CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9736 |
0.9792 |
0.0056 |
0.6% |
0.9862 |
| High |
0.9835 |
0.9810 |
-0.0025 |
-0.3% |
0.9878 |
| Low |
0.9725 |
0.9727 |
0.0002 |
0.0% |
0.9625 |
| Close |
0.9807 |
0.9750 |
-0.0057 |
-0.6% |
0.9723 |
| Range |
0.0110 |
0.0083 |
-0.0027 |
-24.5% |
0.0253 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
61,755 |
70,124 |
8,369 |
13.6% |
459,521 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0011 |
0.9964 |
0.9796 |
|
| R3 |
0.9928 |
0.9881 |
0.9773 |
|
| R2 |
0.9845 |
0.9845 |
0.9765 |
|
| R1 |
0.9798 |
0.9798 |
0.9758 |
0.9780 |
| PP |
0.9762 |
0.9762 |
0.9762 |
0.9754 |
| S1 |
0.9715 |
0.9715 |
0.9742 |
0.9697 |
| S2 |
0.9679 |
0.9679 |
0.9735 |
|
| S3 |
0.9596 |
0.9632 |
0.9727 |
|
| S4 |
0.9513 |
0.9549 |
0.9704 |
|
|
| 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 |
0.9650 |
0.0185 |
1.9% |
0.0107 |
1.1% |
54% |
False |
False |
73,810 |
| 10 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0117 |
1.2% |
33% |
False |
False |
85,078 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0110 |
1.1% |
33% |
False |
False |
86,441 |
| 40 |
1.0005 |
0.9371 |
0.0634 |
6.5% |
0.0106 |
1.1% |
60% |
False |
False |
68,832 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0103 |
1.1% |
61% |
False |
False |
46,308 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0101 |
1.0% |
61% |
False |
False |
34,839 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0101 |
1.0% |
61% |
False |
False |
27,911 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.9% |
0.0100 |
1.0% |
67% |
False |
False |
23,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0163 |
|
2.618 |
1.0027 |
|
1.618 |
0.9944 |
|
1.000 |
0.9893 |
|
0.618 |
0.9861 |
|
HIGH |
0.9810 |
|
0.618 |
0.9778 |
|
0.500 |
0.9769 |
|
0.382 |
0.9759 |
|
LOW |
0.9727 |
|
0.618 |
0.9676 |
|
1.000 |
0.9644 |
|
1.618 |
0.9593 |
|
2.618 |
0.9510 |
|
4.250 |
0.9374 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9769 |
0.9765 |
| PP |
0.9762 |
0.9760 |
| S1 |
0.9756 |
0.9755 |
|