CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9838 |
0.9898 |
0.0060 |
0.6% |
0.9736 |
| High |
0.9910 |
0.9944 |
0.0034 |
0.3% |
0.9835 |
| Low |
0.9837 |
0.9835 |
-0.0002 |
0.0% |
0.9660 |
| Close |
0.9901 |
0.9932 |
0.0031 |
0.3% |
0.9793 |
| Range |
0.0073 |
0.0109 |
0.0036 |
49.3% |
0.0175 |
| ATR |
0.0104 |
0.0105 |
0.0000 |
0.3% |
0.0000 |
| Volume |
66,479 |
106,245 |
39,766 |
59.8% |
395,366 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0231 |
1.0190 |
0.9992 |
|
| R3 |
1.0122 |
1.0081 |
0.9962 |
|
| R2 |
1.0013 |
1.0013 |
0.9952 |
|
| R1 |
0.9972 |
0.9972 |
0.9942 |
0.9993 |
| PP |
0.9904 |
0.9904 |
0.9904 |
0.9914 |
| S1 |
0.9863 |
0.9863 |
0.9922 |
0.9884 |
| S2 |
0.9795 |
0.9795 |
0.9912 |
|
| S3 |
0.9686 |
0.9754 |
0.9902 |
|
| S4 |
0.9577 |
0.9645 |
0.9872 |
|
|
| 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 |
0.9944 |
0.9710 |
0.0234 |
2.4% |
0.0087 |
0.9% |
95% |
True |
False |
84,886 |
| 10 |
0.9944 |
0.9660 |
0.0284 |
2.9% |
0.0094 |
0.9% |
96% |
True |
False |
78,455 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.8% |
0.0107 |
1.1% |
81% |
False |
False |
83,161 |
| 40 |
1.0005 |
0.9599 |
0.0406 |
4.1% |
0.0101 |
1.0% |
82% |
False |
False |
79,260 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0102 |
1.0% |
89% |
False |
False |
54,704 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0102 |
1.0% |
89% |
False |
False |
41,141 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0101 |
1.0% |
89% |
False |
False |
32,964 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.8% |
0.0101 |
1.0% |
91% |
False |
False |
27,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0407 |
|
2.618 |
1.0229 |
|
1.618 |
1.0120 |
|
1.000 |
1.0053 |
|
0.618 |
1.0011 |
|
HIGH |
0.9944 |
|
0.618 |
0.9902 |
|
0.500 |
0.9890 |
|
0.382 |
0.9877 |
|
LOW |
0.9835 |
|
0.618 |
0.9768 |
|
1.000 |
0.9726 |
|
1.618 |
0.9659 |
|
2.618 |
0.9550 |
|
4.250 |
0.9372 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9918 |
0.9910 |
| PP |
0.9904 |
0.9889 |
| S1 |
0.9890 |
0.9867 |
|