CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9903 |
0.9811 |
-0.0092 |
-0.9% |
0.9836 |
| High |
0.9922 |
0.9832 |
-0.0090 |
-0.9% |
0.9922 |
| Low |
0.9756 |
0.9745 |
-0.0011 |
-0.1% |
0.9738 |
| Close |
0.9806 |
0.9807 |
0.0001 |
0.0% |
0.9806 |
| Range |
0.0166 |
0.0087 |
-0.0079 |
-47.6% |
0.0184 |
| ATR |
0.0108 |
0.0106 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
79,423 |
77,295 |
-2,128 |
-2.7% |
342,799 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
1.0018 |
0.9855 |
|
| R3 |
0.9969 |
0.9931 |
0.9831 |
|
| R2 |
0.9882 |
0.9882 |
0.9823 |
|
| R1 |
0.9844 |
0.9844 |
0.9815 |
0.9820 |
| PP |
0.9795 |
0.9795 |
0.9795 |
0.9782 |
| S1 |
0.9757 |
0.9757 |
0.9799 |
0.9733 |
| S2 |
0.9708 |
0.9708 |
0.9791 |
|
| S3 |
0.9621 |
0.9670 |
0.9783 |
|
| S4 |
0.9534 |
0.9583 |
0.9759 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0374 |
1.0274 |
0.9907 |
|
| R3 |
1.0190 |
1.0090 |
0.9857 |
|
| R2 |
1.0006 |
1.0006 |
0.9840 |
|
| R1 |
0.9906 |
0.9906 |
0.9823 |
0.9864 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9801 |
| S1 |
0.9722 |
0.9722 |
0.9789 |
0.9680 |
| S2 |
0.9638 |
0.9638 |
0.9772 |
|
| S3 |
0.9454 |
0.9538 |
0.9755 |
|
| S4 |
0.9270 |
0.9354 |
0.9705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9922 |
0.9738 |
0.0184 |
1.9% |
0.0117 |
1.2% |
38% |
False |
False |
84,018 |
| 10 |
0.9939 |
0.9725 |
0.0214 |
2.2% |
0.0109 |
1.1% |
38% |
False |
False |
85,287 |
| 20 |
1.0016 |
0.9725 |
0.0291 |
3.0% |
0.0101 |
1.0% |
28% |
False |
False |
86,116 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0105 |
1.1% |
47% |
False |
False |
84,928 |
| 60 |
1.0016 |
0.9496 |
0.0520 |
5.3% |
0.0103 |
1.0% |
60% |
False |
False |
78,664 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0102 |
1.0% |
69% |
False |
False |
59,539 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
69% |
False |
False |
47,722 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
69% |
False |
False |
39,806 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0202 |
|
2.618 |
1.0060 |
|
1.618 |
0.9973 |
|
1.000 |
0.9919 |
|
0.618 |
0.9886 |
|
HIGH |
0.9832 |
|
0.618 |
0.9799 |
|
0.500 |
0.9789 |
|
0.382 |
0.9778 |
|
LOW |
0.9745 |
|
0.618 |
0.9691 |
|
1.000 |
0.9658 |
|
1.618 |
0.9604 |
|
2.618 |
0.9517 |
|
4.250 |
0.9375 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9801 |
0.9834 |
| PP |
0.9795 |
0.9825 |
| S1 |
0.9789 |
0.9816 |
|