CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9757 |
0.9723 |
-0.0034 |
-0.3% |
0.9862 |
| High |
0.9767 |
0.9812 |
0.0045 |
0.5% |
0.9878 |
| Low |
0.9660 |
0.9710 |
0.0050 |
0.5% |
0.9625 |
| Close |
0.9700 |
0.9784 |
0.0084 |
0.9% |
0.9723 |
| Range |
0.0107 |
0.0102 |
-0.0005 |
-4.7% |
0.0253 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
0.1% |
0.0000 |
| Volume |
81,852 |
108,305 |
26,453 |
32.3% |
459,521 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0031 |
0.9840 |
|
| R3 |
0.9973 |
0.9929 |
0.9812 |
|
| R2 |
0.9871 |
0.9871 |
0.9803 |
|
| R1 |
0.9827 |
0.9827 |
0.9793 |
0.9849 |
| PP |
0.9769 |
0.9769 |
0.9769 |
0.9780 |
| S1 |
0.9725 |
0.9725 |
0.9775 |
0.9747 |
| S2 |
0.9667 |
0.9667 |
0.9765 |
|
| S3 |
0.9565 |
0.9623 |
0.9756 |
|
| S4 |
0.9463 |
0.9521 |
0.9728 |
|
|
| 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 |
0.9660 |
0.0175 |
1.8% |
0.0096 |
1.0% |
71% |
False |
False |
75,108 |
| 10 |
0.9974 |
0.9625 |
0.0349 |
3.6% |
0.0119 |
1.2% |
46% |
False |
False |
88,601 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0110 |
1.1% |
42% |
False |
False |
85,502 |
| 40 |
1.0005 |
0.9442 |
0.0563 |
5.8% |
0.0105 |
1.1% |
61% |
False |
False |
73,265 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0104 |
1.1% |
66% |
False |
False |
49,466 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
66% |
False |
False |
37,211 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0101 |
1.0% |
66% |
False |
False |
29,812 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.9% |
0.0100 |
1.0% |
71% |
False |
False |
24,871 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0246 |
|
2.618 |
1.0079 |
|
1.618 |
0.9977 |
|
1.000 |
0.9914 |
|
0.618 |
0.9875 |
|
HIGH |
0.9812 |
|
0.618 |
0.9773 |
|
0.500 |
0.9761 |
|
0.382 |
0.9749 |
|
LOW |
0.9710 |
|
0.618 |
0.9647 |
|
1.000 |
0.9608 |
|
1.618 |
0.9545 |
|
2.618 |
0.9443 |
|
4.250 |
0.9277 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9776 |
0.9768 |
| PP |
0.9769 |
0.9752 |
| S1 |
0.9761 |
0.9736 |
|