CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 18-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2010 |
18-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9942 |
0.9862 |
-0.0080 |
-0.8% |
0.9879 |
| High |
0.9974 |
0.9878 |
-0.0096 |
-1.0% |
1.0005 |
| Low |
0.9848 |
0.9763 |
-0.0085 |
-0.9% |
0.9804 |
| Close |
0.9856 |
0.9843 |
-0.0013 |
-0.1% |
0.9856 |
| Range |
0.0126 |
0.0115 |
-0.0011 |
-8.7% |
0.0201 |
| ATR |
0.0103 |
0.0104 |
0.0001 |
0.8% |
0.0000 |
| Volume |
104,461 |
79,760 |
-24,701 |
-23.6% |
368,055 |
|
| Daily Pivots for day following 18-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0173 |
1.0123 |
0.9906 |
|
| R3 |
1.0058 |
1.0008 |
0.9875 |
|
| R2 |
0.9943 |
0.9943 |
0.9864 |
|
| R1 |
0.9893 |
0.9893 |
0.9854 |
0.9861 |
| PP |
0.9828 |
0.9828 |
0.9828 |
0.9812 |
| S1 |
0.9778 |
0.9778 |
0.9832 |
0.9746 |
| S2 |
0.9713 |
0.9713 |
0.9822 |
|
| S3 |
0.9598 |
0.9663 |
0.9811 |
|
| S4 |
0.9483 |
0.9548 |
0.9780 |
|
|
| 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 |
0.9763 |
0.0242 |
2.5% |
0.0105 |
1.1% |
33% |
False |
True |
82,676 |
| 10 |
1.0005 |
0.9710 |
0.0295 |
3.0% |
0.0108 |
1.1% |
45% |
False |
False |
83,008 |
| 20 |
1.0005 |
0.9617 |
0.0388 |
3.9% |
0.0105 |
1.1% |
58% |
False |
False |
84,071 |
| 40 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0102 |
1.0% |
75% |
False |
False |
56,373 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0099 |
1.0% |
75% |
False |
False |
37,842 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0101 |
1.0% |
75% |
False |
False |
28,463 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0100 |
1.0% |
75% |
False |
False |
22,805 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.9% |
0.0101 |
1.0% |
79% |
False |
False |
19,028 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0367 |
|
2.618 |
1.0179 |
|
1.618 |
1.0064 |
|
1.000 |
0.9993 |
|
0.618 |
0.9949 |
|
HIGH |
0.9878 |
|
0.618 |
0.9834 |
|
0.500 |
0.9821 |
|
0.382 |
0.9807 |
|
LOW |
0.9763 |
|
0.618 |
0.9692 |
|
1.000 |
0.9648 |
|
1.618 |
0.9577 |
|
2.618 |
0.9462 |
|
4.250 |
0.9274 |
|
|
| Fisher Pivots for day following 18-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9836 |
0.9884 |
| PP |
0.9828 |
0.9870 |
| S1 |
0.9821 |
0.9857 |
|