CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9898 |
0.9907 |
0.0009 |
0.1% |
0.9736 |
| High |
0.9944 |
0.9981 |
0.0037 |
0.4% |
0.9835 |
| Low |
0.9835 |
0.9882 |
0.0047 |
0.5% |
0.9660 |
| Close |
0.9932 |
0.9959 |
0.0027 |
0.3% |
0.9793 |
| Range |
0.0109 |
0.0099 |
-0.0010 |
-9.2% |
0.0175 |
| ATR |
0.0105 |
0.0104 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
106,245 |
89,120 |
-17,125 |
-16.1% |
395,366 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0238 |
1.0197 |
1.0013 |
|
| R3 |
1.0139 |
1.0098 |
0.9986 |
|
| R2 |
1.0040 |
1.0040 |
0.9977 |
|
| R1 |
0.9999 |
0.9999 |
0.9968 |
1.0020 |
| PP |
0.9941 |
0.9941 |
0.9941 |
0.9951 |
| S1 |
0.9900 |
0.9900 |
0.9950 |
0.9921 |
| S2 |
0.9842 |
0.9842 |
0.9941 |
|
| S3 |
0.9743 |
0.9801 |
0.9932 |
|
| S4 |
0.9644 |
0.9702 |
0.9905 |
|
|
| 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 |
0.9981 |
0.9747 |
0.0234 |
2.3% |
0.0087 |
0.9% |
91% |
True |
False |
81,049 |
| 10 |
0.9981 |
0.9660 |
0.0321 |
3.2% |
0.0091 |
0.9% |
93% |
True |
False |
78,078 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.8% |
0.0105 |
1.1% |
88% |
False |
False |
82,822 |
| 40 |
1.0005 |
0.9617 |
0.0388 |
3.9% |
0.0101 |
1.0% |
88% |
False |
False |
80,402 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0103 |
1.0% |
93% |
False |
False |
56,171 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0101 |
1.0% |
93% |
False |
False |
42,252 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0101 |
1.0% |
93% |
False |
False |
33,854 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.8% |
0.0101 |
1.0% |
94% |
False |
False |
28,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0402 |
|
2.618 |
1.0240 |
|
1.618 |
1.0141 |
|
1.000 |
1.0080 |
|
0.618 |
1.0042 |
|
HIGH |
0.9981 |
|
0.618 |
0.9943 |
|
0.500 |
0.9932 |
|
0.382 |
0.9920 |
|
LOW |
0.9882 |
|
0.618 |
0.9821 |
|
1.000 |
0.9783 |
|
1.618 |
0.9722 |
|
2.618 |
0.9623 |
|
4.250 |
0.9461 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9950 |
0.9942 |
| PP |
0.9941 |
0.9925 |
| S1 |
0.9932 |
0.9908 |
|