CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 26-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Nov-2010 |
26-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9773 |
0.9903 |
0.0130 |
1.3% |
0.9836 |
| High |
0.9906 |
0.9922 |
0.0016 |
0.2% |
0.9922 |
| Low |
0.9762 |
0.9756 |
-0.0006 |
-0.1% |
0.9738 |
| Close |
0.9878 |
0.9806 |
-0.0072 |
-0.7% |
0.9806 |
| Range |
0.0144 |
0.0166 |
0.0022 |
15.3% |
0.0184 |
| ATR |
0.0103 |
0.0108 |
0.0004 |
4.3% |
0.0000 |
| Volume |
87,681 |
79,423 |
-8,258 |
-9.4% |
342,799 |
|
| Daily Pivots for day following 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0326 |
1.0232 |
0.9897 |
|
| R3 |
1.0160 |
1.0066 |
0.9852 |
|
| R2 |
0.9994 |
0.9994 |
0.9836 |
|
| R1 |
0.9900 |
0.9900 |
0.9821 |
0.9864 |
| PP |
0.9828 |
0.9828 |
0.9828 |
0.9810 |
| S1 |
0.9734 |
0.9734 |
0.9791 |
0.9698 |
| S2 |
0.9662 |
0.9662 |
0.9776 |
|
| S3 |
0.9496 |
0.9568 |
0.9760 |
|
| S4 |
0.9330 |
0.9402 |
0.9715 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0374 |
1.0274 |
0.9907 |
|
| R3 |
1.0190 |
1.0090 |
0.9857 |
|
| R2 |
1.0006 |
1.0006 |
0.9840 |
|
| R1 |
0.9906 |
0.9906 |
0.9823 |
0.9864 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9801 |
| S1 |
0.9722 |
0.9722 |
0.9789 |
0.9680 |
| S2 |
0.9638 |
0.9638 |
0.9772 |
|
| S3 |
0.9454 |
0.9538 |
0.9755 |
|
| S4 |
0.9270 |
0.9354 |
0.9705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9922 |
0.9738 |
0.0184 |
1.9% |
0.0113 |
1.2% |
37% |
True |
False |
81,750 |
| 10 |
0.9967 |
0.9725 |
0.0242 |
2.5% |
0.0112 |
1.1% |
33% |
False |
False |
88,551 |
| 20 |
1.0016 |
0.9725 |
0.0291 |
3.0% |
0.0101 |
1.0% |
28% |
False |
False |
85,917 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0106 |
1.1% |
46% |
False |
False |
85,709 |
| 60 |
1.0016 |
0.9442 |
0.0574 |
5.9% |
0.0104 |
1.1% |
63% |
False |
False |
77,482 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0103 |
1.1% |
68% |
False |
False |
58,579 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0102 |
1.0% |
68% |
False |
False |
46,952 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
68% |
False |
False |
39,163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0628 |
|
2.618 |
1.0357 |
|
1.618 |
1.0191 |
|
1.000 |
1.0088 |
|
0.618 |
1.0025 |
|
HIGH |
0.9922 |
|
0.618 |
0.9859 |
|
0.500 |
0.9839 |
|
0.382 |
0.9819 |
|
LOW |
0.9756 |
|
0.618 |
0.9653 |
|
1.000 |
0.9590 |
|
1.618 |
0.9487 |
|
2.618 |
0.9321 |
|
4.250 |
0.9051 |
|
|
| Fisher Pivots for day following 26-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9839 |
0.9830 |
| PP |
0.9828 |
0.9822 |
| S1 |
0.9817 |
0.9814 |
|