CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9827 |
0.9876 |
0.0049 |
0.5% |
0.9742 |
| High |
0.9922 |
0.9907 |
-0.0015 |
-0.2% |
0.9801 |
| Low |
0.9820 |
0.9776 |
-0.0044 |
-0.4% |
0.9633 |
| Close |
0.9888 |
0.9803 |
-0.0085 |
-0.9% |
0.9798 |
| Range |
0.0102 |
0.0131 |
0.0029 |
28.4% |
0.0168 |
| ATR |
0.0102 |
0.0104 |
0.0002 |
2.1% |
0.0000 |
| Volume |
101,630 |
95,897 |
-5,733 |
-5.6% |
467,120 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0222 |
1.0143 |
0.9875 |
|
| R3 |
1.0091 |
1.0012 |
0.9839 |
|
| R2 |
0.9960 |
0.9960 |
0.9827 |
|
| R1 |
0.9881 |
0.9881 |
0.9815 |
0.9855 |
| PP |
0.9829 |
0.9829 |
0.9829 |
0.9816 |
| S1 |
0.9750 |
0.9750 |
0.9791 |
0.9724 |
| S2 |
0.9698 |
0.9698 |
0.9779 |
|
| S3 |
0.9567 |
0.9619 |
0.9767 |
|
| S4 |
0.9436 |
0.9488 |
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 |
0.9922 |
0.9680 |
0.0242 |
2.5% |
0.0108 |
1.1% |
51% |
False |
False |
91,768 |
| 10 |
0.9922 |
0.9633 |
0.0289 |
2.9% |
0.0102 |
1.0% |
59% |
False |
False |
89,408 |
| 20 |
0.9922 |
0.9617 |
0.0305 |
3.1% |
0.0098 |
1.0% |
61% |
False |
False |
77,981 |
| 40 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0102 |
1.0% |
79% |
False |
False |
42,845 |
| 60 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0100 |
1.0% |
79% |
False |
False |
28,729 |
| 80 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0100 |
1.0% |
79% |
False |
False |
21,612 |
| 100 |
0.9922 |
0.9230 |
0.0692 |
7.1% |
0.0100 |
1.0% |
83% |
False |
False |
17,331 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0098 |
1.0% |
73% |
False |
False |
14,453 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0464 |
|
2.618 |
1.0250 |
|
1.618 |
1.0119 |
|
1.000 |
1.0038 |
|
0.618 |
0.9988 |
|
HIGH |
0.9907 |
|
0.618 |
0.9857 |
|
0.500 |
0.9842 |
|
0.382 |
0.9826 |
|
LOW |
0.9776 |
|
0.618 |
0.9695 |
|
1.000 |
0.9645 |
|
1.618 |
0.9564 |
|
2.618 |
0.9433 |
|
4.250 |
0.9219 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9842 |
0.9816 |
| PP |
0.9829 |
0.9812 |
| S1 |
0.9816 |
0.9807 |
|