CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9819 |
0.9880 |
0.0061 |
0.6% |
0.9767 |
| High |
0.9875 |
0.9950 |
0.0075 |
0.8% |
0.9889 |
| Low |
0.9797 |
0.9880 |
0.0083 |
0.8% |
0.9696 |
| Close |
0.9856 |
0.9924 |
0.0068 |
0.7% |
0.9831 |
| Range |
0.0078 |
0.0070 |
-0.0008 |
-10.3% |
0.0193 |
| ATR |
0.0086 |
0.0086 |
0.0001 |
0.7% |
0.0000 |
| Volume |
79 |
200 |
121 |
153.2% |
1,170 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0128 |
1.0096 |
0.9963 |
|
| R3 |
1.0058 |
1.0026 |
0.9943 |
|
| R2 |
0.9988 |
0.9988 |
0.9937 |
|
| R1 |
0.9956 |
0.9956 |
0.9930 |
0.9972 |
| PP |
0.9918 |
0.9918 |
0.9918 |
0.9926 |
| S1 |
0.9886 |
0.9886 |
0.9918 |
0.9902 |
| S2 |
0.9848 |
0.9848 |
0.9911 |
|
| S3 |
0.9778 |
0.9816 |
0.9905 |
|
| S4 |
0.9708 |
0.9746 |
0.9886 |
|
|
| 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 |
0.9950 |
0.9747 |
0.0203 |
2.0% |
0.0084 |
0.8% |
87% |
True |
False |
168 |
| 10 |
0.9950 |
0.9623 |
0.0327 |
3.3% |
0.0088 |
0.9% |
92% |
True |
False |
193 |
| 20 |
0.9950 |
0.9600 |
0.0350 |
3.5% |
0.0085 |
0.9% |
93% |
True |
False |
174 |
| 40 |
0.9950 |
0.9338 |
0.0612 |
6.2% |
0.0077 |
0.8% |
96% |
True |
False |
143 |
| 60 |
0.9950 |
0.9338 |
0.0612 |
6.2% |
0.0065 |
0.7% |
96% |
True |
False |
107 |
| 80 |
0.9950 |
0.9338 |
0.0612 |
6.2% |
0.0057 |
0.6% |
96% |
True |
False |
85 |
| 100 |
0.9950 |
0.9294 |
0.0656 |
6.6% |
0.0049 |
0.5% |
96% |
True |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0248 |
|
2.618 |
1.0133 |
|
1.618 |
1.0063 |
|
1.000 |
1.0020 |
|
0.618 |
0.9993 |
|
HIGH |
0.9950 |
|
0.618 |
0.9923 |
|
0.500 |
0.9915 |
|
0.382 |
0.9907 |
|
LOW |
0.9880 |
|
0.618 |
0.9837 |
|
1.000 |
0.9810 |
|
1.618 |
0.9767 |
|
2.618 |
0.9697 |
|
4.250 |
0.9583 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9921 |
0.9907 |
| PP |
0.9918 |
0.9890 |
| S1 |
0.9915 |
0.9874 |
|