CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9767 |
0.9717 |
-0.0050 |
-0.5% |
0.9725 |
| High |
0.9780 |
0.9805 |
0.0025 |
0.3% |
0.9775 |
| Low |
0.9725 |
0.9696 |
-0.0029 |
-0.3% |
0.9622 |
| Close |
0.9741 |
0.9806 |
0.0065 |
0.7% |
0.9776 |
| Range |
0.0055 |
0.0109 |
0.0054 |
98.2% |
0.0153 |
| ATR |
0.0084 |
0.0086 |
0.0002 |
2.2% |
0.0000 |
| Volume |
154 |
285 |
131 |
85.1% |
688 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0096 |
1.0060 |
0.9866 |
|
| R3 |
0.9987 |
0.9951 |
0.9836 |
|
| R2 |
0.9878 |
0.9878 |
0.9826 |
|
| R1 |
0.9842 |
0.9842 |
0.9816 |
0.9860 |
| PP |
0.9769 |
0.9769 |
0.9769 |
0.9778 |
| S1 |
0.9733 |
0.9733 |
0.9796 |
0.9751 |
| S2 |
0.9660 |
0.9660 |
0.9786 |
|
| S3 |
0.9551 |
0.9624 |
0.9776 |
|
| S4 |
0.9442 |
0.9515 |
0.9746 |
|
|
| 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 |
0.9805 |
0.9623 |
0.0182 |
1.9% |
0.0091 |
0.9% |
101% |
True |
False |
158 |
| 10 |
0.9805 |
0.9600 |
0.0205 |
2.1% |
0.0091 |
0.9% |
100% |
True |
False |
157 |
| 20 |
0.9805 |
0.9500 |
0.0305 |
3.1% |
0.0081 |
0.8% |
100% |
True |
False |
158 |
| 40 |
0.9805 |
0.9338 |
0.0467 |
4.8% |
0.0073 |
0.7% |
100% |
True |
False |
123 |
| 60 |
0.9830 |
0.9338 |
0.0492 |
5.0% |
0.0062 |
0.6% |
95% |
False |
False |
91 |
| 80 |
0.9830 |
0.9338 |
0.0492 |
5.0% |
0.0052 |
0.5% |
95% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0268 |
|
2.618 |
1.0090 |
|
1.618 |
0.9981 |
|
1.000 |
0.9914 |
|
0.618 |
0.9872 |
|
HIGH |
0.9805 |
|
0.618 |
0.9763 |
|
0.500 |
0.9751 |
|
0.382 |
0.9738 |
|
LOW |
0.9696 |
|
0.618 |
0.9629 |
|
1.000 |
0.9587 |
|
1.618 |
0.9520 |
|
2.618 |
0.9411 |
|
4.250 |
0.9233 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9788 |
0.9784 |
| PP |
0.9769 |
0.9761 |
| S1 |
0.9751 |
0.9739 |
|