CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 17-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2010 |
17-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9583 |
0.9570 |
-0.0013 |
-0.1% |
0.9705 |
| High |
0.9620 |
0.9678 |
0.0058 |
0.6% |
0.9722 |
| Low |
0.9537 |
0.9563 |
0.0026 |
0.3% |
0.9512 |
| Close |
0.9551 |
0.9664 |
0.0113 |
1.2% |
0.9573 |
| Range |
0.0083 |
0.0115 |
0.0032 |
38.6% |
0.0210 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.3% |
0.0000 |
| Volume |
1,314 |
651 |
-663 |
-50.5% |
3,810 |
|
| Daily Pivots for day following 17-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9980 |
0.9937 |
0.9727 |
|
| R3 |
0.9865 |
0.9822 |
0.9696 |
|
| R2 |
0.9750 |
0.9750 |
0.9685 |
|
| R1 |
0.9707 |
0.9707 |
0.9675 |
0.9729 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9646 |
| S1 |
0.9592 |
0.9592 |
0.9653 |
0.9614 |
| S2 |
0.9520 |
0.9520 |
0.9643 |
|
| S3 |
0.9405 |
0.9477 |
0.9632 |
|
| S4 |
0.9290 |
0.9362 |
0.9601 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0113 |
0.9689 |
|
| R3 |
1.0022 |
0.9903 |
0.9631 |
|
| R2 |
0.9812 |
0.9812 |
0.9612 |
|
| R1 |
0.9693 |
0.9693 |
0.9592 |
0.9648 |
| PP |
0.9602 |
0.9602 |
0.9602 |
0.9580 |
| S1 |
0.9483 |
0.9483 |
0.9554 |
0.9438 |
| S2 |
0.9392 |
0.9392 |
0.9535 |
|
| S3 |
0.9182 |
0.9273 |
0.9515 |
|
| S4 |
0.8972 |
0.9063 |
0.9458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9680 |
0.9512 |
0.0168 |
1.7% |
0.0101 |
1.0% |
90% |
False |
False |
969 |
| 10 |
0.9867 |
0.9512 |
0.0355 |
3.7% |
0.0095 |
1.0% |
43% |
False |
False |
686 |
| 20 |
0.9867 |
0.9500 |
0.0367 |
3.8% |
0.0093 |
1.0% |
45% |
False |
False |
595 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.3% |
0.0099 |
1.0% |
60% |
False |
False |
457 |
| 60 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0097 |
1.0% |
68% |
False |
False |
364 |
| 80 |
0.9957 |
0.9230 |
0.0727 |
7.5% |
0.0098 |
1.0% |
60% |
False |
False |
295 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0088 |
0.9% |
55% |
False |
False |
252 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0078 |
0.8% |
55% |
False |
False |
215 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0167 |
|
2.618 |
0.9979 |
|
1.618 |
0.9864 |
|
1.000 |
0.9793 |
|
0.618 |
0.9749 |
|
HIGH |
0.9678 |
|
0.618 |
0.9634 |
|
0.500 |
0.9621 |
|
0.382 |
0.9607 |
|
LOW |
0.9563 |
|
0.618 |
0.9492 |
|
1.000 |
0.9448 |
|
1.618 |
0.9377 |
|
2.618 |
0.9262 |
|
4.250 |
0.9074 |
|
|
| Fisher Pivots for day following 17-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9650 |
0.9645 |
| PP |
0.9635 |
0.9626 |
| S1 |
0.9621 |
0.9608 |
|