CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9987 |
0.9962 |
-0.0025 |
-0.3% |
0.9805 |
| High |
0.9998 |
1.0013 |
0.0015 |
0.2% |
1.0001 |
| Low |
0.9937 |
0.9898 |
-0.0039 |
-0.4% |
0.9790 |
| Close |
0.9967 |
0.9967 |
0.0000 |
0.0% |
0.9988 |
| Range |
0.0061 |
0.0115 |
0.0054 |
88.5% |
0.0211 |
| ATR |
0.0100 |
0.0101 |
0.0001 |
1.0% |
0.0000 |
| Volume |
57,742 |
90,236 |
32,494 |
56.3% |
430,264 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0304 |
1.0251 |
1.0030 |
|
| R3 |
1.0189 |
1.0136 |
0.9999 |
|
| R2 |
1.0074 |
1.0074 |
0.9988 |
|
| R1 |
1.0021 |
1.0021 |
0.9978 |
1.0048 |
| PP |
0.9959 |
0.9959 |
0.9959 |
0.9973 |
| S1 |
0.9906 |
0.9906 |
0.9956 |
0.9933 |
| S2 |
0.9844 |
0.9844 |
0.9946 |
|
| S3 |
0.9729 |
0.9791 |
0.9935 |
|
| S4 |
0.9614 |
0.9676 |
0.9904 |
|
|
| 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 |
1.0013 |
0.9835 |
0.0178 |
1.8% |
0.0095 |
1.0% |
74% |
True |
False |
88,338 |
| 10 |
1.0013 |
0.9660 |
0.0353 |
3.5% |
0.0091 |
0.9% |
87% |
True |
False |
84,172 |
| 20 |
1.0013 |
0.9625 |
0.0388 |
3.9% |
0.0104 |
1.0% |
88% |
True |
False |
84,625 |
| 40 |
1.0013 |
0.9617 |
0.0396 |
4.0% |
0.0102 |
1.0% |
88% |
True |
False |
81,755 |
| 60 |
1.0013 |
0.9352 |
0.0661 |
6.6% |
0.0102 |
1.0% |
93% |
True |
False |
60,222 |
| 80 |
1.0013 |
0.9352 |
0.0661 |
6.6% |
0.0100 |
1.0% |
93% |
True |
False |
45,315 |
| 100 |
1.0013 |
0.9352 |
0.0661 |
6.6% |
0.0101 |
1.0% |
93% |
True |
False |
36,316 |
| 120 |
1.0013 |
0.9230 |
0.0783 |
7.9% |
0.0100 |
1.0% |
94% |
True |
False |
30,293 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0502 |
|
2.618 |
1.0314 |
|
1.618 |
1.0199 |
|
1.000 |
1.0128 |
|
0.618 |
1.0084 |
|
HIGH |
1.0013 |
|
0.618 |
0.9969 |
|
0.500 |
0.9956 |
|
0.382 |
0.9942 |
|
LOW |
0.9898 |
|
0.618 |
0.9827 |
|
1.000 |
0.9783 |
|
1.618 |
0.9712 |
|
2.618 |
0.9597 |
|
4.250 |
0.9409 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9963 |
0.9963 |
| PP |
0.9959 |
0.9959 |
| S1 |
0.9956 |
0.9956 |
|