CME Canadian Dollar Future March 2011
| 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 |
0.9880 |
0.9760 |
-0.0120 |
-1.2% |
0.9960 |
| High |
0.9888 |
0.9795 |
-0.0093 |
-0.9% |
0.9991 |
| Low |
0.9728 |
0.9714 |
-0.0014 |
-0.1% |
0.9830 |
| Close |
0.9764 |
0.9743 |
-0.0021 |
-0.2% |
0.9873 |
| Range |
0.0160 |
0.0081 |
-0.0079 |
-49.4% |
0.0161 |
| ATR |
0.0098 |
0.0097 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
179 |
1,154 |
975 |
544.7% |
1,878 |
|
| Daily Pivots for day following 17-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9994 |
0.9949 |
0.9788 |
|
| R3 |
0.9913 |
0.9868 |
0.9765 |
|
| R2 |
0.9832 |
0.9832 |
0.9758 |
|
| R1 |
0.9787 |
0.9787 |
0.9750 |
0.9769 |
| PP |
0.9751 |
0.9751 |
0.9751 |
0.9742 |
| S1 |
0.9706 |
0.9706 |
0.9736 |
0.9688 |
| S2 |
0.9670 |
0.9670 |
0.9728 |
|
| S3 |
0.9589 |
0.9625 |
0.9721 |
|
| S4 |
0.9508 |
0.9544 |
0.9698 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0381 |
1.0288 |
0.9962 |
|
| R3 |
1.0220 |
1.0127 |
0.9917 |
|
| R2 |
1.0059 |
1.0059 |
0.9903 |
|
| R1 |
0.9966 |
0.9966 |
0.9888 |
0.9932 |
| PP |
0.9898 |
0.9898 |
0.9898 |
0.9881 |
| S1 |
0.9805 |
0.9805 |
0.9858 |
0.9771 |
| S2 |
0.9737 |
0.9737 |
0.9843 |
|
| S3 |
0.9576 |
0.9644 |
0.9829 |
|
| S4 |
0.9415 |
0.9483 |
0.9784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9986 |
0.9714 |
0.0272 |
2.8% |
0.0103 |
1.1% |
11% |
False |
True |
487 |
| 10 |
0.9991 |
0.9714 |
0.0277 |
2.8% |
0.0095 |
1.0% |
10% |
False |
True |
450 |
| 20 |
0.9991 |
0.9640 |
0.0351 |
3.6% |
0.0089 |
0.9% |
29% |
False |
False |
407 |
| 40 |
0.9991 |
0.9600 |
0.0391 |
4.0% |
0.0092 |
0.9% |
37% |
False |
False |
308 |
| 60 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0085 |
0.9% |
62% |
False |
False |
247 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0076 |
0.8% |
62% |
False |
False |
200 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0069 |
0.7% |
62% |
False |
False |
164 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0061 |
0.6% |
62% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0139 |
|
2.618 |
1.0007 |
|
1.618 |
0.9926 |
|
1.000 |
0.9876 |
|
0.618 |
0.9845 |
|
HIGH |
0.9795 |
|
0.618 |
0.9764 |
|
0.500 |
0.9755 |
|
0.382 |
0.9745 |
|
LOW |
0.9714 |
|
0.618 |
0.9664 |
|
1.000 |
0.9633 |
|
1.618 |
0.9583 |
|
2.618 |
0.9502 |
|
4.250 |
0.9370 |
|
|
| Fisher Pivots for day following 17-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9755 |
0.9815 |
| PP |
0.9751 |
0.9791 |
| S1 |
0.9747 |
0.9767 |
|