CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9786 |
0.9805 |
0.0019 |
0.2% |
0.9736 |
| High |
0.9825 |
0.9864 |
0.0039 |
0.4% |
0.9835 |
| Low |
0.9747 |
0.9790 |
0.0043 |
0.4% |
0.9660 |
| Close |
0.9793 |
0.9818 |
0.0025 |
0.3% |
0.9793 |
| Range |
0.0078 |
0.0074 |
-0.0004 |
-5.1% |
0.0175 |
| ATR |
0.0108 |
0.0105 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
73,330 |
70,071 |
-3,259 |
-4.4% |
395,366 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0046 |
1.0006 |
0.9859 |
|
| R3 |
0.9972 |
0.9932 |
0.9838 |
|
| R2 |
0.9898 |
0.9898 |
0.9832 |
|
| R1 |
0.9858 |
0.9858 |
0.9825 |
0.9878 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9834 |
| S1 |
0.9784 |
0.9784 |
0.9811 |
0.9804 |
| S2 |
0.9750 |
0.9750 |
0.9804 |
|
| S3 |
0.9676 |
0.9710 |
0.9798 |
|
| S4 |
0.9602 |
0.9636 |
0.9777 |
|
|
| 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 |
0.9864 |
0.9660 |
0.0204 |
2.1% |
0.0089 |
0.9% |
77% |
True |
False |
80,736 |
| 10 |
0.9864 |
0.9625 |
0.0239 |
2.4% |
0.0110 |
1.1% |
81% |
True |
False |
84,519 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.9% |
0.0109 |
1.1% |
51% |
False |
False |
83,763 |
| 40 |
1.0005 |
0.9496 |
0.0509 |
5.2% |
0.0104 |
1.1% |
63% |
False |
False |
76,460 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0103 |
1.1% |
71% |
False |
False |
51,837 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0101 |
1.0% |
71% |
False |
False |
38,993 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.7% |
0.0101 |
1.0% |
71% |
False |
False |
31,244 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.9% |
0.0101 |
1.0% |
76% |
False |
False |
26,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0179 |
|
2.618 |
1.0058 |
|
1.618 |
0.9984 |
|
1.000 |
0.9938 |
|
0.618 |
0.9910 |
|
HIGH |
0.9864 |
|
0.618 |
0.9836 |
|
0.500 |
0.9827 |
|
0.382 |
0.9818 |
|
LOW |
0.9790 |
|
0.618 |
0.9744 |
|
1.000 |
0.9716 |
|
1.618 |
0.9670 |
|
2.618 |
0.9596 |
|
4.250 |
0.9476 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9808 |
| PP |
0.9824 |
0.9797 |
| S1 |
0.9821 |
0.9787 |
|