CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9862 |
0.9821 |
-0.0041 |
-0.4% |
0.9879 |
| High |
0.9878 |
0.9827 |
-0.0051 |
-0.5% |
1.0005 |
| Low |
0.9763 |
0.9625 |
-0.0138 |
-1.4% |
0.9804 |
| Close |
0.9843 |
0.9659 |
-0.0184 |
-1.9% |
0.9856 |
| Range |
0.0115 |
0.0202 |
0.0087 |
75.7% |
0.0201 |
| ATR |
0.0104 |
0.0112 |
0.0008 |
7.8% |
0.0000 |
| Volume |
79,760 |
142,589 |
62,829 |
78.8% |
368,055 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0186 |
0.9770 |
|
| R3 |
1.0108 |
0.9984 |
0.9715 |
|
| R2 |
0.9906 |
0.9906 |
0.9696 |
|
| R1 |
0.9782 |
0.9782 |
0.9678 |
0.9743 |
| PP |
0.9704 |
0.9704 |
0.9704 |
0.9684 |
| S1 |
0.9580 |
0.9580 |
0.9640 |
0.9541 |
| S2 |
0.9502 |
0.9502 |
0.9622 |
|
| S3 |
0.9300 |
0.9378 |
0.9603 |
|
| S4 |
0.9098 |
0.9176 |
0.9548 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0491 |
1.0375 |
0.9967 |
|
| R3 |
1.0290 |
1.0174 |
0.9911 |
|
| R2 |
1.0089 |
1.0089 |
0.9893 |
|
| R1 |
0.9973 |
0.9973 |
0.9874 |
0.9931 |
| PP |
0.9888 |
0.9888 |
0.9888 |
0.9867 |
| S1 |
0.9772 |
0.9772 |
0.9838 |
0.9730 |
| S2 |
0.9687 |
0.9687 |
0.9819 |
|
| S3 |
0.9486 |
0.9571 |
0.9801 |
|
| S4 |
0.9285 |
0.9370 |
0.9745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0127 |
1.3% |
9% |
False |
True |
96,346 |
| 10 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0116 |
1.2% |
9% |
False |
True |
88,952 |
| 20 |
1.0005 |
0.9617 |
0.0388 |
4.0% |
0.0110 |
1.1% |
11% |
False |
False |
87,537 |
| 40 |
1.0005 |
0.9352 |
0.0653 |
6.8% |
0.0104 |
1.1% |
47% |
False |
False |
59,920 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.8% |
0.0101 |
1.0% |
47% |
False |
False |
40,203 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.8% |
0.0103 |
1.1% |
47% |
False |
False |
30,244 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.8% |
0.0101 |
1.1% |
47% |
False |
False |
24,230 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
8.0% |
0.0101 |
1.1% |
55% |
False |
False |
20,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0686 |
|
2.618 |
1.0356 |
|
1.618 |
1.0154 |
|
1.000 |
1.0029 |
|
0.618 |
0.9952 |
|
HIGH |
0.9827 |
|
0.618 |
0.9750 |
|
0.500 |
0.9726 |
|
0.382 |
0.9702 |
|
LOW |
0.9625 |
|
0.618 |
0.9500 |
|
1.000 |
0.9423 |
|
1.618 |
0.9298 |
|
2.618 |
0.9096 |
|
4.250 |
0.8767 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9726 |
0.9800 |
| PP |
0.9704 |
0.9753 |
| S1 |
0.9681 |
0.9706 |
|