CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 10-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2010 |
10-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9705 |
0.9698 |
-0.0007 |
-0.1% |
0.9690 |
| High |
0.9722 |
0.9699 |
-0.0023 |
-0.2% |
0.9867 |
| Low |
0.9690 |
0.9604 |
-0.0086 |
-0.9% |
0.9680 |
| Close |
0.9718 |
0.9671 |
-0.0047 |
-0.5% |
0.9689 |
| Range |
0.0032 |
0.0095 |
0.0063 |
196.9% |
0.0187 |
| ATR |
0.0095 |
0.0096 |
0.0001 |
1.4% |
0.0000 |
| Volume |
696 |
231 |
-465 |
-66.8% |
1,916 |
|
| Daily Pivots for day following 10-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9943 |
0.9902 |
0.9723 |
|
| R3 |
0.9848 |
0.9807 |
0.9697 |
|
| R2 |
0.9753 |
0.9753 |
0.9688 |
|
| R1 |
0.9712 |
0.9712 |
0.9680 |
0.9685 |
| PP |
0.9658 |
0.9658 |
0.9658 |
0.9645 |
| S1 |
0.9617 |
0.9617 |
0.9662 |
0.9590 |
| S2 |
0.9563 |
0.9563 |
0.9654 |
|
| S3 |
0.9468 |
0.9522 |
0.9645 |
|
| S4 |
0.9373 |
0.9427 |
0.9619 |
|
|
| 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 |
0.9604 |
0.0263 |
2.7% |
0.0090 |
0.9% |
25% |
False |
True |
403 |
| 10 |
0.9867 |
0.9601 |
0.0266 |
2.8% |
0.0083 |
0.9% |
26% |
False |
False |
477 |
| 20 |
0.9867 |
0.9429 |
0.0438 |
4.5% |
0.0096 |
1.0% |
55% |
False |
False |
451 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.3% |
0.0098 |
1.0% |
62% |
False |
False |
352 |
| 60 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0099 |
1.0% |
69% |
False |
False |
296 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0096 |
1.0% |
56% |
False |
False |
239 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0085 |
0.9% |
56% |
False |
False |
207 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0075 |
0.8% |
56% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0103 |
|
2.618 |
0.9948 |
|
1.618 |
0.9853 |
|
1.000 |
0.9794 |
|
0.618 |
0.9758 |
|
HIGH |
0.9699 |
|
0.618 |
0.9663 |
|
0.500 |
0.9652 |
|
0.382 |
0.9640 |
|
LOW |
0.9604 |
|
0.618 |
0.9545 |
|
1.000 |
0.9509 |
|
1.618 |
0.9450 |
|
2.618 |
0.9355 |
|
4.250 |
0.9200 |
|
|
| Fisher Pivots for day following 10-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9665 |
0.9717 |
| PP |
0.9658 |
0.9702 |
| S1 |
0.9652 |
0.9686 |
|