CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 29-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Sep-2010 |
29-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9661 |
0.9670 |
0.0009 |
0.1% |
0.9661 |
| High |
0.9678 |
0.9714 |
0.0036 |
0.4% |
0.9763 |
| Low |
0.9622 |
0.9633 |
0.0011 |
0.1% |
0.9600 |
| Close |
0.9660 |
0.9664 |
0.0004 |
0.0% |
0.9700 |
| Range |
0.0056 |
0.0081 |
0.0025 |
44.6% |
0.0163 |
| ATR |
0.0083 |
0.0083 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
203 |
91 |
-112 |
-55.2% |
677 |
|
| Daily Pivots for day following 29-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9913 |
0.9870 |
0.9709 |
|
| R3 |
0.9832 |
0.9789 |
0.9686 |
|
| R2 |
0.9751 |
0.9751 |
0.9679 |
|
| R1 |
0.9708 |
0.9708 |
0.9671 |
0.9689 |
| PP |
0.9670 |
0.9670 |
0.9670 |
0.9661 |
| S1 |
0.9627 |
0.9627 |
0.9657 |
0.9608 |
| S2 |
0.9589 |
0.9589 |
0.9649 |
|
| S3 |
0.9508 |
0.9546 |
0.9642 |
|
| S4 |
0.9427 |
0.9465 |
0.9619 |
|
|
| Weekly Pivots for week ending 24-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0177 |
1.0101 |
0.9790 |
|
| R3 |
1.0014 |
0.9938 |
0.9745 |
|
| R2 |
0.9851 |
0.9851 |
0.9730 |
|
| R1 |
0.9775 |
0.9775 |
0.9715 |
0.9813 |
| PP |
0.9688 |
0.9688 |
0.9688 |
0.9707 |
| S1 |
0.9612 |
0.9612 |
0.9685 |
0.9650 |
| S2 |
0.9525 |
0.9525 |
0.9670 |
|
| S3 |
0.9362 |
0.9449 |
0.9655 |
|
| S4 |
0.9199 |
0.9286 |
0.9610 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9741 |
0.9600 |
0.0141 |
1.5% |
0.0078 |
0.8% |
45% |
False |
False |
150 |
| 10 |
0.9763 |
0.9600 |
0.0163 |
1.7% |
0.0082 |
0.8% |
39% |
False |
False |
155 |
| 20 |
0.9763 |
0.9356 |
0.0407 |
4.2% |
0.0078 |
0.8% |
76% |
False |
False |
144 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0068 |
0.7% |
66% |
False |
False |
109 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0058 |
0.6% |
66% |
False |
False |
80 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0047 |
0.5% |
66% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0058 |
|
2.618 |
0.9926 |
|
1.618 |
0.9845 |
|
1.000 |
0.9795 |
|
0.618 |
0.9764 |
|
HIGH |
0.9714 |
|
0.618 |
0.9683 |
|
0.500 |
0.9674 |
|
0.382 |
0.9664 |
|
LOW |
0.9633 |
|
0.618 |
0.9583 |
|
1.000 |
0.9552 |
|
1.618 |
0.9502 |
|
2.618 |
0.9421 |
|
4.250 |
0.9289 |
|
|
| Fisher Pivots for day following 29-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9674 |
0.9682 |
| PP |
0.9670 |
0.9676 |
| S1 |
0.9667 |
0.9670 |
|