CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9759 |
-0.0026 |
-0.3% |
0.9987 |
| High |
0.9817 |
0.9842 |
0.0025 |
0.3% |
1.0016 |
| Low |
0.9725 |
0.9755 |
0.0030 |
0.3% |
0.9850 |
| Close |
0.9764 |
0.9785 |
0.0021 |
0.2% |
0.9895 |
| Range |
0.0092 |
0.0087 |
-0.0005 |
-5.4% |
0.0166 |
| ATR |
0.0105 |
0.0104 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
85,001 |
81,523 |
-3,478 |
-4.1% |
439,186 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0055 |
1.0007 |
0.9833 |
|
| R3 |
0.9968 |
0.9920 |
0.9809 |
|
| R2 |
0.9881 |
0.9881 |
0.9801 |
|
| R1 |
0.9833 |
0.9833 |
0.9793 |
0.9857 |
| PP |
0.9794 |
0.9794 |
0.9794 |
0.9806 |
| S1 |
0.9746 |
0.9746 |
0.9777 |
0.9770 |
| S2 |
0.9707 |
0.9707 |
0.9769 |
|
| S3 |
0.9620 |
0.9659 |
0.9761 |
|
| S4 |
0.9533 |
0.9572 |
0.9737 |
|
|
| 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 |
0.9967 |
0.9725 |
0.0242 |
2.5% |
0.0112 |
1.1% |
25% |
False |
False |
95,351 |
| 10 |
1.0016 |
0.9725 |
0.0291 |
3.0% |
0.0102 |
1.0% |
21% |
False |
False |
90,435 |
| 20 |
1.0016 |
0.9660 |
0.0356 |
3.6% |
0.0097 |
1.0% |
35% |
False |
False |
84,257 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0103 |
1.1% |
41% |
False |
False |
86,372 |
| 60 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0104 |
1.1% |
65% |
False |
False |
70,989 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
65% |
False |
False |
53,491 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
65% |
False |
False |
42,878 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
65% |
False |
False |
35,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0212 |
|
2.618 |
1.0070 |
|
1.618 |
0.9983 |
|
1.000 |
0.9929 |
|
0.618 |
0.9896 |
|
HIGH |
0.9842 |
|
0.618 |
0.9809 |
|
0.500 |
0.9799 |
|
0.382 |
0.9788 |
|
LOW |
0.9755 |
|
0.618 |
0.9701 |
|
1.000 |
0.9668 |
|
1.618 |
0.9614 |
|
2.618 |
0.9527 |
|
4.250 |
0.9385 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9799 |
0.9825 |
| PP |
0.9794 |
0.9812 |
| S1 |
0.9790 |
0.9798 |
|