CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 08-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jul-2010 |
08-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9456 |
0.9528 |
0.0072 |
0.8% |
0.9640 |
| High |
0.9530 |
0.9603 |
0.0073 |
0.8% |
0.9670 |
| Low |
0.9425 |
0.9528 |
0.0103 |
1.1% |
0.9356 |
| Close |
0.9521 |
0.9559 |
0.0038 |
0.4% |
0.9385 |
| Range |
0.0105 |
0.0075 |
-0.0030 |
-28.6% |
0.0314 |
| ATR |
0.0111 |
0.0109 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
199 |
150 |
-49 |
-24.6% |
1,494 |
|
| Daily Pivots for day following 08-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9788 |
0.9749 |
0.9600 |
|
| R3 |
0.9713 |
0.9674 |
0.9580 |
|
| R2 |
0.9638 |
0.9638 |
0.9573 |
|
| R1 |
0.9599 |
0.9599 |
0.9566 |
0.9619 |
| PP |
0.9563 |
0.9563 |
0.9563 |
0.9573 |
| S1 |
0.9524 |
0.9524 |
0.9552 |
0.9544 |
| S2 |
0.9488 |
0.9488 |
0.9545 |
|
| S3 |
0.9413 |
0.9449 |
0.9538 |
|
| S4 |
0.9338 |
0.9374 |
0.9518 |
|
|
| 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 |
0.9603 |
0.9356 |
0.0247 |
2.6% |
0.0099 |
1.0% |
82% |
True |
False |
261 |
| 10 |
0.9670 |
0.9356 |
0.0314 |
3.3% |
0.0100 |
1.0% |
65% |
False |
False |
270 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.1% |
0.0099 |
1.0% |
42% |
False |
False |
213 |
| 40 |
0.9847 |
0.9230 |
0.0617 |
6.5% |
0.0097 |
1.0% |
53% |
False |
False |
190 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0095 |
1.0% |
42% |
False |
False |
149 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0081 |
0.8% |
42% |
False |
False |
131 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0068 |
0.7% |
42% |
False |
False |
108 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9922 |
|
2.618 |
0.9799 |
|
1.618 |
0.9724 |
|
1.000 |
0.9678 |
|
0.618 |
0.9649 |
|
HIGH |
0.9603 |
|
0.618 |
0.9574 |
|
0.500 |
0.9566 |
|
0.382 |
0.9557 |
|
LOW |
0.9528 |
|
0.618 |
0.9482 |
|
1.000 |
0.9453 |
|
1.618 |
0.9407 |
|
2.618 |
0.9332 |
|
4.250 |
0.9209 |
|
|
| Fisher Pivots for day following 08-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9566 |
0.9533 |
| PP |
0.9563 |
0.9507 |
| S1 |
0.9561 |
0.9482 |
|