CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9717 |
0.9805 |
0.0088 |
0.9% |
0.9725 |
| High |
0.9805 |
0.9889 |
0.0084 |
0.9% |
0.9775 |
| Low |
0.9696 |
0.9805 |
0.0109 |
1.1% |
0.9622 |
| Close |
0.9806 |
0.9864 |
0.0058 |
0.6% |
0.9776 |
| Range |
0.0109 |
0.0084 |
-0.0025 |
-22.9% |
0.0153 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
285 |
394 |
109 |
38.2% |
688 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0105 |
1.0068 |
0.9910 |
|
| R3 |
1.0021 |
0.9984 |
0.9887 |
|
| R2 |
0.9937 |
0.9937 |
0.9879 |
|
| R1 |
0.9900 |
0.9900 |
0.9872 |
0.9919 |
| PP |
0.9853 |
0.9853 |
0.9853 |
0.9862 |
| S1 |
0.9816 |
0.9816 |
0.9856 |
0.9835 |
| S2 |
0.9769 |
0.9769 |
0.9849 |
|
| S3 |
0.9685 |
0.9732 |
0.9841 |
|
| S4 |
0.9601 |
0.9648 |
0.9818 |
|
|
| 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 |
0.9889 |
0.9623 |
0.0266 |
2.7% |
0.0092 |
0.9% |
91% |
True |
False |
218 |
| 10 |
0.9889 |
0.9600 |
0.0289 |
2.9% |
0.0085 |
0.9% |
91% |
True |
False |
184 |
| 20 |
0.9889 |
0.9600 |
0.0289 |
2.9% |
0.0079 |
0.8% |
91% |
True |
False |
174 |
| 40 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0074 |
0.7% |
95% |
True |
False |
133 |
| 60 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0062 |
0.6% |
95% |
True |
False |
97 |
| 80 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0052 |
0.5% |
95% |
True |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0246 |
|
2.618 |
1.0109 |
|
1.618 |
1.0025 |
|
1.000 |
0.9973 |
|
0.618 |
0.9941 |
|
HIGH |
0.9889 |
|
0.618 |
0.9857 |
|
0.500 |
0.9847 |
|
0.382 |
0.9837 |
|
LOW |
0.9805 |
|
0.618 |
0.9753 |
|
1.000 |
0.9721 |
|
1.618 |
0.9669 |
|
2.618 |
0.9585 |
|
4.250 |
0.9448 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9858 |
0.9840 |
| PP |
0.9853 |
0.9816 |
| S1 |
0.9847 |
0.9793 |
|