CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 25-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2010 |
25-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9733 |
0.9736 |
0.0003 |
0.0% |
0.9862 |
| High |
0.9770 |
0.9835 |
0.0065 |
0.7% |
0.9878 |
| Low |
0.9694 |
0.9725 |
0.0031 |
0.3% |
0.9625 |
| Close |
0.9723 |
0.9807 |
0.0084 |
0.9% |
0.9723 |
| Range |
0.0076 |
0.0110 |
0.0034 |
44.7% |
0.0253 |
| ATR |
0.0112 |
0.0112 |
0.0000 |
0.0% |
0.0000 |
| Volume |
53,506 |
61,755 |
8,249 |
15.4% |
459,521 |
|
| Daily Pivots for day following 25-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0119 |
1.0073 |
0.9868 |
|
| R3 |
1.0009 |
0.9963 |
0.9837 |
|
| R2 |
0.9899 |
0.9899 |
0.9827 |
|
| R1 |
0.9853 |
0.9853 |
0.9817 |
0.9876 |
| PP |
0.9789 |
0.9789 |
0.9789 |
0.9801 |
| S1 |
0.9743 |
0.9743 |
0.9797 |
0.9766 |
| S2 |
0.9679 |
0.9679 |
0.9787 |
|
| S3 |
0.9569 |
0.9633 |
0.9777 |
|
| S4 |
0.9459 |
0.9523 |
0.9747 |
|
|
| Weekly Pivots for week ending 22-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0365 |
0.9862 |
|
| R3 |
1.0248 |
1.0112 |
0.9793 |
|
| R2 |
0.9995 |
0.9995 |
0.9769 |
|
| R1 |
0.9859 |
0.9859 |
0.9746 |
0.9801 |
| PP |
0.9742 |
0.9742 |
0.9742 |
0.9713 |
| S1 |
0.9606 |
0.9606 |
0.9700 |
0.9548 |
| S2 |
0.9489 |
0.9489 |
0.9677 |
|
| S3 |
0.9236 |
0.9353 |
0.9653 |
|
| S4 |
0.8983 |
0.9100 |
0.9584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9835 |
0.9625 |
0.0210 |
2.1% |
0.0130 |
1.3% |
87% |
True |
False |
88,303 |
| 10 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0118 |
1.2% |
48% |
False |
False |
85,489 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0110 |
1.1% |
48% |
False |
False |
87,390 |
| 40 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0106 |
1.1% |
70% |
False |
False |
67,108 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
70% |
False |
False |
45,146 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
70% |
False |
False |
33,963 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0102 |
1.0% |
70% |
False |
False |
27,215 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.9% |
0.0100 |
1.0% |
74% |
False |
False |
22,705 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0303 |
|
2.618 |
1.0123 |
|
1.618 |
1.0013 |
|
1.000 |
0.9945 |
|
0.618 |
0.9903 |
|
HIGH |
0.9835 |
|
0.618 |
0.9793 |
|
0.500 |
0.9780 |
|
0.382 |
0.9767 |
|
LOW |
0.9725 |
|
0.618 |
0.9657 |
|
1.000 |
0.9615 |
|
1.618 |
0.9547 |
|
2.618 |
0.9437 |
|
4.250 |
0.9258 |
|
|
| Fisher Pivots for day following 25-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9798 |
0.9793 |
| PP |
0.9789 |
0.9778 |
| S1 |
0.9780 |
0.9764 |
|