CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 08-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2010 |
08-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9934 |
0.9960 |
0.0026 |
0.3% |
0.9785 |
| High |
0.9976 |
0.9965 |
-0.0011 |
-0.1% |
0.9976 |
| Low |
0.9895 |
0.9916 |
0.0021 |
0.2% |
0.9772 |
| Close |
0.9966 |
0.9945 |
-0.0021 |
-0.2% |
0.9966 |
| Range |
0.0081 |
0.0049 |
-0.0032 |
-39.5% |
0.0204 |
| ATR |
0.0095 |
0.0091 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
665 |
665 |
0 |
0.0% |
1,382 |
|
| Daily Pivots for day following 08-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0089 |
1.0066 |
0.9972 |
|
| R3 |
1.0040 |
1.0017 |
0.9958 |
|
| R2 |
0.9991 |
0.9991 |
0.9954 |
|
| R1 |
0.9968 |
0.9968 |
0.9949 |
0.9955 |
| PP |
0.9942 |
0.9942 |
0.9942 |
0.9936 |
| S1 |
0.9919 |
0.9919 |
0.9941 |
0.9906 |
| S2 |
0.9893 |
0.9893 |
0.9936 |
|
| S3 |
0.9844 |
0.9870 |
0.9932 |
|
| S4 |
0.9795 |
0.9821 |
0.9918 |
|
|
| 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 |
0.9812 |
0.0164 |
1.6% |
0.0077 |
0.8% |
81% |
False |
False |
380 |
| 10 |
0.9976 |
0.9640 |
0.0336 |
3.4% |
0.0077 |
0.8% |
91% |
False |
False |
404 |
| 20 |
0.9976 |
0.9605 |
0.0371 |
3.7% |
0.0091 |
0.9% |
92% |
False |
False |
348 |
| 40 |
0.9976 |
0.9600 |
0.0376 |
3.8% |
0.0088 |
0.9% |
92% |
False |
False |
265 |
| 60 |
0.9976 |
0.9338 |
0.0638 |
6.4% |
0.0080 |
0.8% |
95% |
False |
False |
207 |
| 80 |
0.9976 |
0.9338 |
0.0638 |
6.4% |
0.0070 |
0.7% |
95% |
False |
False |
164 |
| 100 |
0.9976 |
0.9338 |
0.0638 |
6.4% |
0.0063 |
0.6% |
95% |
False |
False |
135 |
| 120 |
0.9976 |
0.9294 |
0.0682 |
6.9% |
0.0057 |
0.6% |
95% |
False |
False |
115 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0173 |
|
2.618 |
1.0093 |
|
1.618 |
1.0044 |
|
1.000 |
1.0014 |
|
0.618 |
0.9995 |
|
HIGH |
0.9965 |
|
0.618 |
0.9946 |
|
0.500 |
0.9941 |
|
0.382 |
0.9935 |
|
LOW |
0.9916 |
|
0.618 |
0.9886 |
|
1.000 |
0.9867 |
|
1.618 |
0.9837 |
|
2.618 |
0.9788 |
|
4.250 |
0.9708 |
|
|
| Fisher Pivots for day following 08-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9944 |
0.9936 |
| PP |
0.9942 |
0.9928 |
| S1 |
0.9941 |
0.9919 |
|