CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 22-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2010 |
22-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9810 |
0.0023 |
0.2% |
0.9861 |
| High |
0.9811 |
0.9852 |
0.0041 |
0.4% |
0.9916 |
| Low |
0.9750 |
0.9763 |
0.0013 |
0.1% |
0.9714 |
| Close |
0.9796 |
0.9792 |
-0.0004 |
0.0% |
0.9796 |
| Range |
0.0061 |
0.0089 |
0.0028 |
45.9% |
0.0202 |
| ATR |
0.0093 |
0.0093 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
340 |
218 |
-122 |
-35.9% |
2,579 |
|
| Daily Pivots for day following 22-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0069 |
1.0020 |
0.9841 |
|
| R3 |
0.9980 |
0.9931 |
0.9816 |
|
| R2 |
0.9891 |
0.9891 |
0.9808 |
|
| R1 |
0.9842 |
0.9842 |
0.9800 |
0.9822 |
| PP |
0.9802 |
0.9802 |
0.9802 |
0.9793 |
| S1 |
0.9753 |
0.9753 |
0.9784 |
0.9733 |
| S2 |
0.9713 |
0.9713 |
0.9776 |
|
| S3 |
0.9624 |
0.9664 |
0.9768 |
|
| S4 |
0.9535 |
0.9575 |
0.9743 |
|
|
| 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 |
0.9888 |
0.9714 |
0.0174 |
1.8% |
0.0092 |
0.9% |
45% |
False |
False |
474 |
| 10 |
0.9991 |
0.9714 |
0.0277 |
2.8% |
0.0094 |
1.0% |
28% |
False |
False |
401 |
| 20 |
0.9991 |
0.9640 |
0.0351 |
3.6% |
0.0085 |
0.9% |
43% |
False |
False |
402 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0091 |
0.9% |
48% |
False |
False |
323 |
| 60 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0086 |
0.9% |
70% |
False |
False |
261 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0078 |
0.8% |
70% |
False |
False |
213 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0070 |
0.7% |
70% |
False |
False |
174 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0061 |
0.6% |
70% |
False |
False |
147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0230 |
|
2.618 |
1.0085 |
|
1.618 |
0.9996 |
|
1.000 |
0.9941 |
|
0.618 |
0.9907 |
|
HIGH |
0.9852 |
|
0.618 |
0.9818 |
|
0.500 |
0.9808 |
|
0.382 |
0.9797 |
|
LOW |
0.9763 |
|
0.618 |
0.9708 |
|
1.000 |
0.9674 |
|
1.618 |
0.9619 |
|
2.618 |
0.9530 |
|
4.250 |
0.9385 |
|
|
| Fisher Pivots for day following 22-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9808 |
0.9800 |
| PP |
0.9802 |
0.9797 |
| S1 |
0.9797 |
0.9795 |
|