CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9666 |
0.9691 |
0.0025 |
0.3% |
0.9742 |
| High |
0.9758 |
0.9801 |
0.0043 |
0.4% |
0.9801 |
| Low |
0.9645 |
0.9680 |
0.0035 |
0.4% |
0.9633 |
| Close |
0.9713 |
0.9798 |
0.0085 |
0.9% |
0.9798 |
| Range |
0.0113 |
0.0121 |
0.0008 |
7.1% |
0.0168 |
| ATR |
0.0102 |
0.0103 |
0.0001 |
1.4% |
0.0000 |
| Volume |
129,309 |
108,549 |
-20,760 |
-16.1% |
467,120 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0081 |
0.9865 |
|
| R3 |
1.0002 |
0.9960 |
0.9831 |
|
| R2 |
0.9881 |
0.9881 |
0.9820 |
|
| R1 |
0.9839 |
0.9839 |
0.9809 |
0.9860 |
| PP |
0.9760 |
0.9760 |
0.9760 |
0.9770 |
| S1 |
0.9718 |
0.9718 |
0.9787 |
0.9739 |
| S2 |
0.9639 |
0.9639 |
0.9776 |
|
| S3 |
0.9518 |
0.9597 |
0.9765 |
|
| S4 |
0.9397 |
0.9476 |
0.9731 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0248 |
1.0191 |
0.9890 |
|
| R3 |
1.0080 |
1.0023 |
0.9844 |
|
| R2 |
0.9912 |
0.9912 |
0.9829 |
|
| R1 |
0.9855 |
0.9855 |
0.9813 |
0.9884 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9758 |
| S1 |
0.9687 |
0.9687 |
0.9783 |
0.9716 |
| S2 |
0.9576 |
0.9576 |
0.9767 |
|
| S3 |
0.9408 |
0.9519 |
0.9752 |
|
| S4 |
0.9240 |
0.9351 |
0.9706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9801 |
0.9633 |
0.0168 |
1.7% |
0.0095 |
1.0% |
98% |
True |
False |
93,424 |
| 10 |
0.9801 |
0.9617 |
0.0184 |
1.9% |
0.0104 |
1.1% |
98% |
True |
False |
83,744 |
| 20 |
0.9801 |
0.9496 |
0.0305 |
3.1% |
0.0098 |
1.0% |
99% |
True |
False |
66,137 |
| 40 |
0.9801 |
0.9352 |
0.0449 |
4.6% |
0.0100 |
1.0% |
99% |
True |
False |
34,151 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
87% |
False |
False |
22,918 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
87% |
False |
False |
17,244 |
| 100 |
0.9867 |
0.9230 |
0.0637 |
6.5% |
0.0099 |
1.0% |
89% |
False |
False |
13,830 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0098 |
1.0% |
73% |
False |
False |
11,536 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0315 |
|
2.618 |
1.0118 |
|
1.618 |
0.9997 |
|
1.000 |
0.9922 |
|
0.618 |
0.9876 |
|
HIGH |
0.9801 |
|
0.618 |
0.9755 |
|
0.500 |
0.9741 |
|
0.382 |
0.9726 |
|
LOW |
0.9680 |
|
0.618 |
0.9605 |
|
1.000 |
0.9559 |
|
1.618 |
0.9484 |
|
2.618 |
0.9363 |
|
4.250 |
0.9166 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9779 |
0.9773 |
| PP |
0.9760 |
0.9748 |
| S1 |
0.9741 |
0.9723 |
|