CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 08-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2010 |
08-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9857 |
0.9794 |
-0.0063 |
-0.6% |
0.9767 |
| High |
0.9873 |
0.9860 |
-0.0013 |
-0.1% |
0.9889 |
| Low |
0.9766 |
0.9747 |
-0.0019 |
-0.2% |
0.9696 |
| Close |
0.9779 |
0.9831 |
0.0052 |
0.5% |
0.9831 |
| Range |
0.0107 |
0.0113 |
0.0006 |
5.6% |
0.0193 |
| ATR |
0.0087 |
0.0089 |
0.0002 |
2.1% |
0.0000 |
| Volume |
211 |
126 |
-85 |
-40.3% |
1,170 |
|
| Daily Pivots for day following 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0152 |
1.0104 |
0.9893 |
|
| R3 |
1.0039 |
0.9991 |
0.9862 |
|
| R2 |
0.9926 |
0.9926 |
0.9852 |
|
| R1 |
0.9878 |
0.9878 |
0.9841 |
0.9902 |
| PP |
0.9813 |
0.9813 |
0.9813 |
0.9825 |
| S1 |
0.9765 |
0.9765 |
0.9821 |
0.9789 |
| S2 |
0.9700 |
0.9700 |
0.9810 |
|
| S3 |
0.9587 |
0.9652 |
0.9800 |
|
| S4 |
0.9474 |
0.9539 |
0.9769 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0384 |
1.0301 |
0.9937 |
|
| R3 |
1.0191 |
1.0108 |
0.9884 |
|
| R2 |
0.9998 |
0.9998 |
0.9866 |
|
| R1 |
0.9915 |
0.9915 |
0.9849 |
0.9957 |
| PP |
0.9805 |
0.9805 |
0.9805 |
0.9826 |
| S1 |
0.9722 |
0.9722 |
0.9813 |
0.9764 |
| S2 |
0.9612 |
0.9612 |
0.9796 |
|
| S3 |
0.9419 |
0.9529 |
0.9778 |
|
| S4 |
0.9226 |
0.9336 |
0.9725 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9889 |
0.9696 |
0.0193 |
2.0% |
0.0094 |
1.0% |
70% |
False |
False |
234 |
| 10 |
0.9889 |
0.9622 |
0.0267 |
2.7% |
0.0088 |
0.9% |
78% |
False |
False |
185 |
| 20 |
0.9889 |
0.9600 |
0.0289 |
2.9% |
0.0085 |
0.9% |
80% |
False |
False |
179 |
| 40 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0074 |
0.8% |
89% |
False |
False |
139 |
| 60 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0063 |
0.6% |
89% |
False |
False |
100 |
| 80 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0055 |
0.6% |
89% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0340 |
|
2.618 |
1.0156 |
|
1.618 |
1.0043 |
|
1.000 |
0.9973 |
|
0.618 |
0.9930 |
|
HIGH |
0.9860 |
|
0.618 |
0.9817 |
|
0.500 |
0.9804 |
|
0.382 |
0.9790 |
|
LOW |
0.9747 |
|
0.618 |
0.9677 |
|
1.000 |
0.9634 |
|
1.618 |
0.9564 |
|
2.618 |
0.9451 |
|
4.250 |
0.9267 |
|
|
| Fisher Pivots for day following 08-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9822 |
0.9827 |
| PP |
0.9813 |
0.9822 |
| S1 |
0.9804 |
0.9818 |
|