CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 13-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2010 |
13-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9530 |
0.9575 |
0.0045 |
0.5% |
0.9705 |
| High |
0.9575 |
0.9640 |
0.0065 |
0.7% |
0.9722 |
| Low |
0.9512 |
0.9554 |
0.0042 |
0.4% |
0.9512 |
| Close |
0.9555 |
0.9573 |
0.0018 |
0.2% |
0.9573 |
| Range |
0.0063 |
0.0086 |
0.0023 |
36.5% |
0.0210 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
1,102 |
1,299 |
197 |
17.9% |
3,810 |
|
| Daily Pivots for day following 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9847 |
0.9796 |
0.9620 |
|
| R3 |
0.9761 |
0.9710 |
0.9597 |
|
| R2 |
0.9675 |
0.9675 |
0.9589 |
|
| R1 |
0.9624 |
0.9624 |
0.9581 |
0.9607 |
| PP |
0.9589 |
0.9589 |
0.9589 |
0.9580 |
| S1 |
0.9538 |
0.9538 |
0.9565 |
0.9521 |
| S2 |
0.9503 |
0.9503 |
0.9557 |
|
| S3 |
0.9417 |
0.9452 |
0.9549 |
|
| S4 |
0.9331 |
0.9366 |
0.9526 |
|
|
| Weekly Pivots for week ending 13-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0113 |
0.9689 |
|
| R3 |
1.0022 |
0.9903 |
0.9631 |
|
| R2 |
0.9812 |
0.9812 |
0.9612 |
|
| R1 |
0.9693 |
0.9693 |
0.9592 |
0.9648 |
| PP |
0.9602 |
0.9602 |
0.9602 |
0.9580 |
| S1 |
0.9483 |
0.9483 |
0.9554 |
0.9438 |
| S2 |
0.9392 |
0.9392 |
0.9535 |
|
| S3 |
0.9182 |
0.9273 |
0.9515 |
|
| S4 |
0.8972 |
0.9063 |
0.9458 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9722 |
0.9512 |
0.0210 |
2.2% |
0.0086 |
0.9% |
29% |
False |
False |
762 |
| 10 |
0.9867 |
0.9512 |
0.0355 |
3.7% |
0.0088 |
0.9% |
17% |
False |
False |
572 |
| 20 |
0.9867 |
0.9429 |
0.0438 |
4.6% |
0.0093 |
1.0% |
33% |
False |
False |
545 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.3% |
0.0098 |
1.0% |
42% |
False |
False |
410 |
| 60 |
0.9867 |
0.9230 |
0.0637 |
6.7% |
0.0098 |
1.0% |
54% |
False |
False |
342 |
| 80 |
0.9977 |
0.9230 |
0.0747 |
7.8% |
0.0097 |
1.0% |
46% |
False |
False |
272 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0087 |
0.9% |
44% |
False |
False |
233 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0077 |
0.8% |
44% |
False |
False |
200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0006 |
|
2.618 |
0.9865 |
|
1.618 |
0.9779 |
|
1.000 |
0.9726 |
|
0.618 |
0.9693 |
|
HIGH |
0.9640 |
|
0.618 |
0.9607 |
|
0.500 |
0.9597 |
|
0.382 |
0.9587 |
|
LOW |
0.9554 |
|
0.618 |
0.9501 |
|
1.000 |
0.9468 |
|
1.618 |
0.9415 |
|
2.618 |
0.9329 |
|
4.250 |
0.9189 |
|
|
| Fisher Pivots for day following 13-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9597 |
0.9596 |
| PP |
0.9589 |
0.9588 |
| S1 |
0.9581 |
0.9581 |
|