CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 17-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2010 |
17-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9898 |
0.9785 |
-0.0113 |
-1.1% |
0.9987 |
| High |
0.9925 |
0.9817 |
-0.0108 |
-1.1% |
1.0016 |
| Low |
0.9746 |
0.9725 |
-0.0021 |
-0.2% |
0.9850 |
| Close |
0.9784 |
0.9764 |
-0.0020 |
-0.2% |
0.9895 |
| Range |
0.0179 |
0.0092 |
-0.0087 |
-48.6% |
0.0166 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
133,020 |
85,001 |
-48,019 |
-36.1% |
439,186 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0045 |
0.9996 |
0.9815 |
|
| R3 |
0.9953 |
0.9904 |
0.9789 |
|
| R2 |
0.9861 |
0.9861 |
0.9781 |
|
| R1 |
0.9812 |
0.9812 |
0.9772 |
0.9791 |
| PP |
0.9769 |
0.9769 |
0.9769 |
0.9758 |
| S1 |
0.9720 |
0.9720 |
0.9756 |
0.9699 |
| S2 |
0.9677 |
0.9677 |
0.9747 |
|
| S3 |
0.9585 |
0.9628 |
0.9739 |
|
| S4 |
0.9493 |
0.9536 |
0.9713 |
|
|
| 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 |
0.9725 |
0.0291 |
3.0% |
0.0113 |
1.2% |
13% |
False |
True |
93,115 |
| 10 |
1.0016 |
0.9725 |
0.0291 |
3.0% |
0.0103 |
1.1% |
13% |
False |
True |
91,195 |
| 20 |
1.0016 |
0.9660 |
0.0356 |
3.6% |
0.0099 |
1.0% |
29% |
False |
False |
84,825 |
| 40 |
1.0016 |
0.9617 |
0.0399 |
4.1% |
0.0103 |
1.1% |
37% |
False |
False |
86,020 |
| 60 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0103 |
1.1% |
62% |
False |
False |
69,667 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
62% |
False |
False |
52,481 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0102 |
1.0% |
62% |
False |
False |
42,067 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
62% |
False |
False |
35,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0208 |
|
2.618 |
1.0058 |
|
1.618 |
0.9966 |
|
1.000 |
0.9909 |
|
0.618 |
0.9874 |
|
HIGH |
0.9817 |
|
0.618 |
0.9782 |
|
0.500 |
0.9771 |
|
0.382 |
0.9760 |
|
LOW |
0.9725 |
|
0.618 |
0.9668 |
|
1.000 |
0.9633 |
|
1.618 |
0.9576 |
|
2.618 |
0.9484 |
|
4.250 |
0.9334 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9771 |
0.9832 |
| PP |
0.9769 |
0.9809 |
| S1 |
0.9766 |
0.9787 |
|