CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9777 |
0.9733 |
-0.0044 |
-0.5% |
0.9862 |
| High |
0.9823 |
0.9770 |
-0.0053 |
-0.5% |
0.9878 |
| Low |
0.9693 |
0.9694 |
0.0001 |
0.0% |
0.9625 |
| Close |
0.9722 |
0.9723 |
0.0001 |
0.0% |
0.9723 |
| Range |
0.0130 |
0.0076 |
-0.0054 |
-41.5% |
0.0253 |
| ATR |
0.0115 |
0.0112 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
92,886 |
53,506 |
-39,380 |
-42.4% |
459,521 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9957 |
0.9916 |
0.9765 |
|
| R3 |
0.9881 |
0.9840 |
0.9744 |
|
| R2 |
0.9805 |
0.9805 |
0.9737 |
|
| R1 |
0.9764 |
0.9764 |
0.9730 |
0.9747 |
| PP |
0.9729 |
0.9729 |
0.9729 |
0.9720 |
| S1 |
0.9688 |
0.9688 |
0.9716 |
0.9671 |
| S2 |
0.9653 |
0.9653 |
0.9709 |
|
| S3 |
0.9577 |
0.9612 |
0.9702 |
|
| S4 |
0.9501 |
0.9536 |
0.9681 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0365 |
0.9862 |
|
| R3 |
1.0248 |
1.0112 |
0.9793 |
|
| R2 |
0.9995 |
0.9995 |
0.9769 |
|
| R1 |
0.9859 |
0.9859 |
0.9746 |
0.9801 |
| PP |
0.9742 |
0.9742 |
0.9742 |
0.9713 |
| S1 |
0.9606 |
0.9606 |
0.9700 |
0.9548 |
| S2 |
0.9489 |
0.9489 |
0.9677 |
|
| S3 |
0.9236 |
0.9353 |
0.9653 |
|
| S4 |
0.8983 |
0.9100 |
0.9584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9878 |
0.9625 |
0.0253 |
2.6% |
0.0131 |
1.4% |
39% |
False |
False |
91,904 |
| 10 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0113 |
1.2% |
26% |
False |
False |
82,757 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0108 |
1.1% |
26% |
False |
False |
87,328 |
| 40 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0106 |
1.1% |
57% |
False |
False |
65,605 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
57% |
False |
False |
44,123 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
57% |
False |
False |
33,194 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0103 |
1.1% |
57% |
False |
False |
26,599 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
8.0% |
0.0102 |
1.1% |
64% |
False |
False |
22,191 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0093 |
|
2.618 |
0.9969 |
|
1.618 |
0.9893 |
|
1.000 |
0.9846 |
|
0.618 |
0.9817 |
|
HIGH |
0.9770 |
|
0.618 |
0.9741 |
|
0.500 |
0.9732 |
|
0.382 |
0.9723 |
|
LOW |
0.9694 |
|
0.618 |
0.9647 |
|
1.000 |
0.9618 |
|
1.618 |
0.9571 |
|
2.618 |
0.9495 |
|
4.250 |
0.9371 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9732 |
0.9737 |
| PP |
0.9729 |
0.9732 |
| S1 |
0.9726 |
0.9728 |
|