CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9751 |
0.0051 |
0.5% |
0.9714 |
| High |
0.9785 |
0.9800 |
0.0015 |
0.2% |
0.9809 |
| Low |
0.9700 |
0.9730 |
0.0030 |
0.3% |
0.9640 |
| Close |
0.9761 |
0.9770 |
0.0009 |
0.1% |
0.9770 |
| Range |
0.0085 |
0.0070 |
-0.0015 |
-17.6% |
0.0169 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
852 |
810 |
-42 |
-4.9% |
2,121 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9977 |
0.9943 |
0.9809 |
|
| R3 |
0.9907 |
0.9873 |
0.9789 |
|
| R2 |
0.9837 |
0.9837 |
0.9783 |
|
| R1 |
0.9803 |
0.9803 |
0.9776 |
0.9820 |
| PP |
0.9767 |
0.9767 |
0.9767 |
0.9775 |
| S1 |
0.9733 |
0.9733 |
0.9764 |
0.9750 |
| S2 |
0.9697 |
0.9697 |
0.9757 |
|
| S3 |
0.9627 |
0.9663 |
0.9751 |
|
| S4 |
0.9557 |
0.9593 |
0.9732 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0247 |
1.0177 |
0.9863 |
|
| R3 |
1.0078 |
1.0008 |
0.9816 |
|
| R2 |
0.9909 |
0.9909 |
0.9801 |
|
| R1 |
0.9839 |
0.9839 |
0.9785 |
0.9874 |
| PP |
0.9740 |
0.9740 |
0.9740 |
0.9757 |
| S1 |
0.9670 |
0.9670 |
0.9755 |
0.9705 |
| S2 |
0.9571 |
0.9571 |
0.9739 |
|
| S3 |
0.9402 |
0.9501 |
0.9724 |
|
| S4 |
0.9233 |
0.9332 |
0.9677 |
|
|
| 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% |
0.0083 |
0.9% |
77% |
False |
False |
424 |
| 10 |
0.9847 |
0.9605 |
0.0242 |
2.5% |
0.0103 |
1.1% |
68% |
False |
False |
417 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0095 |
1.0% |
45% |
False |
False |
315 |
| 40 |
0.9975 |
0.9500 |
0.0475 |
4.9% |
0.0088 |
0.9% |
57% |
False |
False |
230 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0079 |
0.8% |
68% |
False |
False |
182 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0069 |
0.7% |
68% |
False |
False |
141 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0059 |
0.6% |
68% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0098 |
|
2.618 |
0.9983 |
|
1.618 |
0.9913 |
|
1.000 |
0.9870 |
|
0.618 |
0.9843 |
|
HIGH |
0.9800 |
|
0.618 |
0.9773 |
|
0.500 |
0.9765 |
|
0.382 |
0.9757 |
|
LOW |
0.9730 |
|
0.618 |
0.9687 |
|
1.000 |
0.9660 |
|
1.618 |
0.9617 |
|
2.618 |
0.9547 |
|
4.250 |
0.9433 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9768 |
0.9753 |
| PP |
0.9767 |
0.9737 |
| S1 |
0.9765 |
0.9720 |
|