CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 22-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2010 |
22-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9737 |
0.9707 |
-0.0030 |
-0.3% |
0.9847 |
| High |
0.9800 |
0.9746 |
-0.0054 |
-0.6% |
0.9847 |
| Low |
0.9671 |
0.9675 |
0.0004 |
0.0% |
0.9605 |
| Close |
0.9700 |
0.9699 |
-0.0001 |
0.0% |
0.9699 |
| Range |
0.0129 |
0.0071 |
-0.0058 |
-45.0% |
0.0242 |
| ATR |
0.0102 |
0.0100 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
716 |
288 |
-428 |
-59.8% |
2,052 |
|
| Daily Pivots for day following 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9920 |
0.9880 |
0.9738 |
|
| R3 |
0.9849 |
0.9809 |
0.9719 |
|
| R2 |
0.9778 |
0.9778 |
0.9712 |
|
| R1 |
0.9738 |
0.9738 |
0.9706 |
0.9723 |
| PP |
0.9707 |
0.9707 |
0.9707 |
0.9699 |
| S1 |
0.9667 |
0.9667 |
0.9692 |
0.9652 |
| S2 |
0.9636 |
0.9636 |
0.9686 |
|
| S3 |
0.9565 |
0.9596 |
0.9679 |
|
| S4 |
0.9494 |
0.9525 |
0.9660 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0443 |
1.0313 |
0.9832 |
|
| R3 |
1.0201 |
1.0071 |
0.9766 |
|
| R2 |
0.9959 |
0.9959 |
0.9743 |
|
| R1 |
0.9829 |
0.9829 |
0.9721 |
0.9773 |
| PP |
0.9717 |
0.9717 |
0.9717 |
0.9689 |
| S1 |
0.9587 |
0.9587 |
0.9677 |
0.9531 |
| S2 |
0.9475 |
0.9475 |
0.9655 |
|
| S3 |
0.9233 |
0.9345 |
0.9632 |
|
| S4 |
0.8991 |
0.9103 |
0.9566 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9847 |
0.9605 |
0.0242 |
2.5% |
0.0123 |
1.3% |
39% |
False |
False |
410 |
| 10 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0102 |
1.1% |
25% |
False |
False |
302 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0095 |
1.0% |
25% |
False |
False |
244 |
| 40 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0087 |
0.9% |
57% |
False |
False |
188 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0074 |
0.8% |
57% |
False |
False |
148 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0065 |
0.7% |
57% |
False |
False |
116 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0055 |
0.6% |
57% |
False |
False |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0048 |
|
2.618 |
0.9932 |
|
1.618 |
0.9861 |
|
1.000 |
0.9817 |
|
0.618 |
0.9790 |
|
HIGH |
0.9746 |
|
0.618 |
0.9719 |
|
0.500 |
0.9711 |
|
0.382 |
0.9702 |
|
LOW |
0.9675 |
|
0.618 |
0.9631 |
|
1.000 |
0.9604 |
|
1.618 |
0.9560 |
|
2.618 |
0.9489 |
|
4.250 |
0.9373 |
|
|
| Fisher Pivots for day following 22-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9711 |
0.9716 |
| PP |
0.9707 |
0.9710 |
| S1 |
0.9703 |
0.9705 |
|