CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 05-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2010 |
05-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9882 |
0.9934 |
0.0052 |
0.5% |
0.9785 |
| High |
0.9961 |
0.9976 |
0.0015 |
0.2% |
0.9976 |
| Low |
0.9862 |
0.9895 |
0.0033 |
0.3% |
0.9772 |
| Close |
0.9936 |
0.9966 |
0.0030 |
0.3% |
0.9966 |
| Range |
0.0099 |
0.0081 |
-0.0018 |
-18.2% |
0.0204 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
198 |
665 |
467 |
235.9% |
1,382 |
|
| Daily Pivots for day following 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0158 |
1.0011 |
|
| R3 |
1.0108 |
1.0077 |
0.9988 |
|
| R2 |
1.0027 |
1.0027 |
0.9981 |
|
| R1 |
0.9996 |
0.9996 |
0.9973 |
1.0012 |
| PP |
0.9946 |
0.9946 |
0.9946 |
0.9953 |
| S1 |
0.9915 |
0.9915 |
0.9959 |
0.9931 |
| S2 |
0.9865 |
0.9865 |
0.9951 |
|
| S3 |
0.9784 |
0.9834 |
0.9944 |
|
| S4 |
0.9703 |
0.9753 |
0.9921 |
|
|
| Weekly Pivots for week ending 05-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0445 |
1.0078 |
|
| R3 |
1.0313 |
1.0241 |
1.0022 |
|
| R2 |
1.0109 |
1.0109 |
1.0003 |
|
| R1 |
1.0037 |
1.0037 |
0.9985 |
1.0073 |
| PP |
0.9905 |
0.9905 |
0.9905 |
0.9923 |
| S1 |
0.9833 |
0.9833 |
0.9947 |
0.9869 |
| S2 |
0.9701 |
0.9701 |
0.9929 |
|
| S3 |
0.9497 |
0.9629 |
0.9910 |
|
| S4 |
0.9293 |
0.9425 |
0.9854 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9976 |
0.9772 |
0.0204 |
2.0% |
0.0079 |
0.8% |
95% |
True |
False |
276 |
| 10 |
0.9976 |
0.9640 |
0.0336 |
3.4% |
0.0081 |
0.8% |
97% |
True |
False |
350 |
| 20 |
0.9976 |
0.9605 |
0.0371 |
3.7% |
0.0092 |
0.9% |
97% |
True |
False |
326 |
| 40 |
0.9976 |
0.9600 |
0.0376 |
3.8% |
0.0088 |
0.9% |
97% |
True |
False |
253 |
| 60 |
0.9976 |
0.9338 |
0.0638 |
6.4% |
0.0080 |
0.8% |
98% |
True |
False |
201 |
| 80 |
0.9976 |
0.9338 |
0.0638 |
6.4% |
0.0070 |
0.7% |
98% |
True |
False |
156 |
| 100 |
0.9976 |
0.9338 |
0.0638 |
6.4% |
0.0062 |
0.6% |
98% |
True |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0320 |
|
2.618 |
1.0188 |
|
1.618 |
1.0107 |
|
1.000 |
1.0057 |
|
0.618 |
1.0026 |
|
HIGH |
0.9976 |
|
0.618 |
0.9945 |
|
0.500 |
0.9936 |
|
0.382 |
0.9926 |
|
LOW |
0.9895 |
|
0.618 |
0.9845 |
|
1.000 |
0.9814 |
|
1.618 |
0.9764 |
|
2.618 |
0.9683 |
|
4.250 |
0.9551 |
|
|
| Fisher Pivots for day following 05-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9956 |
0.9942 |
| PP |
0.9946 |
0.9918 |
| S1 |
0.9936 |
0.9894 |
|