CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9707 |
0.9714 |
0.0007 |
0.1% |
0.9847 |
| High |
0.9746 |
0.9809 |
0.0063 |
0.6% |
0.9847 |
| Low |
0.9675 |
0.9714 |
0.0039 |
0.4% |
0.9605 |
| Close |
0.9699 |
0.9783 |
0.0084 |
0.9% |
0.9699 |
| Range |
0.0071 |
0.0095 |
0.0024 |
33.8% |
0.0242 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
0.7% |
0.0000 |
| Volume |
288 |
123 |
-165 |
-57.3% |
2,052 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0054 |
1.0013 |
0.9835 |
|
| R3 |
0.9959 |
0.9918 |
0.9809 |
|
| R2 |
0.9864 |
0.9864 |
0.9800 |
|
| R1 |
0.9823 |
0.9823 |
0.9792 |
0.9844 |
| PP |
0.9769 |
0.9769 |
0.9769 |
0.9779 |
| S1 |
0.9728 |
0.9728 |
0.9774 |
0.9749 |
| S2 |
0.9674 |
0.9674 |
0.9766 |
|
| S3 |
0.9579 |
0.9633 |
0.9757 |
|
| S4 |
0.9484 |
0.9538 |
0.9731 |
|
|
| 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 |
0.9809 |
0.9605 |
0.0204 |
2.1% |
0.0122 |
1.3% |
87% |
True |
False |
386 |
| 10 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0106 |
1.1% |
48% |
False |
False |
292 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0097 |
1.0% |
48% |
False |
False |
243 |
| 40 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0086 |
0.9% |
70% |
False |
False |
190 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0076 |
0.8% |
70% |
False |
False |
149 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0066 |
0.7% |
70% |
False |
False |
117 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0056 |
0.6% |
70% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0058 |
|
1.618 |
0.9963 |
|
1.000 |
0.9904 |
|
0.618 |
0.9868 |
|
HIGH |
0.9809 |
|
0.618 |
0.9773 |
|
0.500 |
0.9762 |
|
0.382 |
0.9750 |
|
LOW |
0.9714 |
|
0.618 |
0.9655 |
|
1.000 |
0.9619 |
|
1.618 |
0.9560 |
|
2.618 |
0.9465 |
|
4.250 |
0.9310 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9776 |
0.9769 |
| PP |
0.9769 |
0.9754 |
| S1 |
0.9762 |
0.9740 |
|