CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9672 |
0.9767 |
0.0095 |
1.0% |
0.9725 |
| High |
0.9775 |
0.9780 |
0.0005 |
0.1% |
0.9775 |
| Low |
0.9672 |
0.9725 |
0.0053 |
0.5% |
0.9622 |
| Close |
0.9776 |
0.9741 |
-0.0035 |
-0.4% |
0.9776 |
| Range |
0.0103 |
0.0055 |
-0.0048 |
-46.6% |
0.0153 |
| ATR |
0.0086 |
0.0084 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
164 |
154 |
-10 |
-6.1% |
688 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9914 |
0.9882 |
0.9771 |
|
| R3 |
0.9859 |
0.9827 |
0.9756 |
|
| R2 |
0.9804 |
0.9804 |
0.9751 |
|
| R1 |
0.9772 |
0.9772 |
0.9746 |
0.9761 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9743 |
| S1 |
0.9717 |
0.9717 |
0.9736 |
0.9706 |
| S2 |
0.9694 |
0.9694 |
0.9731 |
|
| S3 |
0.9639 |
0.9662 |
0.9726 |
|
| S4 |
0.9584 |
0.9607 |
0.9711 |
|
|
| 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 |
0.9780 |
0.9622 |
0.0158 |
1.6% |
0.0081 |
0.8% |
75% |
True |
False |
141 |
| 10 |
0.9780 |
0.9600 |
0.0180 |
1.8% |
0.0089 |
0.9% |
78% |
True |
False |
143 |
| 20 |
0.9780 |
0.9500 |
0.0280 |
2.9% |
0.0080 |
0.8% |
86% |
True |
False |
150 |
| 40 |
0.9780 |
0.9338 |
0.0442 |
4.5% |
0.0071 |
0.7% |
91% |
True |
False |
117 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0061 |
0.6% |
82% |
False |
False |
86 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.1% |
0.0051 |
0.5% |
82% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0014 |
|
2.618 |
0.9924 |
|
1.618 |
0.9869 |
|
1.000 |
0.9835 |
|
0.618 |
0.9814 |
|
HIGH |
0.9780 |
|
0.618 |
0.9759 |
|
0.500 |
0.9753 |
|
0.382 |
0.9746 |
|
LOW |
0.9725 |
|
0.618 |
0.9691 |
|
1.000 |
0.9670 |
|
1.618 |
0.9636 |
|
2.618 |
0.9581 |
|
4.250 |
0.9491 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9753 |
0.9728 |
| PP |
0.9749 |
0.9715 |
| S1 |
0.9745 |
0.9702 |
|