CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 02-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2010 |
02-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9831 |
0.0046 |
0.5% |
0.9714 |
| High |
0.9835 |
0.9880 |
0.0045 |
0.5% |
0.9809 |
| Low |
0.9772 |
0.9831 |
0.0059 |
0.6% |
0.9640 |
| Close |
0.9795 |
0.9878 |
0.0083 |
0.8% |
0.9770 |
| Range |
0.0063 |
0.0049 |
-0.0014 |
-22.2% |
0.0169 |
| ATR |
0.0095 |
0.0095 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
146 |
125 |
-21 |
-14.4% |
2,121 |
|
| Daily Pivots for day following 02-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0010 |
0.9993 |
0.9905 |
|
| R3 |
0.9961 |
0.9944 |
0.9891 |
|
| R2 |
0.9912 |
0.9912 |
0.9887 |
|
| R1 |
0.9895 |
0.9895 |
0.9882 |
0.9904 |
| PP |
0.9863 |
0.9863 |
0.9863 |
0.9867 |
| S1 |
0.9846 |
0.9846 |
0.9874 |
0.9855 |
| S2 |
0.9814 |
0.9814 |
0.9869 |
|
| S3 |
0.9765 |
0.9797 |
0.9865 |
|
| S4 |
0.9716 |
0.9748 |
0.9851 |
|
|
| 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 |
0.9880 |
0.9640 |
0.0240 |
2.4% |
0.0073 |
0.7% |
99% |
True |
False |
424 |
| 10 |
0.9880 |
0.9631 |
0.0249 |
2.5% |
0.0086 |
0.9% |
99% |
True |
False |
396 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.7% |
0.0093 |
0.9% |
74% |
False |
False |
307 |
| 40 |
0.9975 |
0.9500 |
0.0475 |
4.8% |
0.0087 |
0.9% |
80% |
False |
False |
232 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0080 |
0.8% |
85% |
False |
False |
185 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0070 |
0.7% |
85% |
False |
False |
145 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0060 |
0.6% |
85% |
False |
False |
118 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0088 |
|
2.618 |
1.0008 |
|
1.618 |
0.9959 |
|
1.000 |
0.9929 |
|
0.618 |
0.9910 |
|
HIGH |
0.9880 |
|
0.618 |
0.9861 |
|
0.500 |
0.9856 |
|
0.382 |
0.9850 |
|
LOW |
0.9831 |
|
0.618 |
0.9801 |
|
1.000 |
0.9782 |
|
1.618 |
0.9752 |
|
2.618 |
0.9703 |
|
4.250 |
0.9623 |
|
|
| Fisher Pivots for day following 02-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9871 |
0.9854 |
| PP |
0.9863 |
0.9829 |
| S1 |
0.9856 |
0.9805 |
|