CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9930 |
0.9922 |
-0.0008 |
-0.1% |
0.9865 |
| High |
0.9975 |
0.9942 |
-0.0033 |
-0.3% |
0.9975 |
| Low |
0.9891 |
0.9825 |
-0.0066 |
-0.7% |
0.9797 |
| Close |
0.9891 |
0.9832 |
-0.0059 |
-0.6% |
0.9832 |
| Range |
0.0084 |
0.0117 |
0.0033 |
39.3% |
0.0178 |
| ATR |
0.0086 |
0.0088 |
0.0002 |
2.6% |
0.0000 |
| Volume |
323 |
143 |
-180 |
-55.7% |
973 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0217 |
1.0142 |
0.9896 |
|
| R3 |
1.0100 |
1.0025 |
0.9864 |
|
| R2 |
0.9983 |
0.9983 |
0.9853 |
|
| R1 |
0.9908 |
0.9908 |
0.9843 |
0.9887 |
| PP |
0.9866 |
0.9866 |
0.9866 |
0.9856 |
| S1 |
0.9791 |
0.9791 |
0.9821 |
0.9770 |
| S2 |
0.9749 |
0.9749 |
0.9811 |
|
| S3 |
0.9632 |
0.9674 |
0.9800 |
|
| S4 |
0.9515 |
0.9557 |
0.9768 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0402 |
1.0295 |
0.9930 |
|
| R3 |
1.0224 |
1.0117 |
0.9881 |
|
| R2 |
1.0046 |
1.0046 |
0.9865 |
|
| R1 |
0.9939 |
0.9939 |
0.9848 |
0.9904 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9850 |
| S1 |
0.9761 |
0.9761 |
0.9816 |
0.9726 |
| S2 |
0.9690 |
0.9690 |
0.9799 |
|
| S3 |
0.9512 |
0.9583 |
0.9783 |
|
| S4 |
0.9334 |
0.9405 |
0.9734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9975 |
0.9797 |
0.0178 |
1.8% |
0.0080 |
0.8% |
20% |
False |
False |
194 |
| 10 |
0.9975 |
0.9696 |
0.0279 |
2.8% |
0.0087 |
0.9% |
49% |
False |
False |
214 |
| 20 |
0.9975 |
0.9600 |
0.0375 |
3.8% |
0.0088 |
0.9% |
62% |
False |
False |
175 |
| 40 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0079 |
0.8% |
78% |
False |
False |
153 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0066 |
0.7% |
78% |
False |
False |
114 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0059 |
0.6% |
78% |
False |
False |
91 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0051 |
0.5% |
78% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0439 |
|
2.618 |
1.0248 |
|
1.618 |
1.0131 |
|
1.000 |
1.0059 |
|
0.618 |
1.0014 |
|
HIGH |
0.9942 |
|
0.618 |
0.9897 |
|
0.500 |
0.9884 |
|
0.382 |
0.9870 |
|
LOW |
0.9825 |
|
0.618 |
0.9753 |
|
1.000 |
0.9708 |
|
1.618 |
0.9636 |
|
2.618 |
0.9519 |
|
4.250 |
0.9328 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9900 |
| PP |
0.9866 |
0.9877 |
| S1 |
0.9849 |
0.9855 |
|