CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 20-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
0.9821 |
0.9669 |
-0.0152 |
-1.5% |
0.9879 |
High |
0.9827 |
0.9784 |
-0.0043 |
-0.4% |
1.0005 |
Low |
0.9625 |
0.9650 |
0.0025 |
0.3% |
0.9804 |
Close |
0.9659 |
0.9768 |
0.0109 |
1.1% |
0.9856 |
Range |
0.0202 |
0.0134 |
-0.0068 |
-33.7% |
0.0201 |
ATR |
0.0112 |
0.0114 |
0.0002 |
1.4% |
0.0000 |
Volume |
142,589 |
90,780 |
-51,809 |
-36.3% |
368,055 |
|
Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0136 |
1.0086 |
0.9842 |
|
R3 |
1.0002 |
0.9952 |
0.9805 |
|
R2 |
0.9868 |
0.9868 |
0.9793 |
|
R1 |
0.9818 |
0.9818 |
0.9780 |
0.9843 |
PP |
0.9734 |
0.9734 |
0.9734 |
0.9747 |
S1 |
0.9684 |
0.9684 |
0.9756 |
0.9709 |
S2 |
0.9600 |
0.9600 |
0.9743 |
|
S3 |
0.9466 |
0.9550 |
0.9731 |
|
S4 |
0.9332 |
0.9416 |
0.9694 |
|
|
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% |
0.0134 |
1.4% |
38% |
False |
False |
99,876 |
10 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0119 |
1.2% |
38% |
False |
False |
87,867 |
20 |
1.0005 |
0.9617 |
0.0388 |
4.0% |
0.0108 |
1.1% |
39% |
False |
False |
87,216 |
40 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0106 |
1.1% |
64% |
False |
False |
62,088 |
60 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0101 |
1.0% |
64% |
False |
False |
41,699 |
80 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
64% |
False |
False |
31,378 |
100 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
64% |
False |
False |
25,137 |
120 |
1.0005 |
0.9230 |
0.0775 |
7.9% |
0.0102 |
1.0% |
69% |
False |
False |
20,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0354 |
2.618 |
1.0135 |
1.618 |
1.0001 |
1.000 |
0.9918 |
0.618 |
0.9867 |
HIGH |
0.9784 |
0.618 |
0.9733 |
0.500 |
0.9717 |
0.382 |
0.9701 |
LOW |
0.9650 |
0.618 |
0.9567 |
1.000 |
0.9516 |
1.618 |
0.9433 |
2.618 |
0.9299 |
4.250 |
0.9081 |
|
|
Fisher Pivots for day following 20-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9751 |
0.9763 |
PP |
0.9734 |
0.9757 |
S1 |
0.9717 |
0.9752 |
|