CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 20-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2010 |
20-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9793 |
0.9654 |
-0.0139 |
-1.4% |
0.9865 |
| High |
0.9793 |
0.9760 |
-0.0033 |
-0.3% |
0.9975 |
| Low |
0.9605 |
0.9631 |
0.0026 |
0.3% |
0.9797 |
| Close |
0.9637 |
0.9746 |
0.0109 |
1.1% |
0.9832 |
| Range |
0.0188 |
0.0129 |
-0.0059 |
-31.4% |
0.0178 |
| ATR |
0.0098 |
0.0100 |
0.0002 |
2.2% |
0.0000 |
| Volume |
238 |
567 |
329 |
138.2% |
973 |
|
| Daily Pivots for day following 20-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0099 |
1.0052 |
0.9817 |
|
| R3 |
0.9970 |
0.9923 |
0.9781 |
|
| R2 |
0.9841 |
0.9841 |
0.9770 |
|
| R1 |
0.9794 |
0.9794 |
0.9758 |
0.9818 |
| PP |
0.9712 |
0.9712 |
0.9712 |
0.9724 |
| S1 |
0.9665 |
0.9665 |
0.9734 |
0.9689 |
| S2 |
0.9583 |
0.9583 |
0.9722 |
|
| S3 |
0.9454 |
0.9536 |
0.9711 |
|
| S4 |
0.9325 |
0.9407 |
0.9675 |
|
|
| 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% |
0.0124 |
1.3% |
38% |
False |
False |
302 |
| 10 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0104 |
1.1% |
38% |
False |
False |
235 |
| 20 |
0.9975 |
0.9600 |
0.0375 |
3.8% |
0.0094 |
1.0% |
39% |
False |
False |
210 |
| 40 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0083 |
0.9% |
64% |
False |
False |
167 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0072 |
0.7% |
64% |
False |
False |
131 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0064 |
0.7% |
64% |
False |
False |
104 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0055 |
0.6% |
64% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0308 |
|
2.618 |
1.0098 |
|
1.618 |
0.9969 |
|
1.000 |
0.9889 |
|
0.618 |
0.9840 |
|
HIGH |
0.9760 |
|
0.618 |
0.9711 |
|
0.500 |
0.9696 |
|
0.382 |
0.9680 |
|
LOW |
0.9631 |
|
0.618 |
0.9551 |
|
1.000 |
0.9502 |
|
1.618 |
0.9422 |
|
2.618 |
0.9293 |
|
4.250 |
0.9083 |
|
|
| Fisher Pivots for day following 20-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9729 |
0.9739 |
| PP |
0.9712 |
0.9733 |
| S1 |
0.9696 |
0.9726 |
|