CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9960 |
0.9878 |
-0.0082 |
-0.8% |
0.9987 |
| High |
0.9967 |
0.9939 |
-0.0028 |
-0.3% |
1.0016 |
| Low |
0.9850 |
0.9856 |
0.0006 |
0.1% |
0.9850 |
| Close |
0.9895 |
0.9920 |
0.0025 |
0.3% |
0.9895 |
| Range |
0.0117 |
0.0083 |
-0.0034 |
-29.1% |
0.0166 |
| ATR |
0.0102 |
0.0101 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
109,935 |
67,278 |
-42,657 |
-38.8% |
439,186 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0154 |
1.0120 |
0.9966 |
|
| R3 |
1.0071 |
1.0037 |
0.9943 |
|
| R2 |
0.9988 |
0.9988 |
0.9935 |
|
| R1 |
0.9954 |
0.9954 |
0.9928 |
0.9971 |
| PP |
0.9905 |
0.9905 |
0.9905 |
0.9914 |
| S1 |
0.9871 |
0.9871 |
0.9912 |
0.9888 |
| S2 |
0.9822 |
0.9822 |
0.9905 |
|
| S3 |
0.9739 |
0.9788 |
0.9897 |
|
| S4 |
0.9656 |
0.9705 |
0.9874 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0418 |
1.0323 |
0.9986 |
|
| R3 |
1.0252 |
1.0157 |
0.9941 |
|
| R2 |
1.0086 |
1.0086 |
0.9925 |
|
| R1 |
0.9991 |
0.9991 |
0.9910 |
0.9956 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9903 |
| S1 |
0.9825 |
0.9825 |
0.9880 |
0.9790 |
| S2 |
0.9754 |
0.9754 |
0.9865 |
|
| S3 |
0.9588 |
0.9659 |
0.9849 |
|
| S4 |
0.9422 |
0.9493 |
0.9804 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0016 |
0.9850 |
0.0166 |
1.7% |
0.0102 |
1.0% |
42% |
False |
False |
89,744 |
| 10 |
1.0016 |
0.9835 |
0.0181 |
1.8% |
0.0094 |
1.0% |
47% |
False |
False |
86,665 |
| 20 |
1.0016 |
0.9625 |
0.0391 |
3.9% |
0.0102 |
1.0% |
75% |
False |
False |
85,592 |
| 40 |
1.0016 |
0.9617 |
0.0399 |
4.0% |
0.0104 |
1.0% |
76% |
False |
False |
84,832 |
| 60 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
86% |
False |
False |
66,113 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0100 |
1.0% |
86% |
False |
False |
49,779 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0101 |
1.0% |
86% |
False |
False |
39,889 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0101 |
1.0% |
86% |
False |
False |
33,269 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0292 |
|
2.618 |
1.0156 |
|
1.618 |
1.0073 |
|
1.000 |
1.0022 |
|
0.618 |
0.9990 |
|
HIGH |
0.9939 |
|
0.618 |
0.9907 |
|
0.500 |
0.9898 |
|
0.382 |
0.9888 |
|
LOW |
0.9856 |
|
0.618 |
0.9805 |
|
1.000 |
0.9773 |
|
1.618 |
0.9722 |
|
2.618 |
0.9639 |
|
4.250 |
0.9503 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9913 |
0.9933 |
| PP |
0.9905 |
0.9929 |
| S1 |
0.9898 |
0.9924 |
|