CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 25-Oct-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
Open |
0.9733 |
0.9736 |
0.0003 |
0.0% |
0.9862 |
High |
0.9770 |
0.9835 |
0.0065 |
0.7% |
0.9878 |
Low |
0.9694 |
0.9725 |
0.0031 |
0.3% |
0.9625 |
Close |
0.9723 |
0.9807 |
0.0084 |
0.9% |
0.9723 |
Range |
0.0076 |
0.0110 |
0.0034 |
44.7% |
0.0253 |
ATR |
0.0112 |
0.0112 |
0.0000 |
0.0% |
0.0000 |
Volume |
53,506 |
61,755 |
8,249 |
15.4% |
459,521 |
|
Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0119 |
1.0073 |
0.9868 |
|
R3 |
1.0009 |
0.9963 |
0.9837 |
|
R2 |
0.9899 |
0.9899 |
0.9827 |
|
R1 |
0.9853 |
0.9853 |
0.9817 |
0.9876 |
PP |
0.9789 |
0.9789 |
0.9789 |
0.9801 |
S1 |
0.9743 |
0.9743 |
0.9797 |
0.9766 |
S2 |
0.9679 |
0.9679 |
0.9787 |
|
S3 |
0.9569 |
0.9633 |
0.9777 |
|
S4 |
0.9459 |
0.9523 |
0.9747 |
|
|
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 |
0.9835 |
0.9625 |
0.0210 |
2.1% |
0.0130 |
1.3% |
87% |
True |
False |
88,303 |
10 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0118 |
1.2% |
48% |
False |
False |
85,489 |
20 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0110 |
1.1% |
48% |
False |
False |
87,390 |
40 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0106 |
1.1% |
70% |
False |
False |
67,108 |
60 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
70% |
False |
False |
45,146 |
80 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
70% |
False |
False |
33,963 |
100 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
70% |
False |
False |
27,215 |
120 |
1.0005 |
0.9230 |
0.0775 |
7.9% |
0.0100 |
1.0% |
74% |
False |
False |
22,705 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0303 |
2.618 |
1.0123 |
1.618 |
1.0013 |
1.000 |
0.9945 |
0.618 |
0.9903 |
HIGH |
0.9835 |
0.618 |
0.9793 |
0.500 |
0.9780 |
0.382 |
0.9767 |
LOW |
0.9725 |
0.618 |
0.9657 |
1.000 |
0.9615 |
1.618 |
0.9547 |
2.618 |
0.9437 |
4.250 |
0.9258 |
|
|
Fisher Pivots for day following 25-Oct-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9798 |
0.9793 |
PP |
0.9789 |
0.9778 |
S1 |
0.9780 |
0.9764 |
|