CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9694 |
0.9666 |
-0.0028 |
-0.3% |
0.9663 |
| High |
0.9748 |
0.9758 |
0.0010 |
0.1% |
0.9794 |
| Low |
0.9652 |
0.9645 |
-0.0007 |
-0.1% |
0.9617 |
| Close |
0.9686 |
0.9713 |
0.0027 |
0.3% |
0.9723 |
| Range |
0.0096 |
0.0113 |
0.0017 |
17.7% |
0.0177 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
0.9% |
0.0000 |
| Volume |
79,637 |
129,309 |
49,672 |
62.4% |
370,327 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0044 |
0.9992 |
0.9775 |
|
| R3 |
0.9931 |
0.9879 |
0.9744 |
|
| R2 |
0.9818 |
0.9818 |
0.9734 |
|
| R1 |
0.9766 |
0.9766 |
0.9723 |
0.9792 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9719 |
| S1 |
0.9653 |
0.9653 |
0.9703 |
0.9679 |
| S2 |
0.9592 |
0.9592 |
0.9692 |
|
| S3 |
0.9479 |
0.9540 |
0.9682 |
|
| S4 |
0.9366 |
0.9427 |
0.9651 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0242 |
1.0160 |
0.9820 |
|
| R3 |
1.0065 |
0.9983 |
0.9772 |
|
| R2 |
0.9888 |
0.9888 |
0.9755 |
|
| R1 |
0.9806 |
0.9806 |
0.9739 |
0.9847 |
| PP |
0.9711 |
0.9711 |
0.9711 |
0.9732 |
| S1 |
0.9629 |
0.9629 |
0.9707 |
0.9670 |
| S2 |
0.9534 |
0.9534 |
0.9691 |
|
| S3 |
0.9357 |
0.9452 |
0.9674 |
|
| S4 |
0.9180 |
0.9275 |
0.9626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9765 |
0.9633 |
0.0132 |
1.4% |
0.0095 |
1.0% |
61% |
False |
False |
87,047 |
| 10 |
0.9794 |
0.9617 |
0.0177 |
1.8% |
0.0105 |
1.1% |
54% |
False |
False |
79,098 |
| 20 |
0.9794 |
0.9442 |
0.0352 |
3.6% |
0.0101 |
1.0% |
77% |
False |
False |
61,028 |
| 40 |
0.9830 |
0.9352 |
0.0478 |
4.9% |
0.0101 |
1.0% |
76% |
False |
False |
31,448 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
70% |
False |
False |
21,114 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
70% |
False |
False |
15,889 |
| 100 |
0.9867 |
0.9230 |
0.0637 |
6.6% |
0.0098 |
1.0% |
76% |
False |
False |
12,744 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.1% |
0.0097 |
1.0% |
62% |
False |
False |
10,632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0238 |
|
2.618 |
1.0054 |
|
1.618 |
0.9941 |
|
1.000 |
0.9871 |
|
0.618 |
0.9828 |
|
HIGH |
0.9758 |
|
0.618 |
0.9715 |
|
0.500 |
0.9702 |
|
0.382 |
0.9688 |
|
LOW |
0.9645 |
|
0.618 |
0.9575 |
|
1.000 |
0.9532 |
|
1.618 |
0.9462 |
|
2.618 |
0.9349 |
|
4.250 |
0.9165 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9709 |
0.9707 |
| PP |
0.9705 |
0.9701 |
| S1 |
0.9702 |
0.9696 |
|