CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 16-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2010 |
16-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9861 |
0.9880 |
0.0019 |
0.2% |
0.9960 |
| High |
0.9916 |
0.9888 |
-0.0028 |
-0.3% |
0.9991 |
| Low |
0.9836 |
0.9728 |
-0.0108 |
-1.1% |
0.9830 |
| Close |
0.9898 |
0.9764 |
-0.0134 |
-1.4% |
0.9873 |
| Range |
0.0080 |
0.0160 |
0.0080 |
100.0% |
0.0161 |
| ATR |
0.0093 |
0.0098 |
0.0006 |
6.0% |
0.0000 |
| Volume |
426 |
179 |
-247 |
-58.0% |
1,878 |
|
| Daily Pivots for day following 16-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0273 |
1.0179 |
0.9852 |
|
| R3 |
1.0113 |
1.0019 |
0.9808 |
|
| R2 |
0.9953 |
0.9953 |
0.9793 |
|
| R1 |
0.9859 |
0.9859 |
0.9779 |
0.9826 |
| PP |
0.9793 |
0.9793 |
0.9793 |
0.9777 |
| S1 |
0.9699 |
0.9699 |
0.9749 |
0.9666 |
| S2 |
0.9633 |
0.9633 |
0.9735 |
|
| S3 |
0.9473 |
0.9539 |
0.9720 |
|
| S4 |
0.9313 |
0.9379 |
0.9676 |
|
|
| 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 |
0.9986 |
0.9728 |
0.0258 |
2.6% |
0.0105 |
1.1% |
14% |
False |
True |
322 |
| 10 |
0.9991 |
0.9728 |
0.0263 |
2.7% |
0.0097 |
1.0% |
14% |
False |
True |
359 |
| 20 |
0.9991 |
0.9631 |
0.0360 |
3.7% |
0.0092 |
0.9% |
37% |
False |
False |
377 |
| 40 |
0.9991 |
0.9600 |
0.0391 |
4.0% |
0.0093 |
1.0% |
42% |
False |
False |
282 |
| 60 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0086 |
0.9% |
65% |
False |
False |
234 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0076 |
0.8% |
65% |
False |
False |
186 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0068 |
0.7% |
65% |
False |
False |
153 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0060 |
0.6% |
65% |
False |
False |
129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0568 |
|
2.618 |
1.0307 |
|
1.618 |
1.0147 |
|
1.000 |
1.0048 |
|
0.618 |
0.9987 |
|
HIGH |
0.9888 |
|
0.618 |
0.9827 |
|
0.500 |
0.9808 |
|
0.382 |
0.9789 |
|
LOW |
0.9728 |
|
0.618 |
0.9629 |
|
1.000 |
0.9568 |
|
1.618 |
0.9469 |
|
2.618 |
0.9309 |
|
4.250 |
0.9048 |
|
|
| Fisher Pivots for day following 16-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9808 |
0.9834 |
| PP |
0.9793 |
0.9811 |
| S1 |
0.9779 |
0.9787 |
|