CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 05-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2010 |
05-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9794 |
0.9756 |
-0.0038 |
-0.4% |
0.9742 |
| High |
0.9807 |
0.9833 |
0.0026 |
0.3% |
0.9801 |
| Low |
0.9745 |
0.9710 |
-0.0035 |
-0.4% |
0.9633 |
| Close |
0.9763 |
0.9829 |
0.0066 |
0.7% |
0.9798 |
| Range |
0.0062 |
0.0123 |
0.0061 |
98.4% |
0.0168 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
1.6% |
0.0000 |
| Volume |
69,617 |
83,149 |
13,532 |
19.4% |
467,120 |
|
| Daily Pivots for day following 05-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
1.0117 |
0.9897 |
|
| R3 |
1.0037 |
0.9994 |
0.9863 |
|
| R2 |
0.9914 |
0.9914 |
0.9852 |
|
| R1 |
0.9871 |
0.9871 |
0.9840 |
0.9893 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9801 |
| S1 |
0.9748 |
0.9748 |
0.9818 |
0.9770 |
| S2 |
0.9668 |
0.9668 |
0.9806 |
|
| S3 |
0.9545 |
0.9625 |
0.9795 |
|
| S4 |
0.9422 |
0.9502 |
0.9761 |
|
|
| 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 |
0.9833 |
0.9645 |
0.0188 |
1.9% |
0.0103 |
1.0% |
98% |
True |
False |
94,052 |
| 10 |
0.9833 |
0.9617 |
0.0216 |
2.2% |
0.0103 |
1.0% |
98% |
True |
False |
86,123 |
| 20 |
0.9833 |
0.9496 |
0.0337 |
3.4% |
0.0098 |
1.0% |
99% |
True |
False |
72,853 |
| 40 |
0.9833 |
0.9352 |
0.0481 |
4.9% |
0.0101 |
1.0% |
99% |
True |
False |
37,947 |
| 60 |
0.9867 |
0.9352 |
0.0515 |
5.2% |
0.0100 |
1.0% |
93% |
False |
False |
25,448 |
| 80 |
0.9867 |
0.9352 |
0.0515 |
5.2% |
0.0099 |
1.0% |
93% |
False |
False |
19,149 |
| 100 |
0.9867 |
0.9230 |
0.0637 |
6.5% |
0.0100 |
1.0% |
94% |
False |
False |
15,356 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
8.0% |
0.0098 |
1.0% |
77% |
False |
False |
12,808 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0155 |
|
1.618 |
1.0032 |
|
1.000 |
0.9956 |
|
0.618 |
0.9909 |
|
HIGH |
0.9833 |
|
0.618 |
0.9786 |
|
0.500 |
0.9772 |
|
0.382 |
0.9757 |
|
LOW |
0.9710 |
|
0.618 |
0.9634 |
|
1.000 |
0.9587 |
|
1.618 |
0.9511 |
|
2.618 |
0.9388 |
|
4.250 |
0.9187 |
|
|
| Fisher Pivots for day following 05-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9810 |
0.9805 |
| PP |
0.9791 |
0.9781 |
| S1 |
0.9772 |
0.9757 |
|