CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9981 |
0.9960 |
-0.0021 |
-0.2% |
0.9987 |
| High |
1.0016 |
0.9967 |
-0.0049 |
-0.5% |
1.0016 |
| Low |
0.9921 |
0.9850 |
-0.0071 |
-0.7% |
0.9850 |
| Close |
0.9926 |
0.9895 |
-0.0031 |
-0.3% |
0.9895 |
| Range |
0.0095 |
0.0117 |
0.0022 |
23.2% |
0.0166 |
| ATR |
0.0101 |
0.0102 |
0.0001 |
1.2% |
0.0000 |
| Volume |
70,342 |
109,935 |
39,593 |
56.3% |
439,186 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0255 |
1.0192 |
0.9959 |
|
| R3 |
1.0138 |
1.0075 |
0.9927 |
|
| R2 |
1.0021 |
1.0021 |
0.9916 |
|
| R1 |
0.9958 |
0.9958 |
0.9906 |
0.9931 |
| PP |
0.9904 |
0.9904 |
0.9904 |
0.9891 |
| S1 |
0.9841 |
0.9841 |
0.9884 |
0.9814 |
| S2 |
0.9787 |
0.9787 |
0.9874 |
|
| S3 |
0.9670 |
0.9724 |
0.9863 |
|
| S4 |
0.9553 |
0.9607 |
0.9831 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0323 |
0.9986 |
|
| R3 |
1.0252 |
1.0157 |
0.9941 |
|
| R2 |
1.0086 |
1.0086 |
0.9925 |
|
| R1 |
0.9991 |
0.9991 |
0.9910 |
0.9956 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9903 |
| S1 |
0.9825 |
0.9825 |
0.9880 |
0.9790 |
| S2 |
0.9754 |
0.9754 |
0.9865 |
|
| S3 |
0.9588 |
0.9659 |
0.9849 |
|
| S4 |
0.9422 |
0.9493 |
0.9804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0016 |
0.9850 |
0.0166 |
1.7% |
0.0097 |
1.0% |
27% |
False |
True |
87,837 |
| 10 |
1.0016 |
0.9790 |
0.0226 |
2.3% |
0.0093 |
0.9% |
46% |
False |
False |
86,945 |
| 20 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0104 |
1.0% |
69% |
False |
False |
86,216 |
| 40 |
1.0016 |
0.9617 |
0.0399 |
4.0% |
0.0104 |
1.0% |
70% |
False |
False |
84,543 |
| 60 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
82% |
False |
False |
65,025 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0100 |
1.0% |
82% |
False |
False |
48,943 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0101 |
1.0% |
82% |
False |
False |
39,219 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0100 |
1.0% |
82% |
False |
False |
32,710 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0464 |
|
2.618 |
1.0273 |
|
1.618 |
1.0156 |
|
1.000 |
1.0084 |
|
0.618 |
1.0039 |
|
HIGH |
0.9967 |
|
0.618 |
0.9922 |
|
0.500 |
0.9909 |
|
0.382 |
0.9895 |
|
LOW |
0.9850 |
|
0.618 |
0.9778 |
|
1.000 |
0.9733 |
|
1.618 |
0.9661 |
|
2.618 |
0.9544 |
|
4.250 |
0.9353 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9909 |
0.9933 |
| PP |
0.9904 |
0.9920 |
| S1 |
0.9900 |
0.9908 |
|