CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9819 |
0.9773 |
-0.0046 |
-0.5% |
0.9878 |
| High |
0.9836 |
0.9906 |
0.0070 |
0.7% |
0.9939 |
| Low |
0.9738 |
0.9762 |
0.0024 |
0.2% |
0.9725 |
| Close |
0.9762 |
0.9878 |
0.0116 |
1.2% |
0.9817 |
| Range |
0.0098 |
0.0144 |
0.0046 |
46.9% |
0.0214 |
| ATR |
0.0100 |
0.0103 |
0.0003 |
3.1% |
0.0000 |
| Volume |
97,679 |
87,681 |
-9,998 |
-10.2% |
432,777 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0281 |
1.0223 |
0.9957 |
|
| R3 |
1.0137 |
1.0079 |
0.9918 |
|
| R2 |
0.9993 |
0.9993 |
0.9904 |
|
| R1 |
0.9935 |
0.9935 |
0.9891 |
0.9964 |
| PP |
0.9849 |
0.9849 |
0.9849 |
0.9863 |
| S1 |
0.9791 |
0.9791 |
0.9865 |
0.9820 |
| S2 |
0.9705 |
0.9705 |
0.9852 |
|
| S3 |
0.9561 |
0.9647 |
0.9838 |
|
| S4 |
0.9417 |
0.9503 |
0.9799 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0357 |
0.9935 |
|
| R3 |
1.0255 |
1.0143 |
0.9876 |
|
| R2 |
1.0041 |
1.0041 |
0.9856 |
|
| R1 |
0.9929 |
0.9929 |
0.9837 |
0.9878 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9802 |
| S1 |
0.9715 |
0.9715 |
0.9797 |
0.9664 |
| S2 |
0.9613 |
0.9613 |
0.9778 |
|
| S3 |
0.9399 |
0.9501 |
0.9758 |
|
| S4 |
0.9185 |
0.9287 |
0.9699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9906 |
0.9738 |
0.0168 |
1.7% |
0.0097 |
1.0% |
83% |
True |
False |
82,170 |
| 10 |
1.0016 |
0.9725 |
0.0291 |
2.9% |
0.0105 |
1.1% |
53% |
False |
False |
87,643 |
| 20 |
1.0016 |
0.9710 |
0.0306 |
3.1% |
0.0098 |
1.0% |
55% |
False |
False |
87,361 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0104 |
1.1% |
65% |
False |
False |
86,957 |
| 60 |
1.0016 |
0.9442 |
0.0574 |
5.8% |
0.0102 |
1.0% |
76% |
False |
False |
76,256 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
79% |
False |
False |
57,592 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0101 |
1.0% |
79% |
False |
False |
46,160 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0101 |
1.0% |
79% |
False |
False |
38,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0518 |
|
2.618 |
1.0283 |
|
1.618 |
1.0139 |
|
1.000 |
1.0050 |
|
0.618 |
0.9995 |
|
HIGH |
0.9906 |
|
0.618 |
0.9851 |
|
0.500 |
0.9834 |
|
0.382 |
0.9817 |
|
LOW |
0.9762 |
|
0.618 |
0.9673 |
|
1.000 |
0.9618 |
|
1.618 |
0.9529 |
|
2.618 |
0.9385 |
|
4.250 |
0.9150 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9863 |
0.9859 |
| PP |
0.9849 |
0.9841 |
| S1 |
0.9834 |
0.9822 |
|