CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2010 |
16-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9575 |
0.9583 |
0.0008 |
0.1% |
0.9705 |
| High |
0.9640 |
0.9620 |
-0.0020 |
-0.2% |
0.9722 |
| Low |
0.9554 |
0.9537 |
-0.0017 |
-0.2% |
0.9512 |
| Close |
0.9573 |
0.9551 |
-0.0022 |
-0.2% |
0.9573 |
| Range |
0.0086 |
0.0083 |
-0.0003 |
-3.5% |
0.0210 |
| ATR |
0.0097 |
0.0096 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
1,299 |
1,314 |
15 |
1.2% |
3,810 |
|
| Daily Pivots for day following 16-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9818 |
0.9768 |
0.9597 |
|
| R3 |
0.9735 |
0.9685 |
0.9574 |
|
| R2 |
0.9652 |
0.9652 |
0.9566 |
|
| R1 |
0.9602 |
0.9602 |
0.9559 |
0.9586 |
| PP |
0.9569 |
0.9569 |
0.9569 |
0.9561 |
| S1 |
0.9519 |
0.9519 |
0.9543 |
0.9503 |
| S2 |
0.9486 |
0.9486 |
0.9536 |
|
| S3 |
0.9403 |
0.9436 |
0.9528 |
|
| S4 |
0.9320 |
0.9353 |
0.9505 |
|
|
| 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 |
0.9699 |
0.9512 |
0.0187 |
2.0% |
0.0097 |
1.0% |
21% |
False |
False |
885 |
| 10 |
0.9867 |
0.9512 |
0.0355 |
3.7% |
0.0088 |
0.9% |
11% |
False |
False |
667 |
| 20 |
0.9867 |
0.9429 |
0.0438 |
4.6% |
0.0094 |
1.0% |
28% |
False |
False |
585 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0098 |
1.0% |
38% |
False |
False |
442 |
| 60 |
0.9867 |
0.9230 |
0.0637 |
6.7% |
0.0098 |
1.0% |
50% |
False |
False |
362 |
| 80 |
0.9968 |
0.9230 |
0.0738 |
7.7% |
0.0097 |
1.0% |
43% |
False |
False |
288 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0087 |
0.9% |
41% |
False |
False |
246 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0078 |
0.8% |
41% |
False |
False |
210 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9973 |
|
2.618 |
0.9837 |
|
1.618 |
0.9754 |
|
1.000 |
0.9703 |
|
0.618 |
0.9671 |
|
HIGH |
0.9620 |
|
0.618 |
0.9588 |
|
0.500 |
0.9579 |
|
0.382 |
0.9569 |
|
LOW |
0.9537 |
|
0.618 |
0.9486 |
|
1.000 |
0.9454 |
|
1.618 |
0.9403 |
|
2.618 |
0.9320 |
|
4.250 |
0.9184 |
|
|
| Fisher Pivots for day following 16-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9579 |
0.9576 |
| PP |
0.9569 |
0.9568 |
| S1 |
0.9560 |
0.9559 |
|