CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9811 |
0.9809 |
-0.0002 |
0.0% |
0.9836 |
| High |
0.9832 |
0.9829 |
-0.0003 |
0.0% |
0.9922 |
| Low |
0.9745 |
0.9718 |
-0.0027 |
-0.3% |
0.9738 |
| Close |
0.9807 |
0.9746 |
-0.0061 |
-0.6% |
0.9806 |
| Range |
0.0087 |
0.0111 |
0.0024 |
27.6% |
0.0184 |
| ATR |
0.0106 |
0.0107 |
0.0000 |
0.3% |
0.0000 |
| Volume |
77,295 |
103,981 |
26,686 |
34.5% |
342,799 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0097 |
1.0033 |
0.9807 |
|
| R3 |
0.9986 |
0.9922 |
0.9777 |
|
| R2 |
0.9875 |
0.9875 |
0.9766 |
|
| R1 |
0.9811 |
0.9811 |
0.9756 |
0.9788 |
| PP |
0.9764 |
0.9764 |
0.9764 |
0.9753 |
| S1 |
0.9700 |
0.9700 |
0.9736 |
0.9677 |
| S2 |
0.9653 |
0.9653 |
0.9726 |
|
| S3 |
0.9542 |
0.9589 |
0.9715 |
|
| S4 |
0.9431 |
0.9478 |
0.9685 |
|
|
| 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 |
0.9718 |
0.0204 |
2.1% |
0.0121 |
1.2% |
14% |
False |
True |
89,211 |
| 10 |
0.9925 |
0.9718 |
0.0207 |
2.1% |
0.0112 |
1.2% |
14% |
False |
True |
88,957 |
| 20 |
1.0016 |
0.9718 |
0.0298 |
3.1% |
0.0103 |
1.1% |
9% |
False |
True |
87,811 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0106 |
1.1% |
31% |
False |
False |
85,787 |
| 60 |
1.0016 |
0.9496 |
0.0520 |
5.3% |
0.0103 |
1.1% |
48% |
False |
False |
80,244 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0103 |
1.1% |
59% |
False |
False |
60,831 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0102 |
1.0% |
59% |
False |
False |
48,757 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.8% |
0.0101 |
1.0% |
59% |
False |
False |
40,671 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0301 |
|
2.618 |
1.0120 |
|
1.618 |
1.0009 |
|
1.000 |
0.9940 |
|
0.618 |
0.9898 |
|
HIGH |
0.9829 |
|
0.618 |
0.9787 |
|
0.500 |
0.9774 |
|
0.382 |
0.9760 |
|
LOW |
0.9718 |
|
0.618 |
0.9649 |
|
1.000 |
0.9607 |
|
1.618 |
0.9538 |
|
2.618 |
0.9427 |
|
4.250 |
0.9246 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9774 |
0.9820 |
| PP |
0.9764 |
0.9795 |
| S1 |
0.9755 |
0.9771 |
|