CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2010 |
02-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9641 |
0.9690 |
0.0049 |
0.5% |
0.9643 |
| High |
0.9718 |
0.9775 |
0.0057 |
0.6% |
0.9725 |
| Low |
0.9619 |
0.9690 |
0.0071 |
0.7% |
0.9596 |
| Close |
0.9694 |
0.9744 |
0.0050 |
0.5% |
0.9694 |
| Range |
0.0099 |
0.0085 |
-0.0014 |
-14.1% |
0.0129 |
| ATR |
0.0104 |
0.0102 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
231 |
366 |
135 |
58.4% |
3,260 |
|
| Daily Pivots for day following 02-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9991 |
0.9953 |
0.9791 |
|
| R3 |
0.9906 |
0.9868 |
0.9767 |
|
| R2 |
0.9821 |
0.9821 |
0.9760 |
|
| R1 |
0.9783 |
0.9783 |
0.9752 |
0.9802 |
| PP |
0.9736 |
0.9736 |
0.9736 |
0.9746 |
| S1 |
0.9698 |
0.9698 |
0.9736 |
0.9717 |
| S2 |
0.9651 |
0.9651 |
0.9728 |
|
| S3 |
0.9566 |
0.9613 |
0.9721 |
|
| S4 |
0.9481 |
0.9528 |
0.9697 |
|
|
| 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 |
0.9775 |
0.9596 |
0.0179 |
1.8% |
0.0094 |
1.0% |
83% |
True |
False |
647 |
| 10 |
0.9775 |
0.9429 |
0.0346 |
3.6% |
0.0101 |
1.0% |
91% |
True |
False |
502 |
| 20 |
0.9775 |
0.9360 |
0.0415 |
4.3% |
0.0102 |
1.0% |
93% |
True |
False |
415 |
| 40 |
0.9841 |
0.9356 |
0.0485 |
5.0% |
0.0101 |
1.0% |
80% |
False |
False |
317 |
| 60 |
0.9847 |
0.9230 |
0.0617 |
6.3% |
0.0098 |
1.0% |
83% |
False |
False |
264 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0094 |
1.0% |
66% |
False |
False |
211 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0082 |
0.8% |
66% |
False |
False |
183 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0071 |
0.7% |
66% |
False |
False |
156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0136 |
|
2.618 |
0.9998 |
|
1.618 |
0.9913 |
|
1.000 |
0.9860 |
|
0.618 |
0.9828 |
|
HIGH |
0.9775 |
|
0.618 |
0.9743 |
|
0.500 |
0.9733 |
|
0.382 |
0.9722 |
|
LOW |
0.9690 |
|
0.618 |
0.9637 |
|
1.000 |
0.9605 |
|
1.618 |
0.9552 |
|
2.618 |
0.9467 |
|
4.250 |
0.9329 |
|
|
| Fisher Pivots for day following 02-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9740 |
0.9726 |
| PP |
0.9736 |
0.9708 |
| S1 |
0.9733 |
0.9690 |
|