CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 04-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2010 |
04-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9691 |
0.9794 |
0.0103 |
1.1% |
0.9742 |
| High |
0.9801 |
0.9807 |
0.0006 |
0.1% |
0.9801 |
| Low |
0.9680 |
0.9745 |
0.0065 |
0.7% |
0.9633 |
| Close |
0.9798 |
0.9763 |
-0.0035 |
-0.4% |
0.9798 |
| Range |
0.0121 |
0.0062 |
-0.0059 |
-48.8% |
0.0168 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
108,549 |
69,617 |
-38,932 |
-35.9% |
467,120 |
|
| Daily Pivots for day following 04-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9958 |
0.9922 |
0.9797 |
|
| R3 |
0.9896 |
0.9860 |
0.9780 |
|
| R2 |
0.9834 |
0.9834 |
0.9774 |
|
| R1 |
0.9798 |
0.9798 |
0.9769 |
0.9785 |
| PP |
0.9772 |
0.9772 |
0.9772 |
0.9765 |
| S1 |
0.9736 |
0.9736 |
0.9757 |
0.9723 |
| S2 |
0.9710 |
0.9710 |
0.9752 |
|
| S3 |
0.9648 |
0.9674 |
0.9746 |
|
| S4 |
0.9586 |
0.9612 |
0.9729 |
|
|
| Weekly Pivots for week ending 01-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0248 |
1.0191 |
0.9890 |
|
| R3 |
1.0080 |
1.0023 |
0.9844 |
|
| R2 |
0.9912 |
0.9912 |
0.9829 |
|
| R1 |
0.9855 |
0.9855 |
0.9813 |
0.9884 |
| PP |
0.9744 |
0.9744 |
0.9744 |
0.9758 |
| S1 |
0.9687 |
0.9687 |
0.9783 |
0.9716 |
| S2 |
0.9576 |
0.9576 |
0.9767 |
|
| S3 |
0.9408 |
0.9519 |
0.9752 |
|
| S4 |
0.9240 |
0.9351 |
0.9706 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9807 |
0.9633 |
0.0174 |
1.8% |
0.0093 |
1.0% |
75% |
True |
False |
95,240 |
| 10 |
0.9807 |
0.9617 |
0.0190 |
1.9% |
0.0102 |
1.0% |
77% |
True |
False |
85,135 |
| 20 |
0.9807 |
0.9496 |
0.0311 |
3.2% |
0.0098 |
1.0% |
86% |
True |
False |
69,157 |
| 40 |
0.9807 |
0.9352 |
0.0455 |
4.7% |
0.0101 |
1.0% |
90% |
True |
False |
35,874 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
80% |
False |
False |
24,070 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.3% |
0.0099 |
1.0% |
80% |
False |
False |
18,114 |
| 100 |
0.9867 |
0.9230 |
0.0637 |
6.5% |
0.0099 |
1.0% |
84% |
False |
False |
14,526 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0098 |
1.0% |
68% |
False |
False |
12,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0071 |
|
2.618 |
0.9969 |
|
1.618 |
0.9907 |
|
1.000 |
0.9869 |
|
0.618 |
0.9845 |
|
HIGH |
0.9807 |
|
0.618 |
0.9783 |
|
0.500 |
0.9776 |
|
0.382 |
0.9769 |
|
LOW |
0.9745 |
|
0.618 |
0.9707 |
|
1.000 |
0.9683 |
|
1.618 |
0.9645 |
|
2.618 |
0.9583 |
|
4.250 |
0.9482 |
|
|
| Fisher Pivots for day following 04-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9776 |
0.9751 |
| PP |
0.9772 |
0.9738 |
| S1 |
0.9767 |
0.9726 |
|