CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 04-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Aug-2010 |
04-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9756 |
0.9747 |
-0.0009 |
-0.1% |
0.9643 |
| High |
0.9758 |
0.9816 |
0.0058 |
0.6% |
0.9725 |
| Low |
0.9718 |
0.9715 |
-0.0003 |
0.0% |
0.9596 |
| Close |
0.9751 |
0.9814 |
0.0063 |
0.6% |
0.9694 |
| Range |
0.0040 |
0.0101 |
0.0061 |
152.5% |
0.0129 |
| ATR |
0.0098 |
0.0098 |
0.0000 |
0.2% |
0.0000 |
| Volume |
458 |
171 |
-287 |
-62.7% |
3,260 |
|
| Daily Pivots for day following 04-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0085 |
1.0050 |
0.9870 |
|
| R3 |
0.9984 |
0.9949 |
0.9842 |
|
| R2 |
0.9883 |
0.9883 |
0.9833 |
|
| R1 |
0.9848 |
0.9848 |
0.9823 |
0.9866 |
| PP |
0.9782 |
0.9782 |
0.9782 |
0.9790 |
| S1 |
0.9747 |
0.9747 |
0.9805 |
0.9765 |
| S2 |
0.9681 |
0.9681 |
0.9795 |
|
| S3 |
0.9580 |
0.9646 |
0.9786 |
|
| S4 |
0.9479 |
0.9545 |
0.9758 |
|
|
| 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 |
0.9816 |
0.9605 |
0.0211 |
2.1% |
0.0080 |
0.8% |
99% |
True |
False |
387 |
| 10 |
0.9816 |
0.9500 |
0.0316 |
3.2% |
0.0088 |
0.9% |
99% |
True |
False |
485 |
| 20 |
0.9816 |
0.9429 |
0.0387 |
3.9% |
0.0096 |
1.0% |
99% |
True |
False |
430 |
| 40 |
0.9841 |
0.9356 |
0.0485 |
4.9% |
0.0098 |
1.0% |
94% |
False |
False |
319 |
| 60 |
0.9847 |
0.9230 |
0.0617 |
6.3% |
0.0096 |
1.0% |
95% |
False |
False |
271 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0094 |
1.0% |
75% |
False |
False |
219 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0083 |
0.8% |
75% |
False |
False |
189 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0072 |
0.7% |
75% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0245 |
|
2.618 |
1.0080 |
|
1.618 |
0.9979 |
|
1.000 |
0.9917 |
|
0.618 |
0.9878 |
|
HIGH |
0.9816 |
|
0.618 |
0.9777 |
|
0.500 |
0.9766 |
|
0.382 |
0.9754 |
|
LOW |
0.9715 |
|
0.618 |
0.9653 |
|
1.000 |
0.9614 |
|
1.618 |
0.9552 |
|
2.618 |
0.9451 |
|
4.250 |
0.9286 |
|
|
| Fisher Pivots for day following 04-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9798 |
0.9794 |
| PP |
0.9782 |
0.9773 |
| S1 |
0.9766 |
0.9753 |
|