CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 23-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2010 |
23-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9513 |
0.9599 |
0.0086 |
0.9% |
0.9445 |
| High |
0.9635 |
0.9642 |
0.0007 |
0.1% |
0.9642 |
| Low |
0.9500 |
0.9565 |
0.0065 |
0.7% |
0.9429 |
| Close |
0.9625 |
0.9625 |
0.0000 |
0.0% |
0.9625 |
| Range |
0.0135 |
0.0077 |
-0.0058 |
-43.0% |
0.0213 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
278 |
323 |
45 |
16.2% |
1,923 |
|
| Daily Pivots for day following 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9842 |
0.9810 |
0.9667 |
|
| R3 |
0.9765 |
0.9733 |
0.9646 |
|
| R2 |
0.9688 |
0.9688 |
0.9639 |
|
| R1 |
0.9656 |
0.9656 |
0.9632 |
0.9672 |
| PP |
0.9611 |
0.9611 |
0.9611 |
0.9619 |
| S1 |
0.9579 |
0.9579 |
0.9618 |
0.9595 |
| S2 |
0.9534 |
0.9534 |
0.9611 |
|
| S3 |
0.9457 |
0.9502 |
0.9604 |
|
| S4 |
0.9380 |
0.9425 |
0.9583 |
|
|
| Weekly Pivots for week ending 23-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0204 |
1.0128 |
0.9742 |
|
| R3 |
0.9991 |
0.9915 |
0.9684 |
|
| R2 |
0.9778 |
0.9778 |
0.9664 |
|
| R1 |
0.9702 |
0.9702 |
0.9645 |
0.9740 |
| PP |
0.9565 |
0.9565 |
0.9565 |
0.9585 |
| S1 |
0.9489 |
0.9489 |
0.9605 |
0.9527 |
| S2 |
0.9352 |
0.9352 |
0.9586 |
|
| S3 |
0.9139 |
0.9276 |
0.9566 |
|
| S4 |
0.8926 |
0.9063 |
0.9508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9642 |
0.9429 |
0.0213 |
2.2% |
0.0110 |
1.1% |
92% |
True |
False |
384 |
| 10 |
0.9705 |
0.9429 |
0.0276 |
2.9% |
0.0104 |
1.1% |
71% |
False |
False |
390 |
| 20 |
0.9705 |
0.9356 |
0.0349 |
3.6% |
0.0105 |
1.1% |
77% |
False |
False |
320 |
| 40 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0102 |
1.1% |
55% |
False |
False |
244 |
| 60 |
0.9955 |
0.9230 |
0.0725 |
7.5% |
0.0103 |
1.1% |
54% |
False |
False |
209 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0090 |
0.9% |
51% |
False |
False |
178 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0078 |
0.8% |
51% |
False |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9969 |
|
2.618 |
0.9844 |
|
1.618 |
0.9767 |
|
1.000 |
0.9719 |
|
0.618 |
0.9690 |
|
HIGH |
0.9642 |
|
0.618 |
0.9613 |
|
0.500 |
0.9604 |
|
0.382 |
0.9594 |
|
LOW |
0.9565 |
|
0.618 |
0.9517 |
|
1.000 |
0.9488 |
|
1.618 |
0.9440 |
|
2.618 |
0.9363 |
|
4.250 |
0.9238 |
|
|
| Fisher Pivots for day following 23-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9618 |
0.9607 |
| PP |
0.9611 |
0.9589 |
| S1 |
0.9604 |
0.9571 |
|