 |
0.9364 |
0.9443 |
|
| S4 |
0.9267 |
0.9298 |
0.9425 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0319 |
1.0154 |
0.9611 |
|
| R3 |
1.0059 |
0.9894 |
0.9540 |
|
| R2 |
0.9799 |
0.9799 |
0.9516 |
|
| R1 |
0.9634 |
0.9634 |
0.9492 |
0.9587 |
| PP |
0.9539 |
0.9539 |
0.9539 |
0.9516 |
| S1 |
0.9374 |
0.9374 |
0.9444 |
0.9327 |
| S2 |
0.9279 |
0.9279 |
0.9420 |
|
| S3 |
0.9019 |
0.9114 |
0.9397 |
|
| S4 |
0.8759 |
0.8854 |
0.9325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9705 |
0.9434 |
0.0271 |
2.9% |
0.0101 |
1.1% |
10% |
False |
True |
395 |
| 10 |
0.9705 |
0.9360 |
0.0345 |
3.6% |
0.0104 |
1.1% |
29% |
False |
False |
327 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.1% |
0.0103 |
1.1% |
22% |
False |
False |
299 |
| 40 |
0.9841 |
0.9230 |
0.0611 |
6.5% |
0.0099 |
1.1% |
38% |
False |
False |
250 |
| 60 |
0.9968 |
0.9230 |
0.0738 |
7.8% |
0.0098 |
1.0% |
31% |
False |
False |
189 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0086 |
0.9% |
30% |
False |
False |
161 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0074 |
0.8% |
30% |
False |
False |
136 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9781 |
|
2.618 |
0.9673 |
|
1.618 |
0.9607 |
|
1.000 |
0.9566 |
|
0.618 |
0.9541 |
|
HIGH |
0.9500 |
|
0.618 |
0.9475 |
|
0.500 |
0.9467 |
|
0.382 |
0.9459 |
|
LOW |
0.9434 |
|
0.618 |
0.9393 |
|
1.000 |
0.9368 |
|
1.618 |
0.9327 |
|
2.618 |
0.9261 |
|
4.250 |
0.9154 |
|
|
| Fisher Pivots for day following 19-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9467 |
0.9567 |
| PP |
0.9465 |
0.9532 |
| S1 |
0.9463 |
0.9496 |
|