CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 26-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2010 |
26-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9599 |
0.9643 |
0.0044 |
0.5% |
0.9445 |
| High |
0.9642 |
0.9682 |
0.0040 |
0.4% |
0.9642 |
| Low |
0.9565 |
0.9628 |
0.0063 |
0.7% |
0.9429 |
| Close |
0.9625 |
0.9646 |
0.0021 |
0.2% |
0.9625 |
| Range |
0.0077 |
0.0054 |
-0.0023 |
-29.9% |
0.0213 |
| ATR |
0.0110 |
0.0106 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
323 |
390 |
67 |
20.7% |
1,923 |
|
| Daily Pivots for day following 26-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9814 |
0.9784 |
0.9676 |
|
| R3 |
0.9760 |
0.9730 |
0.9661 |
|
| R2 |
0.9706 |
0.9706 |
0.9656 |
|
| R1 |
0.9676 |
0.9676 |
0.9651 |
0.9691 |
| PP |
0.9652 |
0.9652 |
0.9652 |
0.9660 |
| S1 |
0.9622 |
0.9622 |
0.9641 |
0.9637 |
| S2 |
0.9598 |
0.9598 |
0.9636 |
|
| S3 |
0.9544 |
0.9568 |
0.9631 |
|
| S4 |
0.9490 |
0.9514 |
0.9616 |
|
|
| 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 |
0.9682 |
0.9429 |
0.0253 |
2.6% |
0.0107 |
1.1% |
86% |
True |
False |
358 |
| 10 |
0.9705 |
0.9429 |
0.0276 |
2.9% |
0.0104 |
1.1% |
79% |
False |
False |
376 |
| 20 |
0.9705 |
0.9356 |
0.0349 |
3.6% |
0.0105 |
1.1% |
83% |
False |
False |
327 |
| 40 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0102 |
1.1% |
60% |
False |
False |
249 |
| 60 |
0.9949 |
0.9230 |
0.0719 |
7.5% |
0.0103 |
1.1% |
58% |
False |
False |
215 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0090 |
0.9% |
53% |
False |
False |
182 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0079 |
0.8% |
53% |
False |
False |
152 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0068 |
0.7% |
53% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9912 |
|
2.618 |
0.9823 |
|
1.618 |
0.9769 |
|
1.000 |
0.9736 |
|
0.618 |
0.9715 |
|
HIGH |
0.9682 |
|
0.618 |
0.9661 |
|
0.500 |
0.9655 |
|
0.382 |
0.9649 |
|
LOW |
0.9628 |
|
0.618 |
0.9595 |
|
1.000 |
0.9574 |
|
1.618 |
0.9541 |
|
2.618 |
0.9487 |
|
4.250 |
0.9399 |
|
|
| Fisher Pivots for day following 26-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9655 |
0.9628 |
| PP |
0.9652 |
0.9609 |
| S1 |
0.9649 |
0.9591 |
|