CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 09-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2010 |
09-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9960 |
0.9928 |
-0.0032 |
-0.3% |
0.9785 |
| High |
0.9965 |
0.9991 |
0.0026 |
0.3% |
0.9976 |
| Low |
0.9916 |
0.9878 |
-0.0038 |
-0.4% |
0.9772 |
| Close |
0.9945 |
0.9945 |
0.0000 |
0.0% |
0.9966 |
| Range |
0.0049 |
0.0113 |
0.0064 |
130.6% |
0.0204 |
| ATR |
0.0091 |
0.0093 |
0.0002 |
1.7% |
0.0000 |
| Volume |
665 |
206 |
-459 |
-69.0% |
1,382 |
|
| Daily Pivots for day following 09-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0224 |
1.0007 |
|
| R3 |
1.0164 |
1.0111 |
0.9976 |
|
| R2 |
1.0051 |
1.0051 |
0.9966 |
|
| R1 |
0.9998 |
0.9998 |
0.9955 |
1.0025 |
| PP |
0.9938 |
0.9938 |
0.9938 |
0.9951 |
| S1 |
0.9885 |
0.9885 |
0.9935 |
0.9912 |
| S2 |
0.9825 |
0.9825 |
0.9924 |
|
| S3 |
0.9712 |
0.9772 |
0.9914 |
|
| S4 |
0.9599 |
0.9659 |
0.9883 |
|
|
| 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 |
0.9991 |
0.9812 |
0.0179 |
1.8% |
0.0089 |
0.9% |
74% |
True |
False |
396 |
| 10 |
0.9991 |
0.9640 |
0.0351 |
3.5% |
0.0081 |
0.8% |
87% |
True |
False |
410 |
| 20 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0093 |
0.9% |
88% |
True |
False |
354 |
| 40 |
0.9991 |
0.9600 |
0.0391 |
3.9% |
0.0089 |
0.9% |
88% |
True |
False |
262 |
| 60 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0082 |
0.8% |
93% |
True |
False |
210 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0072 |
0.7% |
93% |
True |
False |
166 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0064 |
0.6% |
93% |
True |
False |
137 |
| 120 |
0.9991 |
0.9294 |
0.0697 |
7.0% |
0.0057 |
0.6% |
93% |
True |
False |
117 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0471 |
|
2.618 |
1.0287 |
|
1.618 |
1.0174 |
|
1.000 |
1.0104 |
|
0.618 |
1.0061 |
|
HIGH |
0.9991 |
|
0.618 |
0.9948 |
|
0.500 |
0.9935 |
|
0.382 |
0.9921 |
|
LOW |
0.9878 |
|
0.618 |
0.9808 |
|
1.000 |
0.9765 |
|
1.618 |
0.9695 |
|
2.618 |
0.9582 |
|
4.250 |
0.9398 |
|
|
| Fisher Pivots for day following 09-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9942 |
0.9942 |
| PP |
0.9938 |
0.9938 |
| S1 |
0.9935 |
0.9935 |
|