CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 18-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2010 |
18-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9760 |
0.9747 |
-0.0013 |
-0.1% |
0.9960 |
| High |
0.9795 |
0.9817 |
0.0022 |
0.2% |
0.9991 |
| Low |
0.9714 |
0.9747 |
0.0033 |
0.3% |
0.9830 |
| Close |
0.9743 |
0.9764 |
0.0021 |
0.2% |
0.9873 |
| Range |
0.0081 |
0.0070 |
-0.0011 |
-13.6% |
0.0161 |
| ATR |
0.0097 |
0.0095 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
1,154 |
480 |
-674 |
-58.4% |
1,878 |
|
| Daily Pivots for day following 18-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9986 |
0.9945 |
0.9803 |
|
| R3 |
0.9916 |
0.9875 |
0.9783 |
|
| R2 |
0.9846 |
0.9846 |
0.9777 |
|
| R1 |
0.9805 |
0.9805 |
0.9770 |
0.9826 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9786 |
| S1 |
0.9735 |
0.9735 |
0.9758 |
0.9756 |
| S2 |
0.9706 |
0.9706 |
0.9751 |
|
| S3 |
0.9636 |
0.9665 |
0.9745 |
|
| S4 |
0.9566 |
0.9595 |
0.9726 |
|
|
| 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 |
0.9940 |
0.9714 |
0.0226 |
2.3% |
0.0100 |
1.0% |
22% |
False |
False |
504 |
| 10 |
0.9991 |
0.9714 |
0.0277 |
2.8% |
0.0092 |
0.9% |
18% |
False |
False |
478 |
| 20 |
0.9991 |
0.9640 |
0.0351 |
3.6% |
0.0086 |
0.9% |
35% |
False |
False |
395 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
4.0% |
0.0092 |
0.9% |
41% |
False |
False |
315 |
| 60 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0086 |
0.9% |
65% |
False |
False |
253 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0077 |
0.8% |
65% |
False |
False |
206 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0069 |
0.7% |
65% |
False |
False |
169 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0061 |
0.6% |
65% |
False |
False |
143 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0115 |
|
2.618 |
1.0000 |
|
1.618 |
0.9930 |
|
1.000 |
0.9887 |
|
0.618 |
0.9860 |
|
HIGH |
0.9817 |
|
0.618 |
0.9790 |
|
0.500 |
0.9782 |
|
0.382 |
0.9774 |
|
LOW |
0.9747 |
|
0.618 |
0.9704 |
|
1.000 |
0.9677 |
|
1.618 |
0.9634 |
|
2.618 |
0.9564 |
|
4.250 |
0.9450 |
|
|
| Fisher Pivots for day following 18-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9782 |
0.9801 |
| PP |
0.9776 |
0.9789 |
| S1 |
0.9770 |
0.9776 |
|