CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 11-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2010 |
11-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9809 |
0.9879 |
0.0070 |
0.7% |
0.9794 |
| High |
0.9890 |
0.9895 |
0.0005 |
0.1% |
0.9922 |
| Low |
0.9750 |
0.9837 |
0.0087 |
0.9% |
0.9710 |
| Close |
0.9855 |
0.9857 |
0.0002 |
0.0% |
0.9855 |
| Range |
0.0140 |
0.0058 |
-0.0082 |
-58.6% |
0.0212 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
101,589 |
34,435 |
-67,154 |
-66.1% |
451,882 |
|
| Daily Pivots for day following 11-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0037 |
1.0005 |
0.9889 |
|
| R3 |
0.9979 |
0.9947 |
0.9873 |
|
| R2 |
0.9921 |
0.9921 |
0.9868 |
|
| R1 |
0.9889 |
0.9889 |
0.9862 |
0.9876 |
| PP |
0.9863 |
0.9863 |
0.9863 |
0.9857 |
| S1 |
0.9831 |
0.9831 |
0.9852 |
0.9818 |
| S2 |
0.9805 |
0.9805 |
0.9846 |
|
| S3 |
0.9747 |
0.9773 |
0.9841 |
|
| S4 |
0.9689 |
0.9715 |
0.9825 |
|
|
| Weekly Pivots for week ending 08-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0465 |
1.0372 |
0.9972 |
|
| R3 |
1.0253 |
1.0160 |
0.9913 |
|
| R2 |
1.0041 |
1.0041 |
0.9894 |
|
| R1 |
0.9948 |
0.9948 |
0.9874 |
0.9995 |
| PP |
0.9829 |
0.9829 |
0.9829 |
0.9852 |
| S1 |
0.9736 |
0.9736 |
0.9836 |
0.9783 |
| S2 |
0.9617 |
0.9617 |
0.9816 |
|
| S3 |
0.9405 |
0.9524 |
0.9797 |
|
| S4 |
0.9193 |
0.9312 |
0.9738 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9922 |
0.9710 |
0.0212 |
2.2% |
0.0111 |
1.1% |
69% |
False |
False |
83,340 |
| 10 |
0.9922 |
0.9633 |
0.0289 |
2.9% |
0.0102 |
1.0% |
78% |
False |
False |
89,290 |
| 20 |
0.9922 |
0.9617 |
0.0305 |
3.1% |
0.0099 |
1.0% |
79% |
False |
False |
78,865 |
| 40 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0102 |
1.0% |
89% |
False |
False |
46,181 |
| 60 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0100 |
1.0% |
89% |
False |
False |
30,982 |
| 80 |
0.9922 |
0.9352 |
0.0570 |
5.8% |
0.0100 |
1.0% |
89% |
False |
False |
23,311 |
| 100 |
0.9922 |
0.9230 |
0.0692 |
7.0% |
0.0100 |
1.0% |
91% |
False |
False |
18,689 |
| 120 |
0.9968 |
0.9230 |
0.0738 |
7.5% |
0.0099 |
1.0% |
85% |
False |
False |
15,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0142 |
|
2.618 |
1.0047 |
|
1.618 |
0.9989 |
|
1.000 |
0.9953 |
|
0.618 |
0.9931 |
|
HIGH |
0.9895 |
|
0.618 |
0.9873 |
|
0.500 |
0.9866 |
|
0.382 |
0.9859 |
|
LOW |
0.9837 |
|
0.618 |
0.9801 |
|
1.000 |
0.9779 |
|
1.618 |
0.9743 |
|
2.618 |
0.9685 |
|
4.250 |
0.9591 |
|
|
| Fisher Pivots for day following 11-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9866 |
0.9848 |
| PP |
0.9863 |
0.9838 |
| S1 |
0.9860 |
0.9829 |
|