CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 04-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2010 |
04-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9878 |
0.9882 |
0.0004 |
0.0% |
0.9714 |
| High |
0.9917 |
0.9961 |
0.0044 |
0.4% |
0.9809 |
| Low |
0.9812 |
0.9862 |
0.0050 |
0.5% |
0.9640 |
| Close |
0.9909 |
0.9936 |
0.0027 |
0.3% |
0.9770 |
| Range |
0.0105 |
0.0099 |
-0.0006 |
-5.7% |
0.0169 |
| ATR |
0.0095 |
0.0096 |
0.0000 |
0.3% |
0.0000 |
| Volume |
248 |
198 |
-50 |
-20.2% |
2,121 |
|
| Daily Pivots for day following 04-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0217 |
1.0175 |
0.9990 |
|
| R3 |
1.0118 |
1.0076 |
0.9963 |
|
| R2 |
1.0019 |
1.0019 |
0.9954 |
|
| R1 |
0.9977 |
0.9977 |
0.9945 |
0.9998 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9930 |
| S1 |
0.9878 |
0.9878 |
0.9927 |
0.9899 |
| S2 |
0.9821 |
0.9821 |
0.9918 |
|
| S3 |
0.9722 |
0.9779 |
0.9909 |
|
| S4 |
0.9623 |
0.9680 |
0.9882 |
|
|
| 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 |
0.9961 |
0.9730 |
0.0231 |
2.3% |
0.0077 |
0.8% |
89% |
True |
False |
305 |
| 10 |
0.9961 |
0.9640 |
0.0321 |
3.2% |
0.0080 |
0.8% |
92% |
True |
False |
312 |
| 20 |
0.9975 |
0.9605 |
0.0370 |
3.7% |
0.0093 |
0.9% |
89% |
False |
False |
299 |
| 40 |
0.9975 |
0.9600 |
0.0375 |
3.8% |
0.0088 |
0.9% |
90% |
False |
False |
239 |
| 60 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0080 |
0.8% |
94% |
False |
False |
191 |
| 80 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0070 |
0.7% |
94% |
False |
False |
148 |
| 100 |
0.9975 |
0.9338 |
0.0637 |
6.4% |
0.0061 |
0.6% |
94% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0382 |
|
2.618 |
1.0220 |
|
1.618 |
1.0121 |
|
1.000 |
1.0060 |
|
0.618 |
1.0022 |
|
HIGH |
0.9961 |
|
0.618 |
0.9923 |
|
0.500 |
0.9912 |
|
0.382 |
0.9900 |
|
LOW |
0.9862 |
|
0.618 |
0.9801 |
|
1.000 |
0.9763 |
|
1.618 |
0.9702 |
|
2.618 |
0.9603 |
|
4.250 |
0.9441 |
|
|
| Fisher Pivots for day following 04-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9928 |
0.9920 |
| PP |
0.9920 |
0.9903 |
| S1 |
0.9912 |
0.9887 |
|