CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 20-Aug-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2010 |
20-Aug-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9716 |
0.9598 |
-0.0118 |
-1.2% |
0.9583 |
| High |
0.9735 |
0.9608 |
-0.0127 |
-1.3% |
0.9735 |
| Low |
0.9580 |
0.9491 |
-0.0089 |
-0.9% |
0.9491 |
| Close |
0.9599 |
0.9517 |
-0.0082 |
-0.9% |
0.9517 |
| Range |
0.0155 |
0.0117 |
-0.0038 |
-24.5% |
0.0244 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.2% |
0.0000 |
| Volume |
881 |
1,373 |
492 |
55.8% |
5,017 |
|
| Daily Pivots for day following 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9890 |
0.9820 |
0.9581 |
|
| R3 |
0.9773 |
0.9703 |
0.9549 |
|
| R2 |
0.9656 |
0.9656 |
0.9538 |
|
| R1 |
0.9586 |
0.9586 |
0.9528 |
0.9563 |
| PP |
0.9539 |
0.9539 |
0.9539 |
0.9527 |
| S1 |
0.9469 |
0.9469 |
0.9506 |
0.9446 |
| S2 |
0.9422 |
0.9422 |
0.9496 |
|
| S3 |
0.9305 |
0.9352 |
0.9485 |
|
| S4 |
0.9188 |
0.9235 |
0.9453 |
|
|
| Weekly Pivots for week ending 20-Aug-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0313 |
1.0159 |
0.9651 |
|
| R3 |
1.0069 |
0.9915 |
0.9584 |
|
| R2 |
0.9825 |
0.9825 |
0.9562 |
|
| R1 |
0.9671 |
0.9671 |
0.9539 |
0.9626 |
| PP |
0.9581 |
0.9581 |
0.9581 |
0.9559 |
| S1 |
0.9427 |
0.9427 |
0.9495 |
0.9382 |
| S2 |
0.9337 |
0.9337 |
0.9472 |
|
| S3 |
0.9093 |
0.9183 |
0.9450 |
|
| S4 |
0.8849 |
0.8939 |
0.9383 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9735 |
0.9491 |
0.0244 |
2.6% |
0.0107 |
1.1% |
11% |
False |
True |
1,003 |
| 10 |
0.9735 |
0.9491 |
0.0244 |
2.6% |
0.0097 |
1.0% |
11% |
False |
True |
882 |
| 20 |
0.9867 |
0.9491 |
0.0376 |
4.0% |
0.0093 |
1.0% |
7% |
False |
True |
700 |
| 40 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0099 |
1.0% |
32% |
False |
False |
510 |
| 60 |
0.9867 |
0.9356 |
0.0511 |
5.4% |
0.0099 |
1.0% |
32% |
False |
False |
396 |
| 80 |
0.9955 |
0.9230 |
0.0725 |
7.6% |
0.0100 |
1.1% |
40% |
False |
False |
332 |
| 100 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0091 |
1.0% |
37% |
False |
False |
282 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.2% |
0.0081 |
0.8% |
37% |
False |
False |
240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0105 |
|
2.618 |
0.9914 |
|
1.618 |
0.9797 |
|
1.000 |
0.9725 |
|
0.618 |
0.9680 |
|
HIGH |
0.9608 |
|
0.618 |
0.9563 |
|
0.500 |
0.9550 |
|
0.382 |
0.9536 |
|
LOW |
0.9491 |
|
0.618 |
0.9419 |
|
1.000 |
0.9374 |
|
1.618 |
0.9302 |
|
2.618 |
0.9185 |
|
4.250 |
0.8994 |
|
|
| Fisher Pivots for day following 20-Aug-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9550 |
0.9613 |
| PP |
0.9539 |
0.9581 |
| S1 |
0.9528 |
0.9549 |
|