CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 22-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jul-2010 |
22-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9560 |
0.9513 |
-0.0047 |
-0.5% |
0.9660 |
| High |
0.9638 |
0.9635 |
-0.0003 |
0.0% |
0.9705 |
| Low |
0.9501 |
0.9500 |
-0.0001 |
0.0% |
0.9445 |
| Close |
0.9506 |
0.9625 |
0.0119 |
1.3% |
0.9468 |
| Range |
0.0137 |
0.0135 |
-0.0002 |
-1.5% |
0.0260 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.6% |
0.0000 |
| Volume |
367 |
278 |
-89 |
-24.3% |
1,980 |
|
| Daily Pivots for day following 22-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9992 |
0.9943 |
0.9699 |
|
| R3 |
0.9857 |
0.9808 |
0.9662 |
|
| R2 |
0.9722 |
0.9722 |
0.9650 |
|
| R1 |
0.9673 |
0.9673 |
0.9637 |
0.9698 |
| PP |
0.9587 |
0.9587 |
0.9587 |
0.9599 |
| S1 |
0.9538 |
0.9538 |
0.9613 |
0.9563 |
| S2 |
0.9452 |
0.9452 |
0.9600 |
|
| S3 |
0.9317 |
0.9403 |
0.9588 |
|
| S4 |
0.9182 |
0.9268 |
0.9551 |
|
|
| 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 |
0.9638 |
0.9429 |
0.0209 |
2.2% |
0.0124 |
1.3% |
94% |
False |
False |
381 |
| 10 |
0.9705 |
0.9429 |
0.0276 |
2.9% |
0.0111 |
1.1% |
71% |
False |
False |
388 |
| 20 |
0.9705 |
0.9356 |
0.0349 |
3.6% |
0.0105 |
1.1% |
77% |
False |
False |
329 |
| 40 |
0.9841 |
0.9325 |
0.0516 |
5.4% |
0.0103 |
1.1% |
58% |
False |
False |
240 |
| 60 |
0.9955 |
0.9230 |
0.0725 |
7.5% |
0.0103 |
1.1% |
54% |
False |
False |
206 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0090 |
0.9% |
51% |
False |
False |
174 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0078 |
0.8% |
51% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0209 |
|
2.618 |
0.9988 |
|
1.618 |
0.9853 |
|
1.000 |
0.9770 |
|
0.618 |
0.9718 |
|
HIGH |
0.9635 |
|
0.618 |
0.9583 |
|
0.500 |
0.9568 |
|
0.382 |
0.9552 |
|
LOW |
0.9500 |
|
0.618 |
0.9417 |
|
1.000 |
0.9365 |
|
1.618 |
0.9282 |
|
2.618 |
0.9147 |
|
4.250 |
0.8926 |
|
|
| Fisher Pivots for day following 22-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9606 |
0.9595 |
| PP |
0.9587 |
0.9564 |
| S1 |
0.9568 |
0.9534 |
|