CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 15-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2010 |
15-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9948 |
0.9942 |
-0.0006 |
-0.1% |
0.9879 |
| High |
1.0005 |
0.9974 |
-0.0031 |
-0.3% |
1.0005 |
| Low |
0.9911 |
0.9848 |
-0.0063 |
-0.6% |
0.9804 |
| Close |
0.9916 |
0.9856 |
-0.0060 |
-0.6% |
0.9856 |
| Range |
0.0094 |
0.0126 |
0.0032 |
34.0% |
0.0201 |
| ATR |
0.0101 |
0.0103 |
0.0002 |
1.7% |
0.0000 |
| Volume |
81,793 |
104,461 |
22,668 |
27.7% |
368,055 |
|
| Daily Pivots for day following 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0271 |
1.0189 |
0.9925 |
|
| R3 |
1.0145 |
1.0063 |
0.9891 |
|
| R2 |
1.0019 |
1.0019 |
0.9879 |
|
| R1 |
0.9937 |
0.9937 |
0.9868 |
0.9915 |
| PP |
0.9893 |
0.9893 |
0.9893 |
0.9882 |
| S1 |
0.9811 |
0.9811 |
0.9844 |
0.9789 |
| S2 |
0.9767 |
0.9767 |
0.9833 |
|
| S3 |
0.9641 |
0.9685 |
0.9821 |
|
| S4 |
0.9515 |
0.9559 |
0.9787 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0491 |
1.0375 |
0.9967 |
|
| R3 |
1.0290 |
1.0174 |
0.9911 |
|
| R2 |
1.0089 |
1.0089 |
0.9893 |
|
| R1 |
0.9973 |
0.9973 |
0.9874 |
0.9931 |
| PP |
0.9888 |
0.9888 |
0.9888 |
0.9867 |
| S1 |
0.9772 |
0.9772 |
0.9838 |
0.9730 |
| S2 |
0.9687 |
0.9687 |
0.9819 |
|
| S3 |
0.9486 |
0.9571 |
0.9801 |
|
| S4 |
0.9285 |
0.9370 |
0.9745 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0005 |
0.9804 |
0.0201 |
2.0% |
0.0094 |
0.9% |
26% |
False |
False |
73,611 |
| 10 |
1.0005 |
0.9710 |
0.0295 |
3.0% |
0.0103 |
1.0% |
49% |
False |
False |
81,993 |
| 20 |
1.0005 |
0.9617 |
0.0388 |
3.9% |
0.0103 |
1.0% |
62% |
False |
False |
82,869 |
| 40 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0101 |
1.0% |
77% |
False |
False |
54,429 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0098 |
1.0% |
77% |
False |
False |
36,519 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0100 |
1.0% |
77% |
False |
False |
27,469 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0100 |
1.0% |
77% |
False |
False |
22,009 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.9% |
0.0100 |
1.0% |
81% |
False |
False |
18,364 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0510 |
|
2.618 |
1.0304 |
|
1.618 |
1.0178 |
|
1.000 |
1.0100 |
|
0.618 |
1.0052 |
|
HIGH |
0.9974 |
|
0.618 |
0.9926 |
|
0.500 |
0.9911 |
|
0.382 |
0.9896 |
|
LOW |
0.9848 |
|
0.618 |
0.9770 |
|
1.000 |
0.9722 |
|
1.618 |
0.9644 |
|
2.618 |
0.9518 |
|
4.250 |
0.9313 |
|
|
| Fisher Pivots for day following 15-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9911 |
0.9927 |
| PP |
0.9893 |
0.9903 |
| S1 |
0.9874 |
0.9880 |
|