CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 07-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jul-2010 |
07-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9425 |
0.9456 |
0.0031 |
0.3% |
0.9640 |
| High |
0.9518 |
0.9530 |
0.0012 |
0.1% |
0.9670 |
| Low |
0.9360 |
0.9425 |
0.0065 |
0.7% |
0.9356 |
| Close |
0.9460 |
0.9521 |
0.0061 |
0.6% |
0.9385 |
| Range |
0.0158 |
0.0105 |
-0.0053 |
-33.5% |
0.0314 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
114 |
199 |
85 |
74.6% |
1,494 |
|
| Daily Pivots for day following 07-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9807 |
0.9769 |
0.9579 |
|
| R3 |
0.9702 |
0.9664 |
0.9550 |
|
| R2 |
0.9597 |
0.9597 |
0.9540 |
|
| R1 |
0.9559 |
0.9559 |
0.9531 |
0.9578 |
| PP |
0.9492 |
0.9492 |
0.9492 |
0.9502 |
| S1 |
0.9454 |
0.9454 |
0.9511 |
0.9473 |
| S2 |
0.9387 |
0.9387 |
0.9502 |
|
| S3 |
0.9282 |
0.9349 |
0.9492 |
|
| S4 |
0.9177 |
0.9244 |
0.9463 |
|
|
| Weekly Pivots for week ending 02-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0412 |
1.0213 |
0.9558 |
|
| R3 |
1.0098 |
0.9899 |
0.9471 |
|
| R2 |
0.9784 |
0.9784 |
0.9443 |
|
| R1 |
0.9585 |
0.9585 |
0.9414 |
0.9528 |
| PP |
0.9470 |
0.9470 |
0.9470 |
0.9442 |
| S1 |
0.9271 |
0.9271 |
0.9356 |
0.9214 |
| S2 |
0.9156 |
0.9156 |
0.9327 |
|
| S3 |
0.8842 |
0.8957 |
0.9299 |
|
| S4 |
0.8528 |
0.8643 |
0.9212 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9530 |
0.9356 |
0.0174 |
1.8% |
0.0113 |
1.2% |
95% |
True |
False |
326 |
| 10 |
0.9693 |
0.9356 |
0.0337 |
3.5% |
0.0107 |
1.1% |
49% |
False |
False |
279 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.1% |
0.0100 |
1.1% |
34% |
False |
False |
208 |
| 40 |
0.9847 |
0.9230 |
0.0617 |
6.5% |
0.0097 |
1.0% |
47% |
False |
False |
191 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0094 |
1.0% |
37% |
False |
False |
148 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0080 |
0.8% |
37% |
False |
False |
129 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0068 |
0.7% |
37% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9976 |
|
2.618 |
0.9805 |
|
1.618 |
0.9700 |
|
1.000 |
0.9635 |
|
0.618 |
0.9595 |
|
HIGH |
0.9530 |
|
0.618 |
0.9490 |
|
0.500 |
0.9478 |
|
0.382 |
0.9465 |
|
LOW |
0.9425 |
|
0.618 |
0.9360 |
|
1.000 |
0.9320 |
|
1.618 |
0.9255 |
|
2.618 |
0.9150 |
|
4.250 |
0.8979 |
|
|
| Fisher Pivots for day following 07-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9507 |
0.9496 |
| PP |
0.9492 |
0.9470 |
| S1 |
0.9478 |
0.9445 |
|