CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 07-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2010 |
07-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9857 |
0.0052 |
0.5% |
0.9725 |
| High |
0.9889 |
0.9873 |
-0.0016 |
-0.2% |
0.9775 |
| Low |
0.9805 |
0.9766 |
-0.0039 |
-0.4% |
0.9622 |
| Close |
0.9864 |
0.9779 |
-0.0085 |
-0.9% |
0.9776 |
| Range |
0.0084 |
0.0107 |
0.0023 |
27.4% |
0.0153 |
| ATR |
0.0085 |
0.0087 |
0.0002 |
1.8% |
0.0000 |
| Volume |
394 |
211 |
-183 |
-46.4% |
688 |
|
| Daily Pivots for day following 07-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0127 |
1.0060 |
0.9838 |
|
| R3 |
1.0020 |
0.9953 |
0.9808 |
|
| R2 |
0.9913 |
0.9913 |
0.9799 |
|
| R1 |
0.9846 |
0.9846 |
0.9789 |
0.9826 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9796 |
| S1 |
0.9739 |
0.9739 |
0.9769 |
0.9719 |
| S2 |
0.9699 |
0.9699 |
0.9759 |
|
| S3 |
0.9592 |
0.9632 |
0.9750 |
|
| S4 |
0.9485 |
0.9525 |
0.9720 |
|
|
| 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 |
0.9672 |
0.0217 |
2.2% |
0.0092 |
0.9% |
49% |
False |
False |
241 |
| 10 |
0.9889 |
0.9622 |
0.0267 |
2.7% |
0.0088 |
0.9% |
59% |
False |
False |
185 |
| 20 |
0.9889 |
0.9600 |
0.0289 |
3.0% |
0.0083 |
0.8% |
62% |
False |
False |
179 |
| 40 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0073 |
0.7% |
80% |
False |
False |
137 |
| 60 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0063 |
0.6% |
80% |
False |
False |
98 |
| 80 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0053 |
0.5% |
80% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0328 |
|
2.618 |
1.0153 |
|
1.618 |
1.0046 |
|
1.000 |
0.9980 |
|
0.618 |
0.9939 |
|
HIGH |
0.9873 |
|
0.618 |
0.9832 |
|
0.500 |
0.9820 |
|
0.382 |
0.9807 |
|
LOW |
0.9766 |
|
0.618 |
0.9700 |
|
1.000 |
0.9659 |
|
1.618 |
0.9593 |
|
2.618 |
0.9486 |
|
4.250 |
0.9311 |
|
|
| Fisher Pivots for day following 07-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9820 |
0.9793 |
| PP |
0.9806 |
0.9788 |
| S1 |
0.9793 |
0.9784 |
|