CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9770 |
0.9740 |
-0.0030 |
-0.3% |
0.9847 |
| High |
0.9773 |
0.9740 |
-0.0033 |
-0.3% |
0.9847 |
| Low |
0.9706 |
0.9640 |
-0.0066 |
-0.7% |
0.9605 |
| Close |
0.9727 |
0.9677 |
-0.0050 |
-0.5% |
0.9699 |
| Range |
0.0067 |
0.0100 |
0.0033 |
49.3% |
0.0242 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.1% |
0.0000 |
| Volume |
146 |
190 |
44 |
30.1% |
2,052 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9986 |
0.9931 |
0.9732 |
|
| R3 |
0.9886 |
0.9831 |
0.9705 |
|
| R2 |
0.9786 |
0.9786 |
0.9695 |
|
| R1 |
0.9731 |
0.9731 |
0.9686 |
0.9709 |
| PP |
0.9686 |
0.9686 |
0.9686 |
0.9674 |
| S1 |
0.9631 |
0.9631 |
0.9668 |
0.9609 |
| S2 |
0.9586 |
0.9586 |
0.9659 |
|
| S3 |
0.9486 |
0.9531 |
0.9650 |
|
| S4 |
0.9386 |
0.9431 |
0.9622 |
|
|
| 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 |
0.9640 |
0.0169 |
1.7% |
0.0092 |
1.0% |
22% |
False |
True |
292 |
| 10 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0108 |
1.1% |
19% |
False |
False |
297 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0098 |
1.0% |
19% |
False |
False |
245 |
| 40 |
0.9975 |
0.9356 |
0.0619 |
6.4% |
0.0088 |
0.9% |
52% |
False |
False |
195 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0078 |
0.8% |
53% |
False |
False |
154 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0068 |
0.7% |
53% |
False |
False |
121 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0057 |
0.6% |
53% |
False |
False |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0165 |
|
2.618 |
1.0002 |
|
1.618 |
0.9902 |
|
1.000 |
0.9840 |
|
0.618 |
0.9802 |
|
HIGH |
0.9740 |
|
0.618 |
0.9702 |
|
0.500 |
0.9690 |
|
0.382 |
0.9678 |
|
LOW |
0.9640 |
|
0.618 |
0.9578 |
|
1.000 |
0.9540 |
|
1.618 |
0.9478 |
|
2.618 |
0.9378 |
|
4.250 |
0.9215 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9690 |
0.9725 |
| PP |
0.9686 |
0.9709 |
| S1 |
0.9681 |
0.9693 |
|