CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 01-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2010 |
01-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9751 |
0.9785 |
0.0034 |
0.3% |
0.9714 |
| High |
0.9800 |
0.9835 |
0.0035 |
0.4% |
0.9809 |
| Low |
0.9730 |
0.9772 |
0.0042 |
0.4% |
0.9640 |
| Close |
0.9770 |
0.9795 |
0.0025 |
0.3% |
0.9770 |
| Range |
0.0070 |
0.0063 |
-0.0007 |
-10.0% |
0.0169 |
| ATR |
0.0098 |
0.0095 |
-0.0002 |
-2.4% |
0.0000 |
| Volume |
810 |
146 |
-664 |
-82.0% |
2,121 |
|
| Daily Pivots for day following 01-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9990 |
0.9955 |
0.9830 |
|
| R3 |
0.9927 |
0.9892 |
0.9812 |
|
| R2 |
0.9864 |
0.9864 |
0.9807 |
|
| R1 |
0.9829 |
0.9829 |
0.9801 |
0.9847 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9809 |
| S1 |
0.9766 |
0.9766 |
0.9789 |
0.9784 |
| S2 |
0.9738 |
0.9738 |
0.9783 |
|
| S3 |
0.9675 |
0.9703 |
0.9778 |
|
| S4 |
0.9612 |
0.9640 |
0.9760 |
|
|
| Weekly Pivots for week ending 29-Oct-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0247 |
1.0177 |
0.9863 |
|
| R3 |
1.0078 |
1.0008 |
0.9816 |
|
| R2 |
0.9909 |
0.9909 |
0.9801 |
|
| R1 |
0.9839 |
0.9839 |
0.9785 |
0.9874 |
| PP |
0.9740 |
0.9740 |
0.9740 |
0.9757 |
| S1 |
0.9670 |
0.9670 |
0.9755 |
0.9705 |
| S2 |
0.9571 |
0.9571 |
0.9739 |
|
| S3 |
0.9402 |
0.9501 |
0.9724 |
|
| S4 |
0.9233 |
0.9332 |
0.9677 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9835 |
0.9640 |
0.0195 |
2.0% |
0.0077 |
0.8% |
79% |
True |
False |
428 |
| 10 |
0.9835 |
0.9605 |
0.0230 |
2.3% |
0.0100 |
1.0% |
83% |
True |
False |
407 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.8% |
0.0096 |
1.0% |
51% |
False |
False |
315 |
| 40 |
0.9975 |
0.9500 |
0.0475 |
4.8% |
0.0088 |
0.9% |
62% |
False |
False |
233 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0079 |
0.8% |
72% |
False |
False |
183 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0069 |
0.7% |
72% |
False |
False |
143 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.5% |
0.0060 |
0.6% |
72% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0103 |
|
2.618 |
1.0000 |
|
1.618 |
0.9937 |
|
1.000 |
0.9898 |
|
0.618 |
0.9874 |
|
HIGH |
0.9835 |
|
0.618 |
0.9811 |
|
0.500 |
0.9804 |
|
0.382 |
0.9796 |
|
LOW |
0.9772 |
|
0.618 |
0.9733 |
|
1.000 |
0.9709 |
|
1.618 |
0.9670 |
|
2.618 |
0.9607 |
|
4.250 |
0.9504 |
|
|
| Fisher Pivots for day following 01-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9804 |
0.9786 |
| PP |
0.9801 |
0.9777 |
| S1 |
0.9798 |
0.9768 |
|