CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 11-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2010 |
11-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9916 |
0.9981 |
0.0065 |
0.7% |
0.9805 |
| High |
1.0000 |
1.0016 |
0.0016 |
0.2% |
1.0001 |
| Low |
0.9902 |
0.9921 |
0.0019 |
0.2% |
0.9790 |
| Close |
0.9997 |
0.9926 |
-0.0071 |
-0.7% |
0.9988 |
| Range |
0.0098 |
0.0095 |
-0.0003 |
-3.1% |
0.0211 |
| ATR |
0.0101 |
0.0101 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
110,931 |
70,342 |
-40,589 |
-36.6% |
430,264 |
|
| Daily Pivots for day following 11-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0178 |
0.9978 |
|
| R3 |
1.0144 |
1.0083 |
0.9952 |
|
| R2 |
1.0049 |
1.0049 |
0.9943 |
|
| R1 |
0.9988 |
0.9988 |
0.9935 |
0.9971 |
| PP |
0.9954 |
0.9954 |
0.9954 |
0.9946 |
| S1 |
0.9893 |
0.9893 |
0.9917 |
0.9876 |
| S2 |
0.9859 |
0.9859 |
0.9909 |
|
| S3 |
0.9764 |
0.9798 |
0.9900 |
|
| S4 |
0.9669 |
0.9703 |
0.9874 |
|
|
| 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 |
1.0016 |
0.9898 |
0.0118 |
1.2% |
0.0092 |
0.9% |
24% |
True |
False |
85,520 |
| 10 |
1.0016 |
0.9747 |
0.0269 |
2.7% |
0.0090 |
0.9% |
67% |
True |
False |
83,284 |
| 20 |
1.0016 |
0.9625 |
0.0391 |
3.9% |
0.0104 |
1.0% |
77% |
True |
False |
85,943 |
| 40 |
1.0016 |
0.9617 |
0.0399 |
4.0% |
0.0104 |
1.0% |
77% |
True |
False |
83,346 |
| 60 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
86% |
True |
False |
63,215 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0099 |
1.0% |
86% |
True |
False |
47,573 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0100 |
1.0% |
86% |
True |
False |
38,124 |
| 120 |
1.0016 |
0.9325 |
0.0691 |
7.0% |
0.0100 |
1.0% |
87% |
True |
False |
31,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0420 |
|
2.618 |
1.0265 |
|
1.618 |
1.0170 |
|
1.000 |
1.0111 |
|
0.618 |
1.0075 |
|
HIGH |
1.0016 |
|
0.618 |
0.9980 |
|
0.500 |
0.9969 |
|
0.382 |
0.9957 |
|
LOW |
0.9921 |
|
0.618 |
0.9862 |
|
1.000 |
0.9826 |
|
1.618 |
0.9767 |
|
2.618 |
0.9672 |
|
4.250 |
0.9517 |
|
|
| Fisher Pivots for day following 11-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9969 |
0.9957 |
| PP |
0.9954 |
0.9947 |
| S1 |
0.9940 |
0.9936 |
|