CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 20-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2010 |
20-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9445 |
0.9461 |
0.0016 |
0.2% |
0.9660 |
| High |
0.9500 |
0.9563 |
0.0063 |
0.7% |
0.9705 |
| Low |
0.9434 |
0.9429 |
-0.0005 |
-0.1% |
0.9445 |
| Close |
0.9461 |
0.9530 |
0.0069 |
0.7% |
0.9468 |
| Range |
0.0066 |
0.0134 |
0.0068 |
103.0% |
0.0260 |
| ATR |
0.0107 |
0.0109 |
0.0002 |
1.8% |
0.0000 |
| Volume |
522 |
433 |
-89 |
-17.0% |
1,980 |
|
| Daily Pivots for day following 20-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9909 |
0.9854 |
0.9604 |
|
| R3 |
0.9775 |
0.9720 |
0.9567 |
|
| R2 |
0.9641 |
0.9641 |
0.9555 |
|
| R1 |
0.9586 |
0.9586 |
0.9542 |
0.9614 |
| PP |
0.9507 |
0.9507 |
0.9507 |
0.9521 |
| S1 |
0.9452 |
0.9452 |
0.9518 |
0.9480 |
| S2 |
0.9373 |
0.9373 |
0.9505 |
|
| S3 |
0.9239 |
0.9318 |
0.9493 |
|
| S4 |
0.9105 |
0.9184 |
0.9456 |
|
|
| 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 |
0.9701 |
0.9429 |
0.0272 |
2.9% |
0.0112 |
1.2% |
37% |
False |
True |
391 |
| 10 |
0.9705 |
0.9425 |
0.0280 |
2.9% |
0.0101 |
1.1% |
38% |
False |
False |
359 |
| 20 |
0.9800 |
0.9356 |
0.0444 |
4.7% |
0.0104 |
1.1% |
39% |
False |
False |
318 |
| 40 |
0.9841 |
0.9230 |
0.0611 |
6.4% |
0.0099 |
1.0% |
49% |
False |
False |
248 |
| 60 |
0.9957 |
0.9230 |
0.0727 |
7.6% |
0.0100 |
1.0% |
41% |
False |
False |
195 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0087 |
0.9% |
38% |
False |
False |
167 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0075 |
0.8% |
38% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0133 |
|
2.618 |
0.9914 |
|
1.618 |
0.9780 |
|
1.000 |
0.9697 |
|
0.618 |
0.9646 |
|
HIGH |
0.9563 |
|
0.618 |
0.9512 |
|
0.500 |
0.9496 |
|
0.382 |
0.9480 |
|
LOW |
0.9429 |
|
0.618 |
0.9346 |
|
1.000 |
0.9295 |
|
1.618 |
0.9212 |
|
2.618 |
0.9078 |
|
4.250 |
0.8860 |
|
|
| Fisher Pivots for day following 20-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9519 |
0.9524 |
| PP |
0.9507 |
0.9517 |
| S1 |
0.9496 |
0.9511 |
|