CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9907 |
0.9969 |
0.0062 |
0.6% |
0.9805 |
| High |
0.9981 |
1.0001 |
0.0020 |
0.2% |
1.0001 |
| Low |
0.9882 |
0.9908 |
0.0026 |
0.3% |
0.9790 |
| Close |
0.9959 |
0.9988 |
0.0029 |
0.3% |
0.9988 |
| Range |
0.0099 |
0.0093 |
-0.0006 |
-6.1% |
0.0211 |
| ATR |
0.0104 |
0.0103 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
89,120 |
98,349 |
9,229 |
10.4% |
430,264 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0245 |
1.0209 |
1.0039 |
|
| R3 |
1.0152 |
1.0116 |
1.0014 |
|
| R2 |
1.0059 |
1.0059 |
1.0005 |
|
| R1 |
1.0023 |
1.0023 |
0.9997 |
1.0041 |
| PP |
0.9966 |
0.9966 |
0.9966 |
0.9975 |
| S1 |
0.9930 |
0.9930 |
0.9979 |
0.9948 |
| S2 |
0.9873 |
0.9873 |
0.9971 |
|
| S3 |
0.9780 |
0.9837 |
0.9962 |
|
| S4 |
0.9687 |
0.9744 |
0.9937 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0559 |
1.0485 |
1.0104 |
|
| R3 |
1.0348 |
1.0274 |
1.0046 |
|
| R2 |
1.0137 |
1.0137 |
1.0027 |
|
| R1 |
1.0063 |
1.0063 |
1.0007 |
1.0100 |
| PP |
0.9926 |
0.9926 |
0.9926 |
0.9945 |
| S1 |
0.9852 |
0.9852 |
0.9969 |
0.9889 |
| S2 |
0.9715 |
0.9715 |
0.9949 |
|
| S3 |
0.9504 |
0.9641 |
0.9930 |
|
| S4 |
0.9293 |
0.9430 |
0.9872 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0001 |
0.9790 |
0.0211 |
2.1% |
0.0090 |
0.9% |
94% |
True |
False |
86,052 |
| 10 |
1.0001 |
0.9660 |
0.0341 |
3.4% |
0.0093 |
0.9% |
96% |
True |
False |
82,563 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.8% |
0.0103 |
1.0% |
96% |
False |
False |
82,660 |
| 40 |
1.0005 |
0.9617 |
0.0388 |
3.9% |
0.0102 |
1.0% |
96% |
False |
False |
81,386 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.5% |
0.0103 |
1.0% |
97% |
False |
False |
57,788 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.5% |
0.0100 |
1.0% |
97% |
False |
False |
43,478 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.5% |
0.0101 |
1.0% |
97% |
False |
False |
34,837 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.8% |
0.0101 |
1.0% |
98% |
False |
False |
29,065 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0396 |
|
2.618 |
1.0244 |
|
1.618 |
1.0151 |
|
1.000 |
1.0094 |
|
0.618 |
1.0058 |
|
HIGH |
1.0001 |
|
0.618 |
0.9965 |
|
0.500 |
0.9955 |
|
0.382 |
0.9944 |
|
LOW |
0.9908 |
|
0.618 |
0.9851 |
|
1.000 |
0.9815 |
|
1.618 |
0.9758 |
|
2.618 |
0.9665 |
|
4.250 |
0.9513 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9977 |
0.9965 |
| PP |
0.9966 |
0.9941 |
| S1 |
0.9955 |
0.9918 |
|