CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 13-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2010 |
13-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9660 |
0.9641 |
-0.0019 |
-0.2% |
0.9425 |
| High |
0.9670 |
0.9705 |
0.0035 |
0.4% |
0.9689 |
| Low |
0.9613 |
0.9628 |
0.0015 |
0.2% |
0.9360 |
| Close |
0.9623 |
0.9666 |
0.0043 |
0.4% |
0.9668 |
| Range |
0.0057 |
0.0077 |
0.0020 |
35.1% |
0.0329 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
524 |
452 |
-72 |
-13.7% |
772 |
|
| Daily Pivots for day following 13-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9897 |
0.9859 |
0.9708 |
|
| R3 |
0.9820 |
0.9782 |
0.9687 |
|
| R2 |
0.9743 |
0.9743 |
0.9680 |
|
| R1 |
0.9705 |
0.9705 |
0.9673 |
0.9724 |
| PP |
0.9666 |
0.9666 |
0.9666 |
0.9676 |
| S1 |
0.9628 |
0.9628 |
0.9659 |
0.9647 |
| S2 |
0.9589 |
0.9589 |
0.9652 |
|
| S3 |
0.9512 |
0.9551 |
0.9645 |
|
| S4 |
0.9435 |
0.9474 |
0.9624 |
|
|
| 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 |
0.9705 |
0.9425 |
0.0280 |
2.9% |
0.0091 |
0.9% |
86% |
True |
False |
326 |
| 10 |
0.9705 |
0.9356 |
0.0349 |
3.6% |
0.0110 |
1.1% |
89% |
True |
False |
315 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0099 |
1.0% |
64% |
False |
False |
252 |
| 40 |
0.9841 |
0.9230 |
0.0611 |
6.3% |
0.0100 |
1.0% |
71% |
False |
False |
219 |
| 60 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0096 |
1.0% |
56% |
False |
False |
169 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0082 |
0.8% |
56% |
False |
False |
146 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0071 |
0.7% |
56% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0032 |
|
2.618 |
0.9907 |
|
1.618 |
0.9830 |
|
1.000 |
0.9782 |
|
0.618 |
0.9753 |
|
HIGH |
0.9705 |
|
0.618 |
0.9676 |
|
0.500 |
0.9667 |
|
0.382 |
0.9657 |
|
LOW |
0.9628 |
|
0.618 |
0.9580 |
|
1.000 |
0.9551 |
|
1.618 |
0.9503 |
|
2.618 |
0.9426 |
|
4.250 |
0.9301 |
|
|
| Fisher Pivots for day following 13-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9667 |
0.9653 |
| PP |
0.9666 |
0.9640 |
| S1 |
0.9666 |
0.9628 |
|