CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 29-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2010 |
29-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9723 |
0.9786 |
0.0063 |
0.6% |
0.9736 |
| High |
0.9812 |
0.9825 |
0.0013 |
0.1% |
0.9835 |
| Low |
0.9710 |
0.9747 |
0.0037 |
0.4% |
0.9660 |
| Close |
0.9784 |
0.9793 |
0.0009 |
0.1% |
0.9793 |
| Range |
0.0102 |
0.0078 |
-0.0024 |
-23.5% |
0.0175 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
108,305 |
73,330 |
-34,975 |
-32.3% |
395,366 |
|
| Daily Pivots for day following 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0022 |
0.9986 |
0.9836 |
|
| R3 |
0.9944 |
0.9908 |
0.9814 |
|
| R2 |
0.9866 |
0.9866 |
0.9807 |
|
| R1 |
0.9830 |
0.9830 |
0.9800 |
0.9848 |
| PP |
0.9788 |
0.9788 |
0.9788 |
0.9798 |
| S1 |
0.9752 |
0.9752 |
0.9786 |
0.9770 |
| S2 |
0.9710 |
0.9710 |
0.9779 |
|
| S3 |
0.9632 |
0.9674 |
0.9772 |
|
| S4 |
0.9554 |
0.9596 |
0.9750 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0215 |
0.9889 |
|
| R3 |
1.0113 |
1.0040 |
0.9841 |
|
| R2 |
0.9938 |
0.9938 |
0.9825 |
|
| R1 |
0.9865 |
0.9865 |
0.9809 |
0.9902 |
| PP |
0.9763 |
0.9763 |
0.9763 |
0.9781 |
| S1 |
0.9690 |
0.9690 |
0.9777 |
0.9727 |
| S2 |
0.9588 |
0.9588 |
0.9761 |
|
| S3 |
0.9413 |
0.9515 |
0.9745 |
|
| S4 |
0.9238 |
0.9340 |
0.9697 |
|
|
| 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% |
0.0096 |
1.0% |
76% |
False |
False |
79,073 |
| 10 |
0.9878 |
0.9625 |
0.0253 |
2.6% |
0.0114 |
1.2% |
66% |
False |
False |
85,488 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0108 |
1.1% |
44% |
False |
False |
83,741 |
| 40 |
1.0005 |
0.9496 |
0.0509 |
5.2% |
0.0103 |
1.1% |
58% |
False |
False |
74,939 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0103 |
1.0% |
68% |
False |
False |
50,681 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0101 |
1.0% |
68% |
False |
False |
38,124 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0101 |
1.0% |
68% |
False |
False |
30,544 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.9% |
0.0100 |
1.0% |
73% |
False |
False |
25,482 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0157 |
|
2.618 |
1.0029 |
|
1.618 |
0.9951 |
|
1.000 |
0.9903 |
|
0.618 |
0.9873 |
|
HIGH |
0.9825 |
|
0.618 |
0.9795 |
|
0.500 |
0.9786 |
|
0.382 |
0.9777 |
|
LOW |
0.9747 |
|
0.618 |
0.9699 |
|
1.000 |
0.9669 |
|
1.618 |
0.9621 |
|
2.618 |
0.9543 |
|
4.250 |
0.9416 |
|
|
| Fisher Pivots for day following 29-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9791 |
0.9776 |
| PP |
0.9788 |
0.9759 |
| S1 |
0.9786 |
0.9743 |
|