CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 28-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2010 |
28-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9740 |
0.9700 |
-0.0040 |
-0.4% |
0.9847 |
| High |
0.9740 |
0.9785 |
0.0045 |
0.5% |
0.9847 |
| Low |
0.9640 |
0.9700 |
0.0060 |
0.6% |
0.9605 |
| Close |
0.9677 |
0.9761 |
0.0084 |
0.9% |
0.9699 |
| Range |
0.0100 |
0.0085 |
-0.0015 |
-15.0% |
0.0242 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
0.6% |
0.0000 |
| Volume |
190 |
852 |
662 |
348.4% |
2,052 |
|
| Daily Pivots for day following 28-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0004 |
0.9967 |
0.9808 |
|
| R3 |
0.9919 |
0.9882 |
0.9784 |
|
| R2 |
0.9834 |
0.9834 |
0.9777 |
|
| R1 |
0.9797 |
0.9797 |
0.9769 |
0.9816 |
| PP |
0.9749 |
0.9749 |
0.9749 |
0.9758 |
| S1 |
0.9712 |
0.9712 |
0.9753 |
0.9731 |
| S2 |
0.9664 |
0.9664 |
0.9745 |
|
| S3 |
0.9579 |
0.9627 |
0.9738 |
|
| S4 |
0.9494 |
0.9542 |
0.9714 |
|
|
| 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% |
0.0084 |
0.9% |
72% |
False |
False |
319 |
| 10 |
0.9942 |
0.9605 |
0.0337 |
3.5% |
0.0108 |
1.1% |
46% |
False |
False |
350 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0097 |
1.0% |
42% |
False |
False |
283 |
| 40 |
0.9975 |
0.9460 |
0.0515 |
5.3% |
0.0087 |
0.9% |
58% |
False |
False |
212 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0079 |
0.8% |
66% |
False |
False |
168 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0069 |
0.7% |
66% |
False |
False |
132 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0058 |
0.6% |
66% |
False |
False |
107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0146 |
|
2.618 |
1.0008 |
|
1.618 |
0.9923 |
|
1.000 |
0.9870 |
|
0.618 |
0.9838 |
|
HIGH |
0.9785 |
|
0.618 |
0.9753 |
|
0.500 |
0.9743 |
|
0.382 |
0.9732 |
|
LOW |
0.9700 |
|
0.618 |
0.9647 |
|
1.000 |
0.9615 |
|
1.618 |
0.9562 |
|
2.618 |
0.9477 |
|
4.250 |
0.9339 |
|
|
| Fisher Pivots for day following 28-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9755 |
0.9745 |
| PP |
0.9749 |
0.9729 |
| S1 |
0.9743 |
0.9713 |
|