CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9878 |
0.9898 |
0.0020 |
0.2% |
0.9987 |
| High |
0.9939 |
0.9925 |
-0.0014 |
-0.1% |
1.0016 |
| Low |
0.9856 |
0.9746 |
-0.0110 |
-1.1% |
0.9850 |
| Close |
0.9920 |
0.9784 |
-0.0136 |
-1.4% |
0.9895 |
| Range |
0.0083 |
0.0179 |
0.0096 |
115.7% |
0.0166 |
| ATR |
0.0101 |
0.0106 |
0.0006 |
5.6% |
0.0000 |
| Volume |
67,278 |
133,020 |
65,742 |
97.7% |
439,186 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0355 |
1.0249 |
0.9882 |
|
| R3 |
1.0176 |
1.0070 |
0.9833 |
|
| R2 |
0.9997 |
0.9997 |
0.9817 |
|
| R1 |
0.9891 |
0.9891 |
0.9800 |
0.9855 |
| PP |
0.9818 |
0.9818 |
0.9818 |
0.9800 |
| S1 |
0.9712 |
0.9712 |
0.9768 |
0.9676 |
| S2 |
0.9639 |
0.9639 |
0.9751 |
|
| S3 |
0.9460 |
0.9533 |
0.9735 |
|
| S4 |
0.9281 |
0.9354 |
0.9686 |
|
|
| 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 |
0.9746 |
0.0270 |
2.8% |
0.0114 |
1.2% |
14% |
False |
True |
98,301 |
| 10 |
1.0016 |
0.9746 |
0.0270 |
2.8% |
0.0105 |
1.1% |
14% |
False |
True |
93,319 |
| 20 |
1.0016 |
0.9650 |
0.0366 |
3.7% |
0.0101 |
1.0% |
37% |
False |
False |
85,114 |
| 40 |
1.0016 |
0.9617 |
0.0399 |
4.1% |
0.0105 |
1.1% |
42% |
False |
False |
86,326 |
| 60 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0103 |
1.1% |
65% |
False |
False |
68,318 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
65% |
False |
False |
51,430 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0102 |
1.0% |
65% |
False |
False |
41,218 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
65% |
False |
False |
34,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0686 |
|
2.618 |
1.0394 |
|
1.618 |
1.0215 |
|
1.000 |
1.0104 |
|
0.618 |
1.0036 |
|
HIGH |
0.9925 |
|
0.618 |
0.9857 |
|
0.500 |
0.9836 |
|
0.382 |
0.9814 |
|
LOW |
0.9746 |
|
0.618 |
0.9635 |
|
1.000 |
0.9567 |
|
1.618 |
0.9456 |
|
2.618 |
0.9277 |
|
4.250 |
0.8985 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9836 |
0.9857 |
| PP |
0.9818 |
0.9832 |
| S1 |
0.9801 |
0.9808 |
|