CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 27-Jul-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2010 |
27-Jul-2010 |
Change |
Change % |
Previous Week |
Open |
0.9643 |
0.9663 |
0.0020 |
0.2% |
0.9445 |
High |
0.9682 |
0.9725 |
0.0043 |
0.4% |
0.9642 |
Low |
0.9628 |
0.9596 |
-0.0032 |
-0.3% |
0.9429 |
Close |
0.9646 |
0.9626 |
-0.0020 |
-0.2% |
0.9625 |
Range |
0.0054 |
0.0129 |
0.0075 |
138.9% |
0.0213 |
ATR |
0.0106 |
0.0108 |
0.0002 |
1.5% |
0.0000 |
Volume |
390 |
938 |
548 |
140.5% |
1,923 |
|
Daily Pivots for day following 27-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0036 |
0.9960 |
0.9697 |
|
R3 |
0.9907 |
0.9831 |
0.9661 |
|
R2 |
0.9778 |
0.9778 |
0.9650 |
|
R1 |
0.9702 |
0.9702 |
0.9638 |
0.9676 |
PP |
0.9649 |
0.9649 |
0.9649 |
0.9636 |
S1 |
0.9573 |
0.9573 |
0.9614 |
0.9547 |
S2 |
0.9520 |
0.9520 |
0.9602 |
|
S3 |
0.9391 |
0.9444 |
0.9591 |
|
S4 |
0.9262 |
0.9315 |
0.9555 |
|
|
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 |
0.9725 |
0.9500 |
0.0225 |
2.3% |
0.0106 |
1.1% |
56% |
True |
False |
459 |
10 |
0.9725 |
0.9429 |
0.0296 |
3.1% |
0.0109 |
1.1% |
67% |
True |
False |
425 |
20 |
0.9725 |
0.9356 |
0.0369 |
3.8% |
0.0110 |
1.1% |
73% |
True |
False |
370 |
40 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0103 |
1.1% |
56% |
False |
False |
271 |
60 |
0.9858 |
0.9230 |
0.0628 |
6.5% |
0.0102 |
1.1% |
63% |
False |
False |
230 |
80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0092 |
1.0% |
51% |
False |
False |
189 |
100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0080 |
0.8% |
51% |
False |
False |
161 |
120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0069 |
0.7% |
51% |
False |
False |
139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0273 |
2.618 |
1.0063 |
1.618 |
0.9934 |
1.000 |
0.9854 |
0.618 |
0.9805 |
HIGH |
0.9725 |
0.618 |
0.9676 |
0.500 |
0.9661 |
0.382 |
0.9645 |
LOW |
0.9596 |
0.618 |
0.9516 |
1.000 |
0.9467 |
1.618 |
0.9387 |
2.618 |
0.9258 |
4.250 |
0.9048 |
|
|
Fisher Pivots for day following 27-Jul-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9661 |
0.9645 |
PP |
0.9649 |
0.9639 |
S1 |
0.9638 |
0.9632 |
|