CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 23-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2010 |
23-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9810 |
0.9796 |
-0.0014 |
-0.1% |
0.9861 |
| High |
0.9852 |
0.9796 |
-0.0056 |
-0.6% |
0.9916 |
| Low |
0.9763 |
0.9717 |
-0.0046 |
-0.5% |
0.9714 |
| Close |
0.9792 |
0.9742 |
-0.0050 |
-0.5% |
0.9796 |
| Range |
0.0089 |
0.0079 |
-0.0010 |
-11.2% |
0.0202 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
218 |
1,720 |
1,502 |
689.0% |
2,579 |
|
| Daily Pivots for day following 23-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9989 |
0.9944 |
0.9785 |
|
| R3 |
0.9910 |
0.9865 |
0.9764 |
|
| R2 |
0.9831 |
0.9831 |
0.9756 |
|
| R1 |
0.9786 |
0.9786 |
0.9749 |
0.9769 |
| PP |
0.9752 |
0.9752 |
0.9752 |
0.9743 |
| S1 |
0.9707 |
0.9707 |
0.9735 |
0.9690 |
| S2 |
0.9673 |
0.9673 |
0.9728 |
|
| S3 |
0.9594 |
0.9628 |
0.9720 |
|
| S4 |
0.9515 |
0.9549 |
0.9699 |
|
|
| 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 |
0.9852 |
0.9714 |
0.0138 |
1.4% |
0.0076 |
0.8% |
20% |
False |
False |
782 |
| 10 |
0.9986 |
0.9714 |
0.0272 |
2.8% |
0.0091 |
0.9% |
10% |
False |
False |
552 |
| 20 |
0.9991 |
0.9640 |
0.0351 |
3.6% |
0.0086 |
0.9% |
29% |
False |
False |
481 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
4.0% |
0.0092 |
0.9% |
35% |
False |
False |
361 |
| 60 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0086 |
0.9% |
62% |
False |
False |
288 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0079 |
0.8% |
62% |
False |
False |
234 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0071 |
0.7% |
62% |
False |
False |
191 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0061 |
0.6% |
62% |
False |
False |
161 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0132 |
|
2.618 |
1.0003 |
|
1.618 |
0.9924 |
|
1.000 |
0.9875 |
|
0.618 |
0.9845 |
|
HIGH |
0.9796 |
|
0.618 |
0.9766 |
|
0.500 |
0.9757 |
|
0.382 |
0.9747 |
|
LOW |
0.9717 |
|
0.618 |
0.9668 |
|
1.000 |
0.9638 |
|
1.618 |
0.9589 |
|
2.618 |
0.9510 |
|
4.250 |
0.9381 |
|
|
| Fisher Pivots for day following 23-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9757 |
0.9785 |
| PP |
0.9752 |
0.9770 |
| S1 |
0.9747 |
0.9756 |
|