CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9879 |
0.9848 |
-0.0031 |
-0.3% |
0.9794 |
| High |
0.9895 |
0.9898 |
0.0003 |
0.0% |
0.9922 |
| Low |
0.9837 |
0.9804 |
-0.0033 |
-0.3% |
0.9710 |
| Close |
0.9857 |
0.9879 |
0.0022 |
0.2% |
0.9855 |
| Range |
0.0058 |
0.0094 |
0.0036 |
62.1% |
0.0212 |
| ATR |
0.0103 |
0.0102 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
34,435 |
74,235 |
39,800 |
115.6% |
451,882 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0142 |
1.0105 |
0.9931 |
|
| R3 |
1.0048 |
1.0011 |
0.9905 |
|
| R2 |
0.9954 |
0.9954 |
0.9896 |
|
| R1 |
0.9917 |
0.9917 |
0.9888 |
0.9936 |
| PP |
0.9860 |
0.9860 |
0.9860 |
0.9870 |
| S1 |
0.9823 |
0.9823 |
0.9870 |
0.9842 |
| S2 |
0.9766 |
0.9766 |
0.9862 |
|
| S3 |
0.9672 |
0.9729 |
0.9853 |
|
| S4 |
0.9578 |
0.9635 |
0.9827 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0465 |
1.0372 |
0.9972 |
|
| R3 |
1.0253 |
1.0160 |
0.9913 |
|
| R2 |
1.0041 |
1.0041 |
0.9894 |
|
| R1 |
0.9948 |
0.9948 |
0.9874 |
0.9995 |
| PP |
0.9829 |
0.9829 |
0.9829 |
0.9852 |
| S1 |
0.9736 |
0.9736 |
0.9836 |
0.9783 |
| S2 |
0.9617 |
0.9617 |
0.9816 |
|
| S3 |
0.9405 |
0.9524 |
0.9797 |
|
| S4 |
0.9193 |
0.9312 |
0.9738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9922 |
0.9750 |
0.0172 |
1.7% |
0.0105 |
1.1% |
75% |
False |
False |
81,557 |
| 10 |
0.9922 |
0.9645 |
0.0277 |
2.8% |
0.0104 |
1.1% |
84% |
False |
False |
87,804 |
| 20 |
0.9922 |
0.9617 |
0.0305 |
3.1% |
0.0100 |
1.0% |
86% |
False |
False |
78,885 |
| 40 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0102 |
1.0% |
92% |
False |
False |
48,020 |
| 60 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0099 |
1.0% |
92% |
False |
False |
32,212 |
| 80 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0100 |
1.0% |
92% |
False |
False |
24,239 |
| 100 |
0.9922 |
0.9230 |
0.0692 |
7.0% |
0.0099 |
1.0% |
94% |
False |
False |
19,426 |
| 120 |
0.9957 |
0.9230 |
0.0727 |
7.4% |
0.0099 |
1.0% |
89% |
False |
False |
16,204 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0298 |
|
2.618 |
1.0144 |
|
1.618 |
1.0050 |
|
1.000 |
0.9992 |
|
0.618 |
0.9956 |
|
HIGH |
0.9898 |
|
0.618 |
0.9862 |
|
0.500 |
0.9851 |
|
0.382 |
0.9840 |
|
LOW |
0.9804 |
|
0.618 |
0.9746 |
|
1.000 |
0.9710 |
|
1.618 |
0.9652 |
|
2.618 |
0.9558 |
|
4.250 |
0.9405 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9870 |
0.9861 |
| PP |
0.9860 |
0.9842 |
| S1 |
0.9851 |
0.9824 |
|