CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9884 |
0.9948 |
0.0064 |
0.6% |
0.9794 |
| High |
0.9975 |
1.0005 |
0.0030 |
0.3% |
0.9922 |
| Low |
0.9879 |
0.9911 |
0.0032 |
0.3% |
0.9710 |
| Close |
0.9949 |
0.9916 |
-0.0033 |
-0.3% |
0.9855 |
| Range |
0.0096 |
0.0094 |
-0.0002 |
-2.1% |
0.0212 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
73,131 |
81,793 |
8,662 |
11.8% |
451,882 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0165 |
0.9968 |
|
| R3 |
1.0132 |
1.0071 |
0.9942 |
|
| R2 |
1.0038 |
1.0038 |
0.9933 |
|
| R1 |
0.9977 |
0.9977 |
0.9925 |
0.9961 |
| PP |
0.9944 |
0.9944 |
0.9944 |
0.9936 |
| S1 |
0.9883 |
0.9883 |
0.9907 |
0.9867 |
| S2 |
0.9850 |
0.9850 |
0.9899 |
|
| S3 |
0.9756 |
0.9789 |
0.9890 |
|
| S4 |
0.9662 |
0.9695 |
0.9864 |
|
|
| 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 |
1.0005 |
0.9750 |
0.0255 |
2.6% |
0.0096 |
1.0% |
65% |
True |
False |
73,036 |
| 10 |
1.0005 |
0.9680 |
0.0325 |
3.3% |
0.0102 |
1.0% |
73% |
True |
False |
82,402 |
| 20 |
1.0005 |
0.9617 |
0.0388 |
3.9% |
0.0103 |
1.0% |
77% |
True |
False |
80,750 |
| 40 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0101 |
1.0% |
86% |
True |
False |
51,851 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0098 |
1.0% |
86% |
True |
False |
34,783 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0099 |
1.0% |
86% |
True |
False |
26,170 |
| 100 |
1.0005 |
0.9325 |
0.0680 |
6.9% |
0.0100 |
1.0% |
87% |
True |
False |
20,966 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.8% |
0.0100 |
1.0% |
89% |
True |
False |
17,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0405 |
|
2.618 |
1.0251 |
|
1.618 |
1.0157 |
|
1.000 |
1.0099 |
|
0.618 |
1.0063 |
|
HIGH |
1.0005 |
|
0.618 |
0.9969 |
|
0.500 |
0.9958 |
|
0.382 |
0.9947 |
|
LOW |
0.9911 |
|
0.618 |
0.9853 |
|
1.000 |
0.9817 |
|
1.618 |
0.9759 |
|
2.618 |
0.9665 |
|
4.250 |
0.9512 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9958 |
0.9912 |
| PP |
0.9944 |
0.9908 |
| S1 |
0.9930 |
0.9905 |
|