CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 21-Oct-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2010 |
21-Oct-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9654 |
0.9737 |
0.0083 |
0.9% |
0.9865 |
| High |
0.9760 |
0.9800 |
0.0040 |
0.4% |
0.9975 |
| Low |
0.9631 |
0.9671 |
0.0040 |
0.4% |
0.9797 |
| Close |
0.9746 |
0.9700 |
-0.0046 |
-0.5% |
0.9832 |
| Range |
0.0129 |
0.0129 |
0.0000 |
0.0% |
0.0178 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
2.0% |
0.0000 |
| Volume |
567 |
716 |
149 |
26.3% |
973 |
|
| Daily Pivots for day following 21-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
1.0034 |
0.9771 |
|
| R3 |
0.9982 |
0.9905 |
0.9735 |
|
| R2 |
0.9853 |
0.9853 |
0.9724 |
|
| R1 |
0.9776 |
0.9776 |
0.9712 |
0.9750 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9711 |
| S1 |
0.9647 |
0.9647 |
0.9688 |
0.9621 |
| S2 |
0.9595 |
0.9595 |
0.9676 |
|
| S3 |
0.9466 |
0.9518 |
0.9665 |
|
| S4 |
0.9337 |
0.9389 |
0.9629 |
|
|
| Weekly Pivots for week ending 15-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0402 |
1.0295 |
0.9930 |
|
| R3 |
1.0224 |
1.0117 |
0.9881 |
|
| R2 |
1.0046 |
1.0046 |
0.9865 |
|
| R1 |
0.9939 |
0.9939 |
0.9848 |
0.9904 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9850 |
| S1 |
0.9761 |
0.9761 |
0.9816 |
0.9726 |
| S2 |
0.9690 |
0.9690 |
0.9799 |
|
| S3 |
0.9512 |
0.9583 |
0.9783 |
|
| S4 |
0.9334 |
0.9405 |
0.9734 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9942 |
0.9605 |
0.0337 |
3.5% |
0.0133 |
1.4% |
28% |
False |
False |
381 |
| 10 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0106 |
1.1% |
26% |
False |
False |
286 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0097 |
1.0% |
26% |
False |
False |
235 |
| 40 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0086 |
0.9% |
57% |
False |
False |
182 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0073 |
0.8% |
57% |
False |
False |
143 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0065 |
0.7% |
57% |
False |
False |
112 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.6% |
0.0056 |
0.6% |
57% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0348 |
|
2.618 |
1.0138 |
|
1.618 |
1.0009 |
|
1.000 |
0.9929 |
|
0.618 |
0.9880 |
|
HIGH |
0.9800 |
|
0.618 |
0.9751 |
|
0.500 |
0.9736 |
|
0.382 |
0.9720 |
|
LOW |
0.9671 |
|
0.618 |
0.9591 |
|
1.000 |
0.9542 |
|
1.618 |
0.9462 |
|
2.618 |
0.9333 |
|
4.250 |
0.9123 |
|
|
| Fisher Pivots for day following 21-Oct-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9736 |
0.9703 |
| PP |
0.9724 |
0.9702 |
| S1 |
0.9712 |
0.9701 |
|