CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 13-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2010 |
13-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9848 |
0.9884 |
0.0036 |
0.4% |
0.9794 |
| High |
0.9898 |
0.9975 |
0.0077 |
0.8% |
0.9922 |
| Low |
0.9804 |
0.9879 |
0.0075 |
0.8% |
0.9710 |
| Close |
0.9879 |
0.9949 |
0.0070 |
0.7% |
0.9855 |
| Range |
0.0094 |
0.0096 |
0.0002 |
2.1% |
0.0212 |
| ATR |
0.0102 |
0.0102 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
74,235 |
73,131 |
-1,104 |
-1.5% |
451,882 |
|
| Daily Pivots for day following 13-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0222 |
1.0182 |
1.0002 |
|
| R3 |
1.0126 |
1.0086 |
0.9975 |
|
| R2 |
1.0030 |
1.0030 |
0.9967 |
|
| R1 |
0.9990 |
0.9990 |
0.9958 |
1.0010 |
| PP |
0.9934 |
0.9934 |
0.9934 |
0.9945 |
| S1 |
0.9894 |
0.9894 |
0.9940 |
0.9914 |
| S2 |
0.9838 |
0.9838 |
0.9931 |
|
| S3 |
0.9742 |
0.9798 |
0.9923 |
|
| S4 |
0.9646 |
0.9702 |
0.9896 |
|
|
| 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 |
0.9975 |
0.9750 |
0.0225 |
2.3% |
0.0104 |
1.0% |
88% |
True |
False |
75,857 |
| 10 |
0.9975 |
0.9645 |
0.0330 |
3.3% |
0.0104 |
1.0% |
92% |
True |
False |
87,154 |
| 20 |
0.9975 |
0.9617 |
0.0358 |
3.6% |
0.0101 |
1.0% |
93% |
True |
False |
79,264 |
| 40 |
0.9975 |
0.9352 |
0.0623 |
6.3% |
0.0103 |
1.0% |
96% |
True |
False |
49,829 |
| 60 |
0.9975 |
0.9352 |
0.0623 |
6.3% |
0.0098 |
1.0% |
96% |
True |
False |
33,425 |
| 80 |
0.9975 |
0.9352 |
0.0623 |
6.3% |
0.0100 |
1.0% |
96% |
True |
False |
25,150 |
| 100 |
0.9975 |
0.9230 |
0.0745 |
7.5% |
0.0100 |
1.0% |
97% |
True |
False |
20,153 |
| 120 |
0.9975 |
0.9230 |
0.0745 |
7.5% |
0.0100 |
1.0% |
97% |
True |
False |
16,813 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0383 |
|
2.618 |
1.0226 |
|
1.618 |
1.0130 |
|
1.000 |
1.0071 |
|
0.618 |
1.0034 |
|
HIGH |
0.9975 |
|
0.618 |
0.9938 |
|
0.500 |
0.9927 |
|
0.382 |
0.9916 |
|
LOW |
0.9879 |
|
0.618 |
0.9820 |
|
1.000 |
0.9783 |
|
1.618 |
0.9724 |
|
2.618 |
0.9628 |
|
4.250 |
0.9471 |
|
|
| Fisher Pivots for day following 13-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9942 |
0.9929 |
| PP |
0.9934 |
0.9909 |
| S1 |
0.9927 |
0.9890 |
|