CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 19-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2010 |
19-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9747 |
0.9787 |
0.0040 |
0.4% |
0.9861 |
| High |
0.9817 |
0.9811 |
-0.0006 |
-0.1% |
0.9916 |
| Low |
0.9747 |
0.9750 |
0.0003 |
0.0% |
0.9714 |
| Close |
0.9764 |
0.9796 |
0.0032 |
0.3% |
0.9796 |
| Range |
0.0070 |
0.0061 |
-0.0009 |
-12.9% |
0.0202 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
480 |
340 |
-140 |
-29.2% |
2,579 |
|
| Daily Pivots for day following 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9969 |
0.9943 |
0.9830 |
|
| R3 |
0.9908 |
0.9882 |
0.9813 |
|
| R2 |
0.9847 |
0.9847 |
0.9807 |
|
| R1 |
0.9821 |
0.9821 |
0.9802 |
0.9834 |
| PP |
0.9786 |
0.9786 |
0.9786 |
0.9792 |
| S1 |
0.9760 |
0.9760 |
0.9790 |
0.9773 |
| S2 |
0.9725 |
0.9725 |
0.9785 |
|
| S3 |
0.9664 |
0.9699 |
0.9779 |
|
| S4 |
0.9603 |
0.9638 |
0.9762 |
|
|
| Weekly Pivots for week ending 19-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0307 |
0.9907 |
|
| R3 |
1.0213 |
1.0105 |
0.9852 |
|
| R2 |
1.0011 |
1.0011 |
0.9833 |
|
| R1 |
0.9903 |
0.9903 |
0.9815 |
0.9856 |
| PP |
0.9809 |
0.9809 |
0.9809 |
0.9785 |
| S1 |
0.9701 |
0.9701 |
0.9777 |
0.9654 |
| S2 |
0.9607 |
0.9607 |
0.9759 |
|
| S3 |
0.9405 |
0.9499 |
0.9740 |
|
| S4 |
0.9203 |
0.9297 |
0.9685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9916 |
0.9714 |
0.0202 |
2.1% |
0.0090 |
0.9% |
41% |
False |
False |
515 |
| 10 |
0.9991 |
0.9714 |
0.0277 |
2.8% |
0.0090 |
0.9% |
30% |
False |
False |
445 |
| 20 |
0.9991 |
0.9640 |
0.0351 |
3.6% |
0.0086 |
0.9% |
44% |
False |
False |
398 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0090 |
0.9% |
49% |
False |
False |
321 |
| 60 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0086 |
0.9% |
70% |
False |
False |
258 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0077 |
0.8% |
70% |
False |
False |
210 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0069 |
0.7% |
70% |
False |
False |
172 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0060 |
0.6% |
70% |
False |
False |
145 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0070 |
|
2.618 |
0.9971 |
|
1.618 |
0.9910 |
|
1.000 |
0.9872 |
|
0.618 |
0.9849 |
|
HIGH |
0.9811 |
|
0.618 |
0.9788 |
|
0.500 |
0.9781 |
|
0.382 |
0.9773 |
|
LOW |
0.9750 |
|
0.618 |
0.9712 |
|
1.000 |
0.9689 |
|
1.618 |
0.9651 |
|
2.618 |
0.9590 |
|
4.250 |
0.9491 |
|
|
| Fisher Pivots for day following 19-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9791 |
0.9786 |
| PP |
0.9786 |
0.9776 |
| S1 |
0.9781 |
0.9766 |
|