CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 28-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jul-2010 |
28-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9663 |
0.9634 |
-0.0029 |
-0.3% |
0.9445 |
| High |
0.9725 |
0.9683 |
-0.0042 |
-0.4% |
0.9642 |
| Low |
0.9596 |
0.9601 |
0.0005 |
0.1% |
0.9429 |
| Close |
0.9626 |
0.9610 |
-0.0016 |
-0.2% |
0.9625 |
| Range |
0.0129 |
0.0082 |
-0.0047 |
-36.4% |
0.0213 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
938 |
991 |
53 |
5.7% |
1,923 |
|
| Daily Pivots for day following 28-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9877 |
0.9826 |
0.9655 |
|
| R3 |
0.9795 |
0.9744 |
0.9633 |
|
| R2 |
0.9713 |
0.9713 |
0.9625 |
|
| R1 |
0.9662 |
0.9662 |
0.9618 |
0.9647 |
| PP |
0.9631 |
0.9631 |
0.9631 |
0.9624 |
| S1 |
0.9580 |
0.9580 |
0.9602 |
0.9565 |
| S2 |
0.9549 |
0.9549 |
0.9595 |
|
| S3 |
0.9467 |
0.9498 |
0.9587 |
|
| S4 |
0.9385 |
0.9416 |
0.9565 |
|
|
| 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% |
0.0095 |
1.0% |
49% |
False |
False |
584 |
| 10 |
0.9725 |
0.9429 |
0.0296 |
3.1% |
0.0110 |
1.1% |
61% |
False |
False |
475 |
| 20 |
0.9725 |
0.9356 |
0.0369 |
3.8% |
0.0105 |
1.1% |
69% |
False |
False |
415 |
| 40 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0102 |
1.1% |
52% |
False |
False |
294 |
| 60 |
0.9847 |
0.9230 |
0.0617 |
6.4% |
0.0103 |
1.1% |
62% |
False |
False |
245 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0092 |
1.0% |
49% |
False |
False |
196 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0081 |
0.8% |
49% |
False |
False |
170 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0070 |
0.7% |
49% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0032 |
|
2.618 |
0.9898 |
|
1.618 |
0.9816 |
|
1.000 |
0.9765 |
|
0.618 |
0.9734 |
|
HIGH |
0.9683 |
|
0.618 |
0.9652 |
|
0.500 |
0.9642 |
|
0.382 |
0.9632 |
|
LOW |
0.9601 |
|
0.618 |
0.9550 |
|
1.000 |
0.9519 |
|
1.618 |
0.9468 |
|
2.618 |
0.9386 |
|
4.250 |
0.9253 |
|
|
| Fisher Pivots for day following 28-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9642 |
0.9661 |
| PP |
0.9631 |
0.9644 |
| S1 |
0.9621 |
0.9627 |
|