CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 10-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2010 |
10-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9928 |
0.9884 |
-0.0044 |
-0.4% |
0.9785 |
| High |
0.9991 |
0.9975 |
-0.0016 |
-0.2% |
0.9976 |
| Low |
0.9878 |
0.9884 |
0.0006 |
0.1% |
0.9772 |
| Close |
0.9945 |
0.9975 |
0.0030 |
0.3% |
0.9966 |
| Range |
0.0113 |
0.0091 |
-0.0022 |
-19.5% |
0.0204 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
206 |
327 |
121 |
58.7% |
1,382 |
|
| Daily Pivots for day following 10-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0218 |
1.0187 |
1.0025 |
|
| R3 |
1.0127 |
1.0096 |
1.0000 |
|
| R2 |
1.0036 |
1.0036 |
0.9992 |
|
| R1 |
1.0005 |
1.0005 |
0.9983 |
1.0021 |
| PP |
0.9945 |
0.9945 |
0.9945 |
0.9952 |
| S1 |
0.9914 |
0.9914 |
0.9967 |
0.9930 |
| S2 |
0.9854 |
0.9854 |
0.9958 |
|
| S3 |
0.9763 |
0.9823 |
0.9950 |
|
| S4 |
0.9672 |
0.9732 |
0.9925 |
|
|
| 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 |
0.9862 |
0.0129 |
1.3% |
0.0087 |
0.9% |
88% |
False |
False |
412 |
| 10 |
0.9991 |
0.9700 |
0.0291 |
2.9% |
0.0081 |
0.8% |
95% |
False |
False |
424 |
| 20 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0094 |
0.9% |
96% |
False |
False |
360 |
| 40 |
0.9991 |
0.9600 |
0.0391 |
3.9% |
0.0090 |
0.9% |
96% |
False |
False |
267 |
| 60 |
0.9991 |
0.9338 |
0.0653 |
6.5% |
0.0083 |
0.8% |
98% |
False |
False |
216 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.5% |
0.0072 |
0.7% |
98% |
False |
False |
170 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.5% |
0.0065 |
0.6% |
98% |
False |
False |
140 |
| 120 |
0.9991 |
0.9294 |
0.0697 |
7.0% |
0.0057 |
0.6% |
98% |
False |
False |
119 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0362 |
|
2.618 |
1.0213 |
|
1.618 |
1.0122 |
|
1.000 |
1.0066 |
|
0.618 |
1.0031 |
|
HIGH |
0.9975 |
|
0.618 |
0.9940 |
|
0.500 |
0.9930 |
|
0.382 |
0.9919 |
|
LOW |
0.9884 |
|
0.618 |
0.9828 |
|
1.000 |
0.9793 |
|
1.618 |
0.9737 |
|
2.618 |
0.9646 |
|
4.250 |
0.9497 |
|
|
| Fisher Pivots for day following 10-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9960 |
0.9962 |
| PP |
0.9945 |
0.9948 |
| S1 |
0.9930 |
0.9935 |
|