CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 19-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2010 |
19-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9847 |
0.9793 |
-0.0054 |
-0.5% |
0.9865 |
| High |
0.9847 |
0.9793 |
-0.0054 |
-0.5% |
0.9975 |
| Low |
0.9747 |
0.9605 |
-0.0142 |
-1.5% |
0.9797 |
| Close |
0.9820 |
0.9637 |
-0.0183 |
-1.9% |
0.9832 |
| Range |
0.0100 |
0.0188 |
0.0088 |
88.0% |
0.0178 |
| ATR |
0.0089 |
0.0098 |
0.0009 |
10.1% |
0.0000 |
| Volume |
243 |
238 |
-5 |
-2.1% |
973 |
|
| Daily Pivots for day following 19-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0242 |
1.0128 |
0.9740 |
|
| R3 |
1.0054 |
0.9940 |
0.9689 |
|
| R2 |
0.9866 |
0.9866 |
0.9671 |
|
| R1 |
0.9752 |
0.9752 |
0.9654 |
0.9715 |
| PP |
0.9678 |
0.9678 |
0.9678 |
0.9660 |
| S1 |
0.9564 |
0.9564 |
0.9620 |
0.9527 |
| S2 |
0.9490 |
0.9490 |
0.9603 |
|
| S3 |
0.9302 |
0.9376 |
0.9585 |
|
| S4 |
0.9114 |
0.9188 |
0.9534 |
|
|
| 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 |
0.9605 |
0.0370 |
3.8% |
0.0112 |
1.2% |
9% |
False |
True |
229 |
| 10 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0099 |
1.0% |
9% |
False |
True |
218 |
| 20 |
0.9975 |
0.9600 |
0.0375 |
3.9% |
0.0095 |
1.0% |
10% |
False |
False |
188 |
| 40 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0083 |
0.9% |
47% |
False |
False |
163 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0071 |
0.7% |
47% |
False |
False |
122 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0062 |
0.6% |
47% |
False |
False |
97 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0054 |
0.6% |
47% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0592 |
|
2.618 |
1.0285 |
|
1.618 |
1.0097 |
|
1.000 |
0.9981 |
|
0.618 |
0.9909 |
|
HIGH |
0.9793 |
|
0.618 |
0.9721 |
|
0.500 |
0.9699 |
|
0.382 |
0.9677 |
|
LOW |
0.9605 |
|
0.618 |
0.9489 |
|
1.000 |
0.9417 |
|
1.618 |
0.9301 |
|
2.618 |
0.9113 |
|
4.250 |
0.8806 |
|
|
| Fisher Pivots for day following 19-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9699 |
0.9774 |
| PP |
0.9678 |
0.9728 |
| S1 |
0.9658 |
0.9683 |
|