CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 26-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2010 |
26-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9714 |
0.9770 |
0.0056 |
0.6% |
0.9847 |
| High |
0.9809 |
0.9773 |
-0.0036 |
-0.4% |
0.9847 |
| Low |
0.9714 |
0.9706 |
-0.0008 |
-0.1% |
0.9605 |
| Close |
0.9783 |
0.9727 |
-0.0056 |
-0.6% |
0.9699 |
| Range |
0.0095 |
0.0067 |
-0.0028 |
-29.5% |
0.0242 |
| ATR |
0.0101 |
0.0099 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
123 |
146 |
23 |
18.7% |
2,052 |
|
| Daily Pivots for day following 26-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9936 |
0.9899 |
0.9764 |
|
| R3 |
0.9869 |
0.9832 |
0.9745 |
|
| R2 |
0.9802 |
0.9802 |
0.9739 |
|
| R1 |
0.9765 |
0.9765 |
0.9733 |
0.9750 |
| PP |
0.9735 |
0.9735 |
0.9735 |
0.9728 |
| S1 |
0.9698 |
0.9698 |
0.9721 |
0.9683 |
| S2 |
0.9668 |
0.9668 |
0.9715 |
|
| S3 |
0.9601 |
0.9631 |
0.9709 |
|
| S4 |
0.9534 |
0.9564 |
0.9690 |
|
|
| 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 |
0.9631 |
0.0178 |
1.8% |
0.0098 |
1.0% |
54% |
False |
False |
368 |
| 10 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0105 |
1.1% |
33% |
False |
False |
298 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0097 |
1.0% |
33% |
False |
False |
240 |
| 40 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0086 |
0.9% |
61% |
False |
False |
192 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0076 |
0.8% |
61% |
False |
False |
151 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0067 |
0.7% |
61% |
False |
False |
119 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0056 |
0.6% |
61% |
False |
False |
97 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0058 |
|
2.618 |
0.9948 |
|
1.618 |
0.9881 |
|
1.000 |
0.9840 |
|
0.618 |
0.9814 |
|
HIGH |
0.9773 |
|
0.618 |
0.9747 |
|
0.500 |
0.9740 |
|
0.382 |
0.9732 |
|
LOW |
0.9706 |
|
0.618 |
0.9665 |
|
1.000 |
0.9639 |
|
1.618 |
0.9598 |
|
2.618 |
0.9531 |
|
4.250 |
0.9421 |
|
|
| Fisher Pivots for day following 26-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9740 |
0.9742 |
| PP |
0.9735 |
0.9737 |
| S1 |
0.9731 |
0.9732 |
|