CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 06-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2010 |
06-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9756 |
0.9827 |
0.0071 |
0.7% |
0.9742 |
| High |
0.9833 |
0.9922 |
0.0089 |
0.9% |
0.9801 |
| Low |
0.9710 |
0.9820 |
0.0110 |
1.1% |
0.9633 |
| Close |
0.9829 |
0.9888 |
0.0059 |
0.6% |
0.9798 |
| Range |
0.0123 |
0.0102 |
-0.0021 |
-17.1% |
0.0168 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
0.0% |
0.0000 |
| Volume |
83,149 |
101,630 |
18,481 |
22.2% |
467,120 |
|
| Daily Pivots for day following 06-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0137 |
0.9944 |
|
| R3 |
1.0081 |
1.0035 |
0.9916 |
|
| R2 |
0.9979 |
0.9979 |
0.9907 |
|
| R1 |
0.9933 |
0.9933 |
0.9897 |
0.9956 |
| PP |
0.9877 |
0.9877 |
0.9877 |
0.9888 |
| S1 |
0.9831 |
0.9831 |
0.9879 |
0.9854 |
| S2 |
0.9775 |
0.9775 |
0.9869 |
|
| S3 |
0.9673 |
0.9729 |
0.9860 |
|
| S4 |
0.9571 |
0.9627 |
0.9832 |
|
|
| 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 |
0.9922 |
0.9645 |
0.0277 |
2.8% |
0.0104 |
1.1% |
88% |
True |
False |
98,450 |
| 10 |
0.9922 |
0.9617 |
0.0305 |
3.1% |
0.0097 |
1.0% |
89% |
True |
False |
86,565 |
| 20 |
0.9922 |
0.9599 |
0.0323 |
3.3% |
0.0096 |
1.0% |
89% |
True |
False |
75,360 |
| 40 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0100 |
1.0% |
94% |
True |
False |
40,476 |
| 60 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0100 |
1.0% |
94% |
True |
False |
27,134 |
| 80 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0099 |
1.0% |
94% |
True |
False |
20,415 |
| 100 |
0.9922 |
0.9230 |
0.0692 |
7.0% |
0.0100 |
1.0% |
95% |
True |
False |
16,372 |
| 120 |
1.0012 |
0.9230 |
0.0782 |
7.9% |
0.0098 |
1.0% |
84% |
False |
False |
13,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0189 |
|
1.618 |
1.0087 |
|
1.000 |
1.0024 |
|
0.618 |
0.9985 |
|
HIGH |
0.9922 |
|
0.618 |
0.9883 |
|
0.500 |
0.9871 |
|
0.382 |
0.9859 |
|
LOW |
0.9820 |
|
0.618 |
0.9757 |
|
1.000 |
0.9718 |
|
1.618 |
0.9655 |
|
2.618 |
0.9553 |
|
4.250 |
0.9387 |
|
|
| Fisher Pivots for day following 06-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9882 |
0.9864 |
| PP |
0.9877 |
0.9840 |
| S1 |
0.9871 |
0.9816 |
|