CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 06-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2010 |
06-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9804 |
-0.0001 |
0.0% |
0.9690 |
| High |
0.9867 |
0.9830 |
-0.0037 |
-0.4% |
0.9867 |
| Low |
0.9797 |
0.9680 |
-0.0117 |
-1.2% |
0.9680 |
| Close |
0.9810 |
0.9689 |
-0.0121 |
-1.2% |
0.9689 |
| Range |
0.0070 |
0.0150 |
0.0080 |
114.3% |
0.0187 |
| ATR |
0.0096 |
0.0100 |
0.0004 |
4.0% |
0.0000 |
| Volume |
491 |
430 |
-61 |
-12.4% |
1,916 |
|
| Daily Pivots for day following 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0086 |
0.9772 |
|
| R3 |
1.0033 |
0.9936 |
0.9730 |
|
| R2 |
0.9883 |
0.9883 |
0.9717 |
|
| R1 |
0.9786 |
0.9786 |
0.9703 |
0.9760 |
| PP |
0.9733 |
0.9733 |
0.9733 |
0.9720 |
| S1 |
0.9636 |
0.9636 |
0.9675 |
0.9610 |
| S2 |
0.9583 |
0.9583 |
0.9662 |
|
| S3 |
0.9433 |
0.9486 |
0.9648 |
|
| S4 |
0.9283 |
0.9336 |
0.9607 |
|
|
| Weekly Pivots for week ending 06-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0185 |
0.9792 |
|
| R3 |
1.0119 |
0.9998 |
0.9740 |
|
| R2 |
0.9932 |
0.9932 |
0.9723 |
|
| R1 |
0.9811 |
0.9811 |
0.9706 |
0.9778 |
| PP |
0.9745 |
0.9745 |
0.9745 |
0.9729 |
| S1 |
0.9624 |
0.9624 |
0.9672 |
0.9591 |
| S2 |
0.9558 |
0.9558 |
0.9655 |
|
| S3 |
0.9371 |
0.9437 |
0.9638 |
|
| S4 |
0.9184 |
0.9250 |
0.9586 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9867 |
0.9680 |
0.0187 |
1.9% |
0.0089 |
0.9% |
5% |
False |
True |
383 |
| 10 |
0.9867 |
0.9596 |
0.0271 |
2.8% |
0.0089 |
0.9% |
34% |
False |
False |
517 |
| 20 |
0.9867 |
0.9429 |
0.0438 |
4.5% |
0.0097 |
1.0% |
59% |
False |
False |
453 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.3% |
0.0098 |
1.0% |
65% |
False |
False |
338 |
| 60 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0098 |
1.0% |
72% |
False |
False |
283 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0096 |
1.0% |
59% |
False |
False |
229 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0085 |
0.9% |
59% |
False |
False |
198 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0074 |
0.8% |
59% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0468 |
|
2.618 |
1.0223 |
|
1.618 |
1.0073 |
|
1.000 |
0.9980 |
|
0.618 |
0.9923 |
|
HIGH |
0.9830 |
|
0.618 |
0.9773 |
|
0.500 |
0.9755 |
|
0.382 |
0.9737 |
|
LOW |
0.9680 |
|
0.618 |
0.9587 |
|
1.000 |
0.9530 |
|
1.618 |
0.9437 |
|
2.618 |
0.9287 |
|
4.250 |
0.9043 |
|
|
| Fisher Pivots for day following 06-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9755 |
0.9774 |
| PP |
0.9733 |
0.9745 |
| S1 |
0.9711 |
0.9717 |
|