CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2010 |
16-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9643 |
0.9592 |
-0.0051 |
-0.5% |
0.9660 |
| High |
0.9700 |
0.9592 |
-0.0108 |
-1.1% |
0.9705 |
| Low |
0.9565 |
0.9445 |
-0.0120 |
-1.3% |
0.9445 |
| Close |
0.9613 |
0.9468 |
-0.0145 |
-1.5% |
0.9468 |
| Range |
0.0135 |
0.0147 |
0.0012 |
8.9% |
0.0260 |
| ATR |
0.0106 |
0.0110 |
0.0004 |
4.2% |
0.0000 |
| Volume |
210 |
306 |
96 |
45.7% |
1,980 |
|
| Daily Pivots for day following 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9943 |
0.9852 |
0.9549 |
|
| R3 |
0.9796 |
0.9705 |
0.9508 |
|
| R2 |
0.9649 |
0.9649 |
0.9495 |
|
| R1 |
0.9558 |
0.9558 |
0.9481 |
0.9530 |
| PP |
0.9502 |
0.9502 |
0.9502 |
0.9488 |
| S1 |
0.9411 |
0.9411 |
0.9455 |
0.9383 |
| S2 |
0.9355 |
0.9355 |
0.9441 |
|
| S3 |
0.9208 |
0.9264 |
0.9428 |
|
| S4 |
0.9061 |
0.9117 |
0.9387 |
|
|
| Weekly Pivots for week ending 16-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0319 |
1.0154 |
0.9611 |
|
| R3 |
1.0059 |
0.9894 |
0.9540 |
|
| R2 |
0.9799 |
0.9799 |
0.9516 |
|
| R1 |
0.9634 |
0.9634 |
0.9492 |
0.9587 |
| PP |
0.9539 |
0.9539 |
0.9539 |
0.9516 |
| S1 |
0.9374 |
0.9374 |
0.9444 |
0.9327 |
| S2 |
0.9279 |
0.9279 |
0.9420 |
|
| S3 |
0.9019 |
0.9114 |
0.9397 |
|
| S4 |
0.8759 |
0.8854 |
0.9325 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9705 |
0.9445 |
0.0260 |
2.7% |
0.0099 |
1.0% |
9% |
False |
True |
396 |
| 10 |
0.9705 |
0.9360 |
0.0345 |
3.6% |
0.0105 |
1.1% |
31% |
False |
False |
293 |
| 20 |
0.9841 |
0.9356 |
0.0485 |
5.1% |
0.0103 |
1.1% |
23% |
False |
False |
276 |
| 40 |
0.9841 |
0.9230 |
0.0611 |
6.5% |
0.0101 |
1.1% |
39% |
False |
False |
240 |
| 60 |
0.9977 |
0.9230 |
0.0747 |
7.9% |
0.0098 |
1.0% |
32% |
False |
False |
181 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0085 |
0.9% |
30% |
False |
False |
155 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.3% |
0.0074 |
0.8% |
30% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0217 |
|
2.618 |
0.9977 |
|
1.618 |
0.9830 |
|
1.000 |
0.9739 |
|
0.618 |
0.9683 |
|
HIGH |
0.9592 |
|
0.618 |
0.9536 |
|
0.500 |
0.9519 |
|
0.382 |
0.9501 |
|
LOW |
0.9445 |
|
0.618 |
0.9354 |
|
1.000 |
0.9298 |
|
1.618 |
0.9207 |
|
2.618 |
0.9060 |
|
4.250 |
0.8820 |
|
|
| Fisher Pivots for day following 16-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9519 |
0.9573 |
| PP |
0.9502 |
0.9538 |
| S1 |
0.9485 |
0.9503 |
|