CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 27-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2010 |
27-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9792 |
0.9757 |
-0.0035 |
-0.4% |
0.9862 |
| High |
0.9810 |
0.9767 |
-0.0043 |
-0.4% |
0.9878 |
| Low |
0.9727 |
0.9660 |
-0.0067 |
-0.7% |
0.9625 |
| Close |
0.9750 |
0.9700 |
-0.0050 |
-0.5% |
0.9723 |
| Range |
0.0083 |
0.0107 |
0.0024 |
28.9% |
0.0253 |
| ATR |
0.0110 |
0.0110 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
70,124 |
81,852 |
11,728 |
16.7% |
459,521 |
|
| Daily Pivots for day following 27-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0030 |
0.9972 |
0.9759 |
|
| R3 |
0.9923 |
0.9865 |
0.9729 |
|
| R2 |
0.9816 |
0.9816 |
0.9720 |
|
| R1 |
0.9758 |
0.9758 |
0.9710 |
0.9734 |
| PP |
0.9709 |
0.9709 |
0.9709 |
0.9697 |
| S1 |
0.9651 |
0.9651 |
0.9690 |
0.9627 |
| S2 |
0.9602 |
0.9602 |
0.9680 |
|
| S3 |
0.9495 |
0.9544 |
0.9671 |
|
| S4 |
0.9388 |
0.9437 |
0.9641 |
|
|
| 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 |
0.9660 |
0.0175 |
1.8% |
0.0101 |
1.0% |
23% |
False |
True |
72,024 |
| 10 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0118 |
1.2% |
20% |
False |
False |
85,950 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0111 |
1.1% |
20% |
False |
False |
86,552 |
| 40 |
1.0005 |
0.9442 |
0.0563 |
5.8% |
0.0105 |
1.1% |
46% |
False |
False |
70,703 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0103 |
1.1% |
53% |
False |
False |
47,669 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0101 |
1.0% |
53% |
False |
False |
35,859 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0101 |
1.0% |
53% |
False |
False |
28,729 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
8.0% |
0.0100 |
1.0% |
61% |
False |
False |
23,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0222 |
|
2.618 |
1.0047 |
|
1.618 |
0.9940 |
|
1.000 |
0.9874 |
|
0.618 |
0.9833 |
|
HIGH |
0.9767 |
|
0.618 |
0.9726 |
|
0.500 |
0.9714 |
|
0.382 |
0.9701 |
|
LOW |
0.9660 |
|
0.618 |
0.9594 |
|
1.000 |
0.9553 |
|
1.618 |
0.9487 |
|
2.618 |
0.9380 |
|
4.250 |
0.9205 |
|
|
| Fisher Pivots for day following 27-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9714 |
0.9748 |
| PP |
0.9709 |
0.9732 |
| S1 |
0.9705 |
0.9716 |
|