CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 29-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jul-2010 |
29-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9634 |
0.9608 |
-0.0026 |
-0.3% |
0.9445 |
| High |
0.9683 |
0.9681 |
-0.0002 |
0.0% |
0.9642 |
| Low |
0.9601 |
0.9605 |
0.0004 |
0.0% |
0.9429 |
| Close |
0.9610 |
0.9632 |
0.0022 |
0.2% |
0.9625 |
| Range |
0.0082 |
0.0076 |
-0.0006 |
-7.3% |
0.0213 |
| ATR |
0.0106 |
0.0104 |
-0.0002 |
-2.0% |
0.0000 |
| Volume |
991 |
710 |
-281 |
-28.4% |
1,923 |
|
| Daily Pivots for day following 29-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9867 |
0.9826 |
0.9674 |
|
| R3 |
0.9791 |
0.9750 |
0.9653 |
|
| R2 |
0.9715 |
0.9715 |
0.9646 |
|
| R1 |
0.9674 |
0.9674 |
0.9639 |
0.9695 |
| PP |
0.9639 |
0.9639 |
0.9639 |
0.9650 |
| S1 |
0.9598 |
0.9598 |
0.9625 |
0.9619 |
| S2 |
0.9563 |
0.9563 |
0.9618 |
|
| S3 |
0.9487 |
0.9522 |
0.9611 |
|
| S4 |
0.9411 |
0.9446 |
0.9590 |
|
|
| 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 |
0.9565 |
0.0160 |
1.7% |
0.0084 |
0.9% |
42% |
False |
False |
670 |
| 10 |
0.9725 |
0.9429 |
0.0296 |
3.1% |
0.0104 |
1.1% |
69% |
False |
False |
525 |
| 20 |
0.9725 |
0.9356 |
0.0369 |
3.8% |
0.0101 |
1.0% |
75% |
False |
False |
427 |
| 40 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0102 |
1.1% |
57% |
False |
False |
308 |
| 60 |
0.9847 |
0.9230 |
0.0617 |
6.4% |
0.0102 |
1.1% |
65% |
False |
False |
257 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0092 |
1.0% |
51% |
False |
False |
205 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0081 |
0.8% |
51% |
False |
False |
178 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0070 |
0.7% |
51% |
False |
False |
152 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0004 |
|
2.618 |
0.9880 |
|
1.618 |
0.9804 |
|
1.000 |
0.9757 |
|
0.618 |
0.9728 |
|
HIGH |
0.9681 |
|
0.618 |
0.9652 |
|
0.500 |
0.9643 |
|
0.382 |
0.9634 |
|
LOW |
0.9605 |
|
0.618 |
0.9558 |
|
1.000 |
0.9529 |
|
1.618 |
0.9482 |
|
2.618 |
0.9406 |
|
4.250 |
0.9282 |
|
|
| Fisher Pivots for day following 29-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9643 |
0.9661 |
| PP |
0.9639 |
0.9651 |
| S1 |
0.9636 |
0.9642 |
|