CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2010 |
15-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9937 |
0.9861 |
-0.0076 |
-0.8% |
0.9960 |
| High |
0.9940 |
0.9916 |
-0.0024 |
-0.2% |
0.9991 |
| Low |
0.9830 |
0.9836 |
0.0006 |
0.1% |
0.9830 |
| Close |
0.9873 |
0.9898 |
0.0025 |
0.3% |
0.9873 |
| Range |
0.0110 |
0.0080 |
-0.0030 |
-27.3% |
0.0161 |
| ATR |
0.0094 |
0.0093 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
285 |
426 |
141 |
49.5% |
1,878 |
|
| Daily Pivots for day following 15-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0123 |
1.0091 |
0.9942 |
|
| R3 |
1.0043 |
1.0011 |
0.9920 |
|
| R2 |
0.9963 |
0.9963 |
0.9913 |
|
| R1 |
0.9931 |
0.9931 |
0.9905 |
0.9947 |
| PP |
0.9883 |
0.9883 |
0.9883 |
0.9892 |
| S1 |
0.9851 |
0.9851 |
0.9891 |
0.9867 |
| S2 |
0.9803 |
0.9803 |
0.9883 |
|
| S3 |
0.9723 |
0.9771 |
0.9876 |
|
| S4 |
0.9643 |
0.9691 |
0.9854 |
|
|
| 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% |
0.0096 |
1.0% |
42% |
False |
False |
327 |
| 10 |
0.9991 |
0.9812 |
0.0179 |
1.8% |
0.0086 |
0.9% |
48% |
False |
False |
354 |
| 20 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0093 |
0.9% |
76% |
False |
False |
380 |
| 40 |
0.9991 |
0.9600 |
0.0391 |
4.0% |
0.0092 |
0.9% |
76% |
False |
False |
282 |
| 60 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0083 |
0.8% |
86% |
False |
False |
232 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0074 |
0.7% |
86% |
False |
False |
184 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0067 |
0.7% |
86% |
False |
False |
151 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0059 |
0.6% |
86% |
False |
False |
128 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0256 |
|
2.618 |
1.0125 |
|
1.618 |
1.0045 |
|
1.000 |
0.9996 |
|
0.618 |
0.9965 |
|
HIGH |
0.9916 |
|
0.618 |
0.9885 |
|
0.500 |
0.9876 |
|
0.382 |
0.9867 |
|
LOW |
0.9836 |
|
0.618 |
0.9787 |
|
1.000 |
0.9756 |
|
1.618 |
0.9707 |
|
2.618 |
0.9627 |
|
4.250 |
0.9496 |
|
|
| Fisher Pivots for day following 15-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9891 |
0.9908 |
| PP |
0.9883 |
0.9905 |
| S1 |
0.9876 |
0.9901 |
|