CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 21-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jul-2010 |
21-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9461 |
0.9560 |
0.0099 |
1.0% |
0.9660 |
| High |
0.9563 |
0.9638 |
0.0075 |
0.8% |
0.9705 |
| Low |
0.9429 |
0.9501 |
0.0072 |
0.8% |
0.9445 |
| Close |
0.9530 |
0.9506 |
-0.0024 |
-0.3% |
0.9468 |
| Range |
0.0134 |
0.0137 |
0.0003 |
2.2% |
0.0260 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
1.8% |
0.0000 |
| Volume |
433 |
367 |
-66 |
-15.2% |
1,980 |
|
| Daily Pivots for day following 21-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9959 |
0.9870 |
0.9581 |
|
| R3 |
0.9822 |
0.9733 |
0.9544 |
|
| R2 |
0.9685 |
0.9685 |
0.9531 |
|
| R1 |
0.9596 |
0.9596 |
0.9519 |
0.9572 |
| PP |
0.9548 |
0.9548 |
0.9548 |
0.9537 |
| S1 |
0.9459 |
0.9459 |
0.9493 |
0.9435 |
| S2 |
0.9411 |
0.9411 |
0.9481 |
|
| S3 |
0.9274 |
0.9322 |
0.9468 |
|
| S4 |
0.9137 |
0.9185 |
0.9431 |
|
|
| 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 |
0.9700 |
0.9429 |
0.0271 |
2.9% |
0.0124 |
1.3% |
28% |
False |
False |
367 |
| 10 |
0.9705 |
0.9429 |
0.0276 |
2.9% |
0.0105 |
1.1% |
28% |
False |
False |
376 |
| 20 |
0.9705 |
0.9356 |
0.0349 |
3.7% |
0.0106 |
1.1% |
43% |
False |
False |
327 |
| 40 |
0.9841 |
0.9230 |
0.0611 |
6.4% |
0.0102 |
1.1% |
45% |
False |
False |
245 |
| 60 |
0.9955 |
0.9230 |
0.0725 |
7.6% |
0.0102 |
1.1% |
38% |
False |
False |
201 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0089 |
0.9% |
35% |
False |
False |
171 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0077 |
0.8% |
35% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0220 |
|
2.618 |
0.9997 |
|
1.618 |
0.9860 |
|
1.000 |
0.9775 |
|
0.618 |
0.9723 |
|
HIGH |
0.9638 |
|
0.618 |
0.9586 |
|
0.500 |
0.9570 |
|
0.382 |
0.9553 |
|
LOW |
0.9501 |
|
0.618 |
0.9416 |
|
1.000 |
0.9364 |
|
1.618 |
0.9279 |
|
2.618 |
0.9142 |
|
4.250 |
0.8919 |
|
|
| Fisher Pivots for day following 21-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9570 |
0.9534 |
| PP |
0.9548 |
0.9524 |
| S1 |
0.9527 |
0.9515 |
|