CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9969 |
0.9987 |
0.0018 |
0.2% |
0.9805 |
| High |
1.0001 |
0.9998 |
-0.0003 |
0.0% |
1.0001 |
| Low |
0.9908 |
0.9937 |
0.0029 |
0.3% |
0.9790 |
| Close |
0.9988 |
0.9967 |
-0.0021 |
-0.2% |
0.9988 |
| Range |
0.0093 |
0.0061 |
-0.0032 |
-34.4% |
0.0211 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
98,349 |
57,742 |
-40,607 |
-41.3% |
430,264 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0150 |
1.0120 |
1.0001 |
|
| R3 |
1.0089 |
1.0059 |
0.9984 |
|
| R2 |
1.0028 |
1.0028 |
0.9978 |
|
| R1 |
0.9998 |
0.9998 |
0.9973 |
0.9983 |
| PP |
0.9967 |
0.9967 |
0.9967 |
0.9960 |
| S1 |
0.9937 |
0.9937 |
0.9961 |
0.9922 |
| S2 |
0.9906 |
0.9906 |
0.9956 |
|
| S3 |
0.9845 |
0.9876 |
0.9950 |
|
| S4 |
0.9784 |
0.9815 |
0.9933 |
|
|
| 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 |
0.9835 |
0.0166 |
1.7% |
0.0087 |
0.9% |
80% |
False |
False |
83,587 |
| 10 |
1.0001 |
0.9660 |
0.0341 |
3.4% |
0.0088 |
0.9% |
90% |
False |
False |
82,161 |
| 20 |
1.0005 |
0.9625 |
0.0380 |
3.8% |
0.0103 |
1.0% |
90% |
False |
False |
83,825 |
| 40 |
1.0005 |
0.9617 |
0.0388 |
3.9% |
0.0101 |
1.0% |
90% |
False |
False |
81,345 |
| 60 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0102 |
1.0% |
94% |
False |
False |
58,729 |
| 80 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0100 |
1.0% |
94% |
False |
False |
44,193 |
| 100 |
1.0005 |
0.9352 |
0.0653 |
6.6% |
0.0101 |
1.0% |
94% |
False |
False |
35,414 |
| 120 |
1.0005 |
0.9230 |
0.0775 |
7.8% |
0.0100 |
1.0% |
95% |
False |
False |
29,545 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0257 |
|
2.618 |
1.0158 |
|
1.618 |
1.0097 |
|
1.000 |
1.0059 |
|
0.618 |
1.0036 |
|
HIGH |
0.9998 |
|
0.618 |
0.9975 |
|
0.500 |
0.9968 |
|
0.382 |
0.9960 |
|
LOW |
0.9937 |
|
0.618 |
0.9899 |
|
1.000 |
0.9876 |
|
1.618 |
0.9838 |
|
2.618 |
0.9777 |
|
4.250 |
0.9678 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9968 |
0.9959 |
| PP |
0.9967 |
0.9950 |
| S1 |
0.9967 |
0.9942 |
|