CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 30-Jul-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2010 |
30-Jul-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9608 |
0.9641 |
0.0033 |
0.3% |
0.9643 |
| High |
0.9681 |
0.9718 |
0.0037 |
0.4% |
0.9725 |
| Low |
0.9605 |
0.9619 |
0.0014 |
0.1% |
0.9596 |
| Close |
0.9632 |
0.9694 |
0.0062 |
0.6% |
0.9694 |
| Range |
0.0076 |
0.0099 |
0.0023 |
30.3% |
0.0129 |
| ATR |
0.0104 |
0.0104 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
710 |
231 |
-479 |
-67.5% |
3,260 |
|
| Daily Pivots for day following 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9974 |
0.9933 |
0.9748 |
|
| R3 |
0.9875 |
0.9834 |
0.9721 |
|
| R2 |
0.9776 |
0.9776 |
0.9712 |
|
| R1 |
0.9735 |
0.9735 |
0.9703 |
0.9756 |
| PP |
0.9677 |
0.9677 |
0.9677 |
0.9687 |
| S1 |
0.9636 |
0.9636 |
0.9685 |
0.9657 |
| S2 |
0.9578 |
0.9578 |
0.9676 |
|
| S3 |
0.9479 |
0.9537 |
0.9667 |
|
| S4 |
0.9380 |
0.9438 |
0.9640 |
|
|
| Weekly Pivots for week ending 30-Jul-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0059 |
1.0005 |
0.9765 |
|
| R3 |
0.9930 |
0.9876 |
0.9729 |
|
| R2 |
0.9801 |
0.9801 |
0.9718 |
|
| R1 |
0.9747 |
0.9747 |
0.9706 |
0.9774 |
| PP |
0.9672 |
0.9672 |
0.9672 |
0.9685 |
| S1 |
0.9618 |
0.9618 |
0.9682 |
0.9645 |
| S2 |
0.9543 |
0.9543 |
0.9670 |
|
| S3 |
0.9414 |
0.9489 |
0.9659 |
|
| S4 |
0.9285 |
0.9360 |
0.9623 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9725 |
0.9596 |
0.0129 |
1.3% |
0.0088 |
0.9% |
76% |
False |
False |
652 |
| 10 |
0.9725 |
0.9429 |
0.0296 |
3.1% |
0.0099 |
1.0% |
90% |
False |
False |
518 |
| 20 |
0.9725 |
0.9360 |
0.0365 |
3.8% |
0.0102 |
1.1% |
92% |
False |
False |
405 |
| 40 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0104 |
1.1% |
70% |
False |
False |
313 |
| 60 |
0.9847 |
0.9230 |
0.0617 |
6.4% |
0.0103 |
1.1% |
75% |
False |
False |
259 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0093 |
1.0% |
59% |
False |
False |
207 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0082 |
0.8% |
59% |
False |
False |
180 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0071 |
0.7% |
59% |
False |
False |
154 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0139 |
|
2.618 |
0.9977 |
|
1.618 |
0.9878 |
|
1.000 |
0.9817 |
|
0.618 |
0.9779 |
|
HIGH |
0.9718 |
|
0.618 |
0.9680 |
|
0.500 |
0.9669 |
|
0.382 |
0.9657 |
|
LOW |
0.9619 |
|
0.618 |
0.9558 |
|
1.000 |
0.9520 |
|
1.618 |
0.9459 |
|
2.618 |
0.9360 |
|
4.250 |
0.9198 |
|
|
| Fisher Pivots for day following 30-Jul-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9686 |
0.9683 |
| PP |
0.9677 |
0.9671 |
| S1 |
0.9669 |
0.9660 |
|