CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 12-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2010 |
12-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9865 |
0.9819 |
-0.0046 |
-0.5% |
0.9767 |
| High |
0.9870 |
0.9875 |
0.0005 |
0.1% |
0.9889 |
| Low |
0.9817 |
0.9797 |
-0.0020 |
-0.2% |
0.9696 |
| Close |
0.9833 |
0.9856 |
0.0023 |
0.2% |
0.9831 |
| Range |
0.0053 |
0.0078 |
0.0025 |
47.2% |
0.0193 |
| ATR |
0.0086 |
0.0086 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
228 |
79 |
-149 |
-65.4% |
1,170 |
|
| Daily Pivots for day following 12-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0077 |
1.0044 |
0.9899 |
|
| R3 |
0.9999 |
0.9966 |
0.9877 |
|
| R2 |
0.9921 |
0.9921 |
0.9870 |
|
| R1 |
0.9888 |
0.9888 |
0.9863 |
0.9905 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9851 |
| S1 |
0.9810 |
0.9810 |
0.9849 |
0.9827 |
| S2 |
0.9765 |
0.9765 |
0.9842 |
|
| S3 |
0.9687 |
0.9732 |
0.9835 |
|
| S4 |
0.9609 |
0.9654 |
0.9813 |
|
|
| 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 |
0.9747 |
0.0142 |
1.4% |
0.0087 |
0.9% |
77% |
False |
False |
207 |
| 10 |
0.9889 |
0.9623 |
0.0266 |
2.7% |
0.0089 |
0.9% |
88% |
False |
False |
182 |
| 20 |
0.9889 |
0.9600 |
0.0289 |
2.9% |
0.0085 |
0.9% |
89% |
False |
False |
171 |
| 40 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0076 |
0.8% |
94% |
False |
False |
138 |
| 60 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0065 |
0.7% |
94% |
False |
False |
104 |
| 80 |
0.9889 |
0.9338 |
0.0551 |
5.6% |
0.0056 |
0.6% |
94% |
False |
False |
83 |
| 100 |
0.9889 |
0.9294 |
0.0595 |
6.0% |
0.0050 |
0.5% |
94% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0207 |
|
2.618 |
1.0079 |
|
1.618 |
1.0001 |
|
1.000 |
0.9953 |
|
0.618 |
0.9923 |
|
HIGH |
0.9875 |
|
0.618 |
0.9845 |
|
0.500 |
0.9836 |
|
0.382 |
0.9827 |
|
LOW |
0.9797 |
|
0.618 |
0.9749 |
|
1.000 |
0.9719 |
|
1.618 |
0.9671 |
|
2.618 |
0.9593 |
|
4.250 |
0.9466 |
|
|
| Fisher Pivots for day following 12-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9849 |
0.9841 |
| PP |
0.9843 |
0.9826 |
| S1 |
0.9836 |
0.9811 |
|