CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 03-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2010 |
03-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9831 |
0.9878 |
0.0047 |
0.5% |
0.9714 |
| High |
0.9880 |
0.9917 |
0.0037 |
0.4% |
0.9809 |
| Low |
0.9831 |
0.9812 |
-0.0019 |
-0.2% |
0.9640 |
| Close |
0.9878 |
0.9909 |
0.0031 |
0.3% |
0.9770 |
| Range |
0.0049 |
0.0105 |
0.0056 |
114.3% |
0.0169 |
| ATR |
0.0095 |
0.0095 |
0.0001 |
0.8% |
0.0000 |
| Volume |
125 |
248 |
123 |
98.4% |
2,121 |
|
| Daily Pivots for day following 03-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0194 |
1.0157 |
0.9967 |
|
| R3 |
1.0089 |
1.0052 |
0.9938 |
|
| R2 |
0.9984 |
0.9984 |
0.9928 |
|
| R1 |
0.9947 |
0.9947 |
0.9919 |
0.9966 |
| PP |
0.9879 |
0.9879 |
0.9879 |
0.9889 |
| S1 |
0.9842 |
0.9842 |
0.9899 |
0.9861 |
| S2 |
0.9774 |
0.9774 |
0.9890 |
|
| S3 |
0.9669 |
0.9737 |
0.9880 |
|
| S4 |
0.9564 |
0.9632 |
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 |
0.9917 |
0.9700 |
0.0217 |
2.2% |
0.0074 |
0.8% |
96% |
True |
False |
436 |
| 10 |
0.9917 |
0.9640 |
0.0277 |
2.8% |
0.0083 |
0.8% |
97% |
True |
False |
364 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.7% |
0.0094 |
0.9% |
82% |
False |
False |
300 |
| 40 |
0.9975 |
0.9600 |
0.0375 |
3.8% |
0.0086 |
0.9% |
82% |
False |
False |
237 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0080 |
0.8% |
90% |
False |
False |
189 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0070 |
0.7% |
90% |
False |
False |
148 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0060 |
0.6% |
90% |
False |
False |
120 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0363 |
|
2.618 |
1.0192 |
|
1.618 |
1.0087 |
|
1.000 |
1.0022 |
|
0.618 |
0.9982 |
|
HIGH |
0.9917 |
|
0.618 |
0.9877 |
|
0.500 |
0.9865 |
|
0.382 |
0.9852 |
|
LOW |
0.9812 |
|
0.618 |
0.9747 |
|
1.000 |
0.9707 |
|
1.618 |
0.9642 |
|
2.618 |
0.9537 |
|
4.250 |
0.9366 |
|
|
| Fisher Pivots for day following 03-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9894 |
0.9888 |
| PP |
0.9879 |
0.9866 |
| S1 |
0.9865 |
0.9845 |
|