CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 12-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2010 |
12-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9572 |
0.9660 |
0.0088 |
0.9% |
0.9425 |
| High |
0.9689 |
0.9670 |
-0.0019 |
-0.2% |
0.9689 |
| Low |
0.9550 |
0.9613 |
0.0063 |
0.7% |
0.9360 |
| Close |
0.9668 |
0.9623 |
-0.0045 |
-0.5% |
0.9668 |
| Range |
0.0139 |
0.0057 |
-0.0082 |
-59.0% |
0.0329 |
| ATR |
0.0111 |
0.0107 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
309 |
524 |
215 |
69.6% |
772 |
|
| Daily Pivots for day following 12-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9806 |
0.9772 |
0.9654 |
|
| R3 |
0.9749 |
0.9715 |
0.9639 |
|
| R2 |
0.9692 |
0.9692 |
0.9633 |
|
| R1 |
0.9658 |
0.9658 |
0.9628 |
0.9647 |
| PP |
0.9635 |
0.9635 |
0.9635 |
0.9630 |
| S1 |
0.9601 |
0.9601 |
0.9618 |
0.9590 |
| S2 |
0.9578 |
0.9578 |
0.9613 |
|
| S3 |
0.9521 |
0.9544 |
0.9607 |
|
| S4 |
0.9464 |
0.9487 |
0.9592 |
|
|
| Weekly Pivots for week ending 09-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0559 |
1.0443 |
0.9849 |
|
| R3 |
1.0230 |
1.0114 |
0.9758 |
|
| R2 |
0.9901 |
0.9901 |
0.9728 |
|
| R1 |
0.9785 |
0.9785 |
0.9698 |
0.9843 |
| PP |
0.9572 |
0.9572 |
0.9572 |
0.9602 |
| S1 |
0.9456 |
0.9456 |
0.9638 |
0.9514 |
| S2 |
0.9243 |
0.9243 |
0.9608 |
|
| S3 |
0.8914 |
0.9127 |
0.9578 |
|
| S4 |
0.8585 |
0.8798 |
0.9487 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9689 |
0.9360 |
0.0329 |
3.4% |
0.0107 |
1.1% |
80% |
False |
False |
259 |
| 10 |
0.9689 |
0.9356 |
0.0333 |
3.5% |
0.0106 |
1.1% |
80% |
False |
False |
279 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0100 |
1.0% |
55% |
False |
False |
244 |
| 40 |
0.9841 |
0.9230 |
0.0611 |
6.3% |
0.0100 |
1.0% |
64% |
False |
False |
209 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0096 |
1.0% |
50% |
False |
False |
162 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0082 |
0.9% |
50% |
False |
False |
141 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0070 |
0.7% |
50% |
False |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9912 |
|
2.618 |
0.9819 |
|
1.618 |
0.9762 |
|
1.000 |
0.9727 |
|
0.618 |
0.9705 |
|
HIGH |
0.9670 |
|
0.618 |
0.9648 |
|
0.500 |
0.9642 |
|
0.382 |
0.9635 |
|
LOW |
0.9613 |
|
0.618 |
0.9578 |
|
1.000 |
0.9556 |
|
1.618 |
0.9521 |
|
2.618 |
0.9464 |
|
4.250 |
0.9371 |
|
|
| Fisher Pivots for day following 12-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9642 |
0.9618 |
| PP |
0.9635 |
0.9613 |
| S1 |
0.9629 |
0.9609 |
|