CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9759 |
0.9806 |
0.0047 |
0.5% |
0.9878 |
| High |
0.9842 |
0.9833 |
-0.0009 |
-0.1% |
0.9939 |
| Low |
0.9755 |
0.9767 |
0.0012 |
0.1% |
0.9725 |
| Close |
0.9785 |
0.9817 |
0.0032 |
0.3% |
0.9817 |
| Range |
0.0087 |
0.0066 |
-0.0021 |
-24.1% |
0.0214 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
81,523 |
65,955 |
-15,568 |
-19.1% |
432,777 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0004 |
0.9976 |
0.9853 |
|
| R3 |
0.9938 |
0.9910 |
0.9835 |
|
| R2 |
0.9872 |
0.9872 |
0.9829 |
|
| R1 |
0.9844 |
0.9844 |
0.9823 |
0.9858 |
| PP |
0.9806 |
0.9806 |
0.9806 |
0.9813 |
| S1 |
0.9778 |
0.9778 |
0.9811 |
0.9792 |
| S2 |
0.9740 |
0.9740 |
0.9805 |
|
| S3 |
0.9674 |
0.9712 |
0.9799 |
|
| S4 |
0.9608 |
0.9646 |
0.9781 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0357 |
0.9935 |
|
| R3 |
1.0255 |
1.0143 |
0.9876 |
|
| R2 |
1.0041 |
1.0041 |
0.9856 |
|
| R1 |
0.9929 |
0.9929 |
0.9837 |
0.9878 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9802 |
| S1 |
0.9715 |
0.9715 |
0.9797 |
0.9664 |
| S2 |
0.9613 |
0.9613 |
0.9778 |
|
| S3 |
0.9399 |
0.9501 |
0.9758 |
|
| S4 |
0.9185 |
0.9287 |
0.9699 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9939 |
0.9725 |
0.0214 |
2.2% |
0.0101 |
1.0% |
43% |
False |
False |
86,555 |
| 10 |
1.0016 |
0.9725 |
0.0291 |
3.0% |
0.0099 |
1.0% |
32% |
False |
False |
87,196 |
| 20 |
1.0016 |
0.9660 |
0.0356 |
3.6% |
0.0096 |
1.0% |
44% |
False |
False |
84,879 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0102 |
1.0% |
49% |
False |
False |
86,104 |
| 60 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0103 |
1.0% |
70% |
False |
False |
72,030 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
70% |
False |
False |
54,312 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
70% |
False |
False |
43,531 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0102 |
1.0% |
70% |
False |
False |
36,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0114 |
|
2.618 |
1.0006 |
|
1.618 |
0.9940 |
|
1.000 |
0.9899 |
|
0.618 |
0.9874 |
|
HIGH |
0.9833 |
|
0.618 |
0.9808 |
|
0.500 |
0.9800 |
|
0.382 |
0.9792 |
|
LOW |
0.9767 |
|
0.618 |
0.9726 |
|
1.000 |
0.9701 |
|
1.618 |
0.9660 |
|
2.618 |
0.9594 |
|
4.250 |
0.9487 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9811 |
0.9806 |
| PP |
0.9806 |
0.9795 |
| S1 |
0.9800 |
0.9784 |
|