CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9805 |
0.9838 |
0.0033 |
0.3% |
0.9736 |
| High |
0.9864 |
0.9910 |
0.0046 |
0.5% |
0.9835 |
| Low |
0.9790 |
0.9837 |
0.0047 |
0.5% |
0.9660 |
| Close |
0.9818 |
0.9901 |
0.0083 |
0.8% |
0.9793 |
| Range |
0.0074 |
0.0073 |
-0.0001 |
-1.4% |
0.0175 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
70,071 |
66,479 |
-3,592 |
-5.1% |
395,366 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0102 |
1.0074 |
0.9941 |
|
| R3 |
1.0029 |
1.0001 |
0.9921 |
|
| R2 |
0.9956 |
0.9956 |
0.9914 |
|
| R1 |
0.9928 |
0.9928 |
0.9908 |
0.9942 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9890 |
| S1 |
0.9855 |
0.9855 |
0.9894 |
0.9869 |
| S2 |
0.9810 |
0.9810 |
0.9888 |
|
| S3 |
0.9737 |
0.9782 |
0.9881 |
|
| S4 |
0.9664 |
0.9709 |
0.9861 |
|
|
| 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 |
0.9910 |
0.9660 |
0.0250 |
2.5% |
0.0087 |
0.9% |
96% |
True |
False |
80,007 |
| 10 |
0.9910 |
0.9650 |
0.0260 |
2.6% |
0.0097 |
1.0% |
97% |
True |
False |
76,908 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.8% |
0.0106 |
1.1% |
73% |
False |
False |
82,930 |
| 40 |
1.0005 |
0.9496 |
0.0509 |
5.1% |
0.0102 |
1.0% |
80% |
False |
False |
77,892 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0103 |
1.0% |
84% |
False |
False |
52,941 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0101 |
1.0% |
84% |
False |
False |
39,819 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0101 |
1.0% |
84% |
False |
False |
31,905 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.8% |
0.0101 |
1.0% |
87% |
False |
False |
26,619 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0220 |
|
2.618 |
1.0101 |
|
1.618 |
1.0028 |
|
1.000 |
0.9983 |
|
0.618 |
0.9955 |
|
HIGH |
0.9910 |
|
0.618 |
0.9882 |
|
0.500 |
0.9874 |
|
0.382 |
0.9865 |
|
LOW |
0.9837 |
|
0.618 |
0.9792 |
|
1.000 |
0.9764 |
|
1.618 |
0.9719 |
|
2.618 |
0.9646 |
|
4.250 |
0.9527 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9892 |
0.9877 |
| PP |
0.9883 |
0.9853 |
| S1 |
0.9874 |
0.9829 |
|