CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9922 |
0.9847 |
-0.0075 |
-0.8% |
0.9865 |
| High |
0.9942 |
0.9847 |
-0.0095 |
-1.0% |
0.9975 |
| Low |
0.9825 |
0.9747 |
-0.0078 |
-0.8% |
0.9797 |
| Close |
0.9832 |
0.9820 |
-0.0012 |
-0.1% |
0.9832 |
| Range |
0.0117 |
0.0100 |
-0.0017 |
-14.5% |
0.0178 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
0.9% |
0.0000 |
| Volume |
143 |
243 |
100 |
69.9% |
973 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0105 |
1.0062 |
0.9875 |
|
| R3 |
1.0005 |
0.9962 |
0.9848 |
|
| R2 |
0.9905 |
0.9905 |
0.9838 |
|
| R1 |
0.9862 |
0.9862 |
0.9829 |
0.9834 |
| PP |
0.9805 |
0.9805 |
0.9805 |
0.9790 |
| S1 |
0.9762 |
0.9762 |
0.9811 |
0.9734 |
| S2 |
0.9705 |
0.9705 |
0.9802 |
|
| S3 |
0.9605 |
0.9662 |
0.9793 |
|
| S4 |
0.9505 |
0.9562 |
0.9765 |
|
|
| 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 |
0.9747 |
0.0228 |
2.3% |
0.0090 |
0.9% |
32% |
False |
True |
197 |
| 10 |
0.9975 |
0.9696 |
0.0279 |
2.8% |
0.0092 |
0.9% |
44% |
False |
False |
223 |
| 20 |
0.9975 |
0.9600 |
0.0375 |
3.8% |
0.0090 |
0.9% |
59% |
False |
False |
183 |
| 40 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0079 |
0.8% |
76% |
False |
False |
158 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0068 |
0.7% |
76% |
False |
False |
118 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0060 |
0.6% |
76% |
False |
False |
94 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0052 |
0.5% |
76% |
False |
False |
78 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0272 |
|
2.618 |
1.0109 |
|
1.618 |
1.0009 |
|
1.000 |
0.9947 |
|
0.618 |
0.9909 |
|
HIGH |
0.9847 |
|
0.618 |
0.9809 |
|
0.500 |
0.9797 |
|
0.382 |
0.9785 |
|
LOW |
0.9747 |
|
0.618 |
0.9685 |
|
1.000 |
0.9647 |
|
1.618 |
0.9585 |
|
2.618 |
0.9485 |
|
4.250 |
0.9322 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9812 |
0.9861 |
| PP |
0.9805 |
0.9847 |
| S1 |
0.9797 |
0.9834 |
|