CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 14-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2010 |
14-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9880 |
0.9930 |
0.0050 |
0.5% |
0.9767 |
| High |
0.9950 |
0.9975 |
0.0025 |
0.3% |
0.9889 |
| Low |
0.9880 |
0.9891 |
0.0011 |
0.1% |
0.9696 |
| Close |
0.9924 |
0.9891 |
-0.0033 |
-0.3% |
0.9831 |
| Range |
0.0070 |
0.0084 |
0.0014 |
20.0% |
0.0193 |
| ATR |
0.0086 |
0.0086 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
200 |
323 |
123 |
61.5% |
1,170 |
|
| Daily Pivots for day following 14-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0171 |
1.0115 |
0.9937 |
|
| R3 |
1.0087 |
1.0031 |
0.9914 |
|
| R2 |
1.0003 |
1.0003 |
0.9906 |
|
| R1 |
0.9947 |
0.9947 |
0.9899 |
0.9933 |
| PP |
0.9919 |
0.9919 |
0.9919 |
0.9912 |
| S1 |
0.9863 |
0.9863 |
0.9883 |
0.9849 |
| S2 |
0.9835 |
0.9835 |
0.9876 |
|
| S3 |
0.9751 |
0.9779 |
0.9868 |
|
| S4 |
0.9667 |
0.9695 |
0.9845 |
|
|
| 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 |
0.9975 |
0.9747 |
0.0228 |
2.3% |
0.0080 |
0.8% |
63% |
True |
False |
191 |
| 10 |
0.9975 |
0.9672 |
0.0303 |
3.1% |
0.0086 |
0.9% |
72% |
True |
False |
216 |
| 20 |
0.9975 |
0.9600 |
0.0375 |
3.8% |
0.0088 |
0.9% |
78% |
True |
False |
170 |
| 40 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0079 |
0.8% |
87% |
True |
False |
149 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0064 |
0.7% |
87% |
True |
False |
112 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0058 |
0.6% |
87% |
True |
False |
89 |
| 100 |
0.9975 |
0.9294 |
0.0681 |
6.9% |
0.0050 |
0.5% |
88% |
True |
False |
74 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0332 |
|
2.618 |
1.0195 |
|
1.618 |
1.0111 |
|
1.000 |
1.0059 |
|
0.618 |
1.0027 |
|
HIGH |
0.9975 |
|
0.618 |
0.9943 |
|
0.500 |
0.9933 |
|
0.382 |
0.9923 |
|
LOW |
0.9891 |
|
0.618 |
0.9839 |
|
1.000 |
0.9807 |
|
1.618 |
0.9755 |
|
2.618 |
0.9671 |
|
4.250 |
0.9534 |
|
|
| Fisher Pivots for day following 14-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9933 |
0.9889 |
| PP |
0.9919 |
0.9888 |
| S1 |
0.9905 |
0.9886 |
|