CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9669 |
0.9777 |
0.0108 |
1.1% |
0.9879 |
| High |
0.9784 |
0.9823 |
0.0039 |
0.4% |
1.0005 |
| Low |
0.9650 |
0.9693 |
0.0043 |
0.4% |
0.9804 |
| Close |
0.9768 |
0.9722 |
-0.0046 |
-0.5% |
0.9856 |
| Range |
0.0134 |
0.0130 |
-0.0004 |
-3.0% |
0.0201 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
1.0% |
0.0000 |
| Volume |
90,780 |
92,886 |
2,106 |
2.3% |
368,055 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0136 |
1.0059 |
0.9794 |
|
| R3 |
1.0006 |
0.9929 |
0.9758 |
|
| R2 |
0.9876 |
0.9876 |
0.9746 |
|
| R1 |
0.9799 |
0.9799 |
0.9734 |
0.9773 |
| PP |
0.9746 |
0.9746 |
0.9746 |
0.9733 |
| S1 |
0.9669 |
0.9669 |
0.9710 |
0.9643 |
| S2 |
0.9616 |
0.9616 |
0.9698 |
|
| S3 |
0.9486 |
0.9539 |
0.9686 |
|
| S4 |
0.9356 |
0.9409 |
0.9651 |
|
|
| 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 |
0.9974 |
0.9625 |
0.0349 |
3.6% |
0.0141 |
1.5% |
28% |
False |
False |
102,095 |
| 10 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0119 |
1.2% |
26% |
False |
False |
87,565 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0110 |
1.1% |
26% |
False |
False |
88,487 |
| 40 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0107 |
1.1% |
57% |
False |
False |
64,356 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.1% |
57% |
False |
False |
43,235 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
57% |
False |
False |
32,533 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.1% |
57% |
False |
False |
26,064 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
8.0% |
0.0102 |
1.1% |
63% |
False |
False |
21,746 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0376 |
|
2.618 |
1.0163 |
|
1.618 |
1.0033 |
|
1.000 |
0.9953 |
|
0.618 |
0.9903 |
|
HIGH |
0.9823 |
|
0.618 |
0.9773 |
|
0.500 |
0.9758 |
|
0.382 |
0.9743 |
|
LOW |
0.9693 |
|
0.618 |
0.9613 |
|
1.000 |
0.9563 |
|
1.618 |
0.9483 |
|
2.618 |
0.9353 |
|
4.250 |
0.9141 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9758 |
0.9726 |
| PP |
0.9746 |
0.9725 |
| S1 |
0.9734 |
0.9723 |
|