CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 11-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Aug-2010 |
11-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9698 |
0.9679 |
-0.0019 |
-0.2% |
0.9690 |
| High |
0.9699 |
0.9680 |
-0.0019 |
-0.2% |
0.9867 |
| Low |
0.9604 |
0.9524 |
-0.0080 |
-0.8% |
0.9680 |
| Close |
0.9671 |
0.9532 |
-0.0139 |
-1.4% |
0.9689 |
| Range |
0.0095 |
0.0156 |
0.0061 |
64.2% |
0.0187 |
| ATR |
0.0096 |
0.0101 |
0.0004 |
4.4% |
0.0000 |
| Volume |
231 |
482 |
251 |
108.7% |
1,916 |
|
| Daily Pivots for day following 11-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0047 |
0.9945 |
0.9618 |
|
| R3 |
0.9891 |
0.9789 |
0.9575 |
|
| R2 |
0.9735 |
0.9735 |
0.9561 |
|
| R1 |
0.9633 |
0.9633 |
0.9546 |
0.9606 |
| PP |
0.9579 |
0.9579 |
0.9579 |
0.9565 |
| S1 |
0.9477 |
0.9477 |
0.9518 |
0.9450 |
| S2 |
0.9423 |
0.9423 |
0.9503 |
|
| S3 |
0.9267 |
0.9321 |
0.9489 |
|
| S4 |
0.9111 |
0.9165 |
0.9446 |
|
|
| 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 |
0.9524 |
0.0343 |
3.6% |
0.0101 |
1.1% |
2% |
False |
True |
466 |
| 10 |
0.9867 |
0.9524 |
0.0343 |
3.6% |
0.0090 |
0.9% |
2% |
False |
True |
426 |
| 20 |
0.9867 |
0.9429 |
0.0438 |
4.6% |
0.0100 |
1.0% |
24% |
False |
False |
451 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0099 |
1.0% |
34% |
False |
False |
355 |
| 60 |
0.9867 |
0.9230 |
0.0637 |
6.7% |
0.0100 |
1.0% |
47% |
False |
False |
303 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0097 |
1.0% |
39% |
False |
False |
244 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0086 |
0.9% |
39% |
False |
False |
210 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0076 |
0.8% |
39% |
False |
False |
180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0343 |
|
2.618 |
1.0088 |
|
1.618 |
0.9932 |
|
1.000 |
0.9836 |
|
0.618 |
0.9776 |
|
HIGH |
0.9680 |
|
0.618 |
0.9620 |
|
0.500 |
0.9602 |
|
0.382 |
0.9584 |
|
LOW |
0.9524 |
|
0.618 |
0.9428 |
|
1.000 |
0.9368 |
|
1.618 |
0.9272 |
|
2.618 |
0.9116 |
|
4.250 |
0.8861 |
|
|
| Fisher Pivots for day following 11-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9602 |
0.9623 |
| PP |
0.9579 |
0.9593 |
| S1 |
0.9555 |
0.9562 |
|