CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 09-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2010 |
09-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9804 |
0.9705 |
-0.0099 |
-1.0% |
0.9690 |
| High |
0.9830 |
0.9722 |
-0.0108 |
-1.1% |
0.9867 |
| Low |
0.9680 |
0.9690 |
0.0010 |
0.1% |
0.9680 |
| Close |
0.9689 |
0.9718 |
0.0029 |
0.3% |
0.9689 |
| Range |
0.0150 |
0.0032 |
-0.0118 |
-78.7% |
0.0187 |
| ATR |
0.0100 |
0.0095 |
-0.0005 |
-4.8% |
0.0000 |
| Volume |
430 |
696 |
266 |
61.9% |
1,916 |
|
| Daily Pivots for day following 09-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9806 |
0.9794 |
0.9736 |
|
| R3 |
0.9774 |
0.9762 |
0.9727 |
|
| R2 |
0.9742 |
0.9742 |
0.9724 |
|
| R1 |
0.9730 |
0.9730 |
0.9721 |
0.9736 |
| PP |
0.9710 |
0.9710 |
0.9710 |
0.9713 |
| S1 |
0.9698 |
0.9698 |
0.9715 |
0.9704 |
| S2 |
0.9678 |
0.9678 |
0.9712 |
|
| S3 |
0.9646 |
0.9666 |
0.9709 |
|
| S4 |
0.9614 |
0.9634 |
0.9700 |
|
|
| 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% |
0.0079 |
0.8% |
20% |
False |
False |
449 |
| 10 |
0.9867 |
0.9596 |
0.0271 |
2.8% |
0.0086 |
0.9% |
45% |
False |
False |
548 |
| 20 |
0.9867 |
0.9429 |
0.0438 |
4.5% |
0.0095 |
1.0% |
66% |
False |
False |
462 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.3% |
0.0097 |
1.0% |
71% |
False |
False |
353 |
| 60 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0099 |
1.0% |
77% |
False |
False |
294 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0096 |
1.0% |
62% |
False |
False |
237 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0085 |
0.9% |
62% |
False |
False |
205 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0075 |
0.8% |
62% |
False |
False |
174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9858 |
|
2.618 |
0.9806 |
|
1.618 |
0.9774 |
|
1.000 |
0.9754 |
|
0.618 |
0.9742 |
|
HIGH |
0.9722 |
|
0.618 |
0.9710 |
|
0.500 |
0.9706 |
|
0.382 |
0.9702 |
|
LOW |
0.9690 |
|
0.618 |
0.9670 |
|
1.000 |
0.9658 |
|
1.618 |
0.9638 |
|
2.618 |
0.9606 |
|
4.250 |
0.9554 |
|
|
| Fisher Pivots for day following 09-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9714 |
0.9774 |
| PP |
0.9710 |
0.9755 |
| S1 |
0.9706 |
0.9737 |
|