CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 12-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2010 |
12-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9967 |
0.9937 |
-0.0030 |
-0.3% |
0.9960 |
| High |
0.9986 |
0.9940 |
-0.0046 |
-0.5% |
0.9991 |
| Low |
0.9901 |
0.9830 |
-0.0071 |
-0.7% |
0.9830 |
| Close |
0.9904 |
0.9873 |
-0.0031 |
-0.3% |
0.9873 |
| Range |
0.0085 |
0.0110 |
0.0025 |
29.4% |
0.0161 |
| ATR |
0.0092 |
0.0094 |
0.0001 |
1.4% |
0.0000 |
| Volume |
395 |
285 |
-110 |
-27.8% |
1,878 |
|
| Daily Pivots for day following 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0152 |
0.9934 |
|
| R3 |
1.0101 |
1.0042 |
0.9903 |
|
| R2 |
0.9991 |
0.9991 |
0.9893 |
|
| R1 |
0.9932 |
0.9932 |
0.9883 |
0.9907 |
| PP |
0.9881 |
0.9881 |
0.9881 |
0.9868 |
| S1 |
0.9822 |
0.9822 |
0.9863 |
0.9797 |
| S2 |
0.9771 |
0.9771 |
0.9853 |
|
| S3 |
0.9661 |
0.9712 |
0.9843 |
|
| S4 |
0.9551 |
0.9602 |
0.9813 |
|
|
| Weekly Pivots for week ending 12-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0381 |
1.0288 |
0.9962 |
|
| R3 |
1.0220 |
1.0127 |
0.9917 |
|
| R2 |
1.0059 |
1.0059 |
0.9903 |
|
| R1 |
0.9966 |
0.9966 |
0.9888 |
0.9932 |
| PP |
0.9898 |
0.9898 |
0.9898 |
0.9881 |
| S1 |
0.9805 |
0.9805 |
0.9858 |
0.9771 |
| S2 |
0.9737 |
0.9737 |
0.9843 |
|
| S3 |
0.9576 |
0.9644 |
0.9829 |
|
| S4 |
0.9415 |
0.9483 |
0.9784 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9991 |
0.9830 |
0.0161 |
1.6% |
0.0090 |
0.9% |
27% |
False |
True |
375 |
| 10 |
0.9991 |
0.9772 |
0.0219 |
2.2% |
0.0085 |
0.9% |
46% |
False |
False |
326 |
| 20 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0094 |
1.0% |
69% |
False |
False |
371 |
| 40 |
0.9991 |
0.9600 |
0.0391 |
4.0% |
0.0091 |
0.9% |
70% |
False |
False |
273 |
| 60 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0084 |
0.9% |
82% |
False |
False |
226 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0073 |
0.7% |
82% |
False |
False |
178 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0066 |
0.7% |
82% |
False |
False |
147 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0058 |
0.6% |
82% |
False |
False |
124 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0408 |
|
2.618 |
1.0228 |
|
1.618 |
1.0118 |
|
1.000 |
1.0050 |
|
0.618 |
1.0008 |
|
HIGH |
0.9940 |
|
0.618 |
0.9898 |
|
0.500 |
0.9885 |
|
0.382 |
0.9872 |
|
LOW |
0.9830 |
|
0.618 |
0.9762 |
|
1.000 |
0.9720 |
|
1.618 |
0.9652 |
|
2.618 |
0.9542 |
|
4.250 |
0.9363 |
|
|
| Fisher Pivots for day following 12-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9885 |
0.9908 |
| PP |
0.9881 |
0.9896 |
| S1 |
0.9877 |
0.9885 |
|