CME Canadian Dollar Future December 2010
Trading Metrics calculated at close of trading on 10-Nov-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
Open |
0.9962 |
0.9916 |
-0.0046 |
-0.5% |
0.9805 |
High |
1.0013 |
1.0000 |
-0.0013 |
-0.1% |
1.0001 |
Low |
0.9898 |
0.9902 |
0.0004 |
0.0% |
0.9790 |
Close |
0.9967 |
0.9997 |
0.0030 |
0.3% |
0.9988 |
Range |
0.0115 |
0.0098 |
-0.0017 |
-14.8% |
0.0211 |
ATR |
0.0101 |
0.0101 |
0.0000 |
-0.2% |
0.0000 |
Volume |
90,236 |
110,931 |
20,695 |
22.9% |
430,264 |
|
Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0260 |
1.0227 |
1.0051 |
|
R3 |
1.0162 |
1.0129 |
1.0024 |
|
R2 |
1.0064 |
1.0064 |
1.0015 |
|
R1 |
1.0031 |
1.0031 |
1.0006 |
1.0048 |
PP |
0.9966 |
0.9966 |
0.9966 |
0.9975 |
S1 |
0.9933 |
0.9933 |
0.9988 |
0.9950 |
S2 |
0.9868 |
0.9868 |
0.9979 |
|
S3 |
0.9770 |
0.9835 |
0.9970 |
|
S4 |
0.9672 |
0.9737 |
0.9943 |
|
|
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 |
0.9882 |
0.0131 |
1.3% |
0.0093 |
0.9% |
88% |
False |
False |
89,275 |
10 |
1.0013 |
0.9710 |
0.0303 |
3.0% |
0.0090 |
0.9% |
95% |
False |
False |
87,080 |
20 |
1.0013 |
0.9625 |
0.0388 |
3.9% |
0.0104 |
1.0% |
96% |
False |
False |
86,515 |
40 |
1.0013 |
0.9617 |
0.0396 |
4.0% |
0.0103 |
1.0% |
96% |
False |
False |
82,889 |
60 |
1.0013 |
0.9352 |
0.0661 |
6.6% |
0.0103 |
1.0% |
98% |
False |
False |
62,057 |
80 |
1.0013 |
0.9352 |
0.0661 |
6.6% |
0.0100 |
1.0% |
98% |
False |
False |
46,697 |
100 |
1.0013 |
0.9352 |
0.0661 |
6.6% |
0.0101 |
1.0% |
98% |
False |
False |
37,423 |
120 |
1.0013 |
0.9230 |
0.0783 |
7.8% |
0.0101 |
1.0% |
98% |
False |
False |
31,213 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0417 |
2.618 |
1.0257 |
1.618 |
1.0159 |
1.000 |
1.0098 |
0.618 |
1.0061 |
HIGH |
1.0000 |
0.618 |
0.9963 |
0.500 |
0.9951 |
0.382 |
0.9939 |
LOW |
0.9902 |
0.618 |
0.9841 |
1.000 |
0.9804 |
1.618 |
0.9743 |
2.618 |
0.9645 |
4.250 |
0.9486 |
|
|
Fisher Pivots for day following 10-Nov-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9982 |
0.9983 |
PP |
0.9966 |
0.9969 |
S1 |
0.9951 |
0.9956 |
|