CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 12-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Aug-2010 |
12-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9679 |
0.9530 |
-0.0149 |
-1.5% |
0.9690 |
| High |
0.9680 |
0.9575 |
-0.0105 |
-1.1% |
0.9867 |
| Low |
0.9524 |
0.9512 |
-0.0012 |
-0.1% |
0.9680 |
| Close |
0.9532 |
0.9555 |
0.0023 |
0.2% |
0.9689 |
| Range |
0.0156 |
0.0063 |
-0.0093 |
-59.6% |
0.0187 |
| ATR |
0.0101 |
0.0098 |
-0.0003 |
-2.7% |
0.0000 |
| Volume |
482 |
1,102 |
620 |
128.6% |
1,916 |
|
| Daily Pivots for day following 12-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9736 |
0.9709 |
0.9590 |
|
| R3 |
0.9673 |
0.9646 |
0.9572 |
|
| R2 |
0.9610 |
0.9610 |
0.9567 |
|
| R1 |
0.9583 |
0.9583 |
0.9561 |
0.9597 |
| PP |
0.9547 |
0.9547 |
0.9547 |
0.9554 |
| S1 |
0.9520 |
0.9520 |
0.9549 |
0.9534 |
| S2 |
0.9484 |
0.9484 |
0.9543 |
|
| S3 |
0.9421 |
0.9457 |
0.9538 |
|
| S4 |
0.9358 |
0.9394 |
0.9520 |
|
|
| 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 |
0.9830 |
0.9512 |
0.0318 |
3.3% |
0.0099 |
1.0% |
14% |
False |
True |
588 |
| 10 |
0.9867 |
0.9512 |
0.0355 |
3.7% |
0.0089 |
0.9% |
12% |
False |
True |
465 |
| 20 |
0.9867 |
0.9429 |
0.0438 |
4.6% |
0.0096 |
1.0% |
29% |
False |
False |
495 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.3% |
0.0098 |
1.0% |
39% |
False |
False |
379 |
| 60 |
0.9867 |
0.9230 |
0.0637 |
6.7% |
0.0099 |
1.0% |
51% |
False |
False |
321 |
| 80 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0096 |
1.0% |
42% |
False |
False |
256 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0086 |
0.9% |
42% |
False |
False |
220 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0077 |
0.8% |
42% |
False |
False |
189 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9843 |
|
2.618 |
0.9740 |
|
1.618 |
0.9677 |
|
1.000 |
0.9638 |
|
0.618 |
0.9614 |
|
HIGH |
0.9575 |
|
0.618 |
0.9551 |
|
0.500 |
0.9544 |
|
0.382 |
0.9536 |
|
LOW |
0.9512 |
|
0.618 |
0.9473 |
|
1.000 |
0.9449 |
|
1.618 |
0.9410 |
|
2.618 |
0.9347 |
|
4.250 |
0.9244 |
|
|
| Fisher Pivots for day following 12-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9551 |
0.9606 |
| PP |
0.9547 |
0.9589 |
| S1 |
0.9544 |
0.9572 |
|