CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 01-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2010 |
01-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9649 |
0.9672 |
0.0023 |
0.2% |
0.9725 |
| High |
0.9731 |
0.9775 |
0.0044 |
0.5% |
0.9775 |
| Low |
0.9623 |
0.9672 |
0.0049 |
0.5% |
0.9622 |
| Close |
0.9691 |
0.9776 |
0.0085 |
0.9% |
0.9776 |
| Range |
0.0108 |
0.0103 |
-0.0005 |
-4.6% |
0.0153 |
| ATR |
0.0085 |
0.0086 |
0.0001 |
1.5% |
0.0000 |
| Volume |
97 |
164 |
67 |
69.1% |
688 |
|
| Daily Pivots for day following 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0050 |
1.0016 |
0.9833 |
|
| R3 |
0.9947 |
0.9913 |
0.9804 |
|
| R2 |
0.9844 |
0.9844 |
0.9795 |
|
| R1 |
0.9810 |
0.9810 |
0.9785 |
0.9827 |
| PP |
0.9741 |
0.9741 |
0.9741 |
0.9750 |
| S1 |
0.9707 |
0.9707 |
0.9767 |
0.9724 |
| S2 |
0.9638 |
0.9638 |
0.9757 |
|
| S3 |
0.9535 |
0.9604 |
0.9748 |
|
| S4 |
0.9432 |
0.9501 |
0.9719 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0133 |
0.9860 |
|
| R3 |
1.0030 |
0.9980 |
0.9818 |
|
| R2 |
0.9877 |
0.9877 |
0.9804 |
|
| R1 |
0.9827 |
0.9827 |
0.9790 |
0.9852 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9737 |
| S1 |
0.9674 |
0.9674 |
0.9762 |
0.9699 |
| S2 |
0.9571 |
0.9571 |
0.9748 |
|
| S3 |
0.9418 |
0.9521 |
0.9734 |
|
| S4 |
0.9265 |
0.9368 |
0.9692 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9775 |
0.9622 |
0.0153 |
1.6% |
0.0083 |
0.8% |
101% |
True |
False |
137 |
| 10 |
0.9775 |
0.9600 |
0.0175 |
1.8% |
0.0090 |
0.9% |
101% |
True |
False |
136 |
| 20 |
0.9775 |
0.9500 |
0.0275 |
2.8% |
0.0081 |
0.8% |
100% |
True |
False |
145 |
| 40 |
0.9775 |
0.9338 |
0.0437 |
4.5% |
0.0071 |
0.7% |
100% |
True |
False |
115 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.0% |
0.0061 |
0.6% |
89% |
False |
False |
83 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.0% |
0.0050 |
0.5% |
89% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0045 |
|
1.618 |
0.9942 |
|
1.000 |
0.9878 |
|
0.618 |
0.9839 |
|
HIGH |
0.9775 |
|
0.618 |
0.9736 |
|
0.500 |
0.9724 |
|
0.382 |
0.9711 |
|
LOW |
0.9672 |
|
0.618 |
0.9608 |
|
1.000 |
0.9569 |
|
1.618 |
0.9505 |
|
2.618 |
0.9402 |
|
4.250 |
0.9234 |
|
|
| Fisher Pivots for day following 01-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9759 |
0.9750 |
| PP |
0.9741 |
0.9725 |
| S1 |
0.9724 |
0.9699 |
|