CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 05-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Aug-2010 |
05-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9747 |
0.9805 |
0.0058 |
0.6% |
0.9643 |
| High |
0.9816 |
0.9867 |
0.0051 |
0.5% |
0.9725 |
| Low |
0.9715 |
0.9797 |
0.0082 |
0.8% |
0.9596 |
| Close |
0.9814 |
0.9810 |
-0.0004 |
0.0% |
0.9694 |
| Range |
0.0101 |
0.0070 |
-0.0031 |
-30.7% |
0.0129 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
171 |
491 |
320 |
187.1% |
3,260 |
|
| Daily Pivots for day following 05-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0035 |
0.9992 |
0.9849 |
|
| R3 |
0.9965 |
0.9922 |
0.9829 |
|
| R2 |
0.9895 |
0.9895 |
0.9823 |
|
| R1 |
0.9852 |
0.9852 |
0.9816 |
0.9874 |
| PP |
0.9825 |
0.9825 |
0.9825 |
0.9835 |
| S1 |
0.9782 |
0.9782 |
0.9804 |
0.9804 |
| S2 |
0.9755 |
0.9755 |
0.9797 |
|
| S3 |
0.9685 |
0.9712 |
0.9791 |
|
| S4 |
0.9615 |
0.9642 |
0.9772 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0059 |
1.0005 |
0.9765 |
|
| R3 |
0.9930 |
0.9876 |
0.9729 |
|
| R2 |
0.9801 |
0.9801 |
0.9718 |
|
| R1 |
0.9747 |
0.9747 |
0.9706 |
0.9774 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9685 |
| S1 |
0.9618 |
0.9618 |
0.9682 |
0.9645 |
| S2 |
0.9543 |
0.9543 |
0.9670 |
|
| S3 |
0.9414 |
0.9489 |
0.9659 |
|
| S4 |
0.9285 |
0.9360 |
0.9623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9867 |
0.9619 |
0.0248 |
2.5% |
0.0079 |
0.8% |
77% |
True |
False |
343 |
| 10 |
0.9867 |
0.9565 |
0.0302 |
3.1% |
0.0081 |
0.8% |
81% |
True |
False |
506 |
| 20 |
0.9867 |
0.9429 |
0.0438 |
4.5% |
0.0096 |
1.0% |
87% |
True |
False |
447 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.2% |
0.0098 |
1.0% |
89% |
True |
False |
330 |
| 60 |
0.9867 |
0.9230 |
0.0637 |
6.5% |
0.0097 |
1.0% |
91% |
True |
False |
276 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0095 |
1.0% |
74% |
False |
False |
224 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0084 |
0.9% |
74% |
False |
False |
194 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0073 |
0.7% |
74% |
False |
False |
165 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0165 |
|
2.618 |
1.0050 |
|
1.618 |
0.9980 |
|
1.000 |
0.9937 |
|
0.618 |
0.9910 |
|
HIGH |
0.9867 |
|
0.618 |
0.9840 |
|
0.500 |
0.9832 |
|
0.382 |
0.9824 |
|
LOW |
0.9797 |
|
0.618 |
0.9754 |
|
1.000 |
0.9727 |
|
1.618 |
0.9684 |
|
2.618 |
0.9614 |
|
4.250 |
0.9500 |
|
|
| Fisher Pivots for day following 05-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9832 |
0.9804 |
| PP |
0.9825 |
0.9797 |
| S1 |
0.9817 |
0.9791 |
|