CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 30-Sep-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Sep-2010 |
30-Sep-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9670 |
0.9649 |
-0.0021 |
-0.2% |
0.9661 |
| High |
0.9714 |
0.9731 |
0.0017 |
0.2% |
0.9763 |
| Low |
0.9633 |
0.9623 |
-0.0010 |
-0.1% |
0.9600 |
| Close |
0.9664 |
0.9691 |
0.0027 |
0.3% |
0.9700 |
| Range |
0.0081 |
0.0108 |
0.0027 |
33.3% |
0.0163 |
| ATR |
0.0083 |
0.0085 |
0.0002 |
2.2% |
0.0000 |
| Volume |
91 |
97 |
6 |
6.6% |
677 |
|
| Daily Pivots for day following 30-Sep-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0006 |
0.9956 |
0.9750 |
|
| R3 |
0.9898 |
0.9848 |
0.9721 |
|
| R2 |
0.9790 |
0.9790 |
0.9711 |
|
| R1 |
0.9740 |
0.9740 |
0.9701 |
0.9765 |
| PP |
0.9682 |
0.9682 |
0.9682 |
0.9694 |
| S1 |
0.9632 |
0.9632 |
0.9681 |
0.9657 |
| S2 |
0.9574 |
0.9574 |
0.9671 |
|
| S3 |
0.9466 |
0.9524 |
0.9661 |
|
| S4 |
0.9358 |
0.9416 |
0.9632 |
|
|
| 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 |
0.9622 |
0.0119 |
1.2% |
0.0085 |
0.9% |
58% |
False |
False |
129 |
| 10 |
0.9763 |
0.9600 |
0.0163 |
1.7% |
0.0090 |
0.9% |
56% |
False |
False |
124 |
| 20 |
0.9763 |
0.9460 |
0.0303 |
3.1% |
0.0077 |
0.8% |
76% |
False |
False |
141 |
| 40 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0070 |
0.7% |
72% |
False |
False |
111 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0060 |
0.6% |
72% |
False |
False |
81 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0049 |
0.5% |
72% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0190 |
|
2.618 |
1.0014 |
|
1.618 |
0.9906 |
|
1.000 |
0.9839 |
|
0.618 |
0.9798 |
|
HIGH |
0.9731 |
|
0.618 |
0.9690 |
|
0.500 |
0.9677 |
|
0.382 |
0.9664 |
|
LOW |
0.9623 |
|
0.618 |
0.9556 |
|
1.000 |
0.9515 |
|
1.618 |
0.9448 |
|
2.618 |
0.9340 |
|
4.250 |
0.9164 |
|
|
| Fisher Pivots for day following 30-Sep-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9686 |
0.9686 |
| PP |
0.9682 |
0.9681 |
| S1 |
0.9677 |
0.9677 |
|