CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9806 |
0.9836 |
0.0030 |
0.3% |
0.9878 |
| High |
0.9833 |
0.9875 |
0.0042 |
0.4% |
0.9939 |
| Low |
0.9767 |
0.9783 |
0.0016 |
0.2% |
0.9725 |
| Close |
0.9817 |
0.9813 |
-0.0004 |
0.0% |
0.9817 |
| Range |
0.0066 |
0.0092 |
0.0026 |
39.4% |
0.0214 |
| ATR |
0.0101 |
0.0100 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
65,955 |
78,016 |
12,061 |
18.3% |
432,777 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0100 |
1.0048 |
0.9864 |
|
| R3 |
1.0008 |
0.9956 |
0.9838 |
|
| R2 |
0.9916 |
0.9916 |
0.9830 |
|
| R1 |
0.9864 |
0.9864 |
0.9821 |
0.9844 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9814 |
| S1 |
0.9772 |
0.9772 |
0.9805 |
0.9752 |
| S2 |
0.9732 |
0.9732 |
0.9796 |
|
| S3 |
0.9640 |
0.9680 |
0.9788 |
|
| S4 |
0.9548 |
0.9588 |
0.9762 |
|
|
| 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 |
0.9925 |
0.9725 |
0.0200 |
2.0% |
0.0103 |
1.1% |
44% |
False |
False |
88,703 |
| 10 |
1.0016 |
0.9725 |
0.0291 |
3.0% |
0.0102 |
1.0% |
30% |
False |
False |
89,223 |
| 20 |
1.0016 |
0.9660 |
0.0356 |
3.6% |
0.0095 |
1.0% |
43% |
False |
False |
85,692 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0102 |
1.0% |
48% |
False |
False |
86,541 |
| 60 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0102 |
1.0% |
69% |
False |
False |
73,303 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
69% |
False |
False |
55,283 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
69% |
False |
False |
44,309 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
69% |
False |
False |
36,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0266 |
|
2.618 |
1.0116 |
|
1.618 |
1.0024 |
|
1.000 |
0.9967 |
|
0.618 |
0.9932 |
|
HIGH |
0.9875 |
|
0.618 |
0.9840 |
|
0.500 |
0.9829 |
|
0.382 |
0.9818 |
|
LOW |
0.9783 |
|
0.618 |
0.9726 |
|
1.000 |
0.9691 |
|
1.618 |
0.9634 |
|
2.618 |
0.9542 |
|
4.250 |
0.9392 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9829 |
0.9815 |
| PP |
0.9824 |
0.9814 |
| S1 |
0.9818 |
0.9814 |
|