CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 24-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Nov-2010 |
24-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9796 |
0.9770 |
-0.0026 |
-0.3% |
0.9861 |
| High |
0.9796 |
0.9886 |
0.0090 |
0.9% |
0.9916 |
| Low |
0.9717 |
0.9760 |
0.0043 |
0.4% |
0.9714 |
| Close |
0.9742 |
0.9858 |
0.0116 |
1.2% |
0.9796 |
| Range |
0.0079 |
0.0126 |
0.0047 |
59.5% |
0.0202 |
| ATR |
0.0092 |
0.0095 |
0.0004 |
4.1% |
0.0000 |
| Volume |
1,720 |
625 |
-1,095 |
-63.7% |
2,579 |
|
| Daily Pivots for day following 24-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0213 |
1.0161 |
0.9927 |
|
| R3 |
1.0087 |
1.0035 |
0.9893 |
|
| R2 |
0.9961 |
0.9961 |
0.9881 |
|
| R1 |
0.9909 |
0.9909 |
0.9870 |
0.9935 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9848 |
| S1 |
0.9783 |
0.9783 |
0.9846 |
0.9809 |
| S2 |
0.9709 |
0.9709 |
0.9835 |
|
| S3 |
0.9583 |
0.9657 |
0.9823 |
|
| S4 |
0.9457 |
0.9531 |
0.9789 |
|
|
| 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 |
0.9886 |
0.9717 |
0.0169 |
1.7% |
0.0085 |
0.9% |
83% |
True |
False |
676 |
| 10 |
0.9986 |
0.9714 |
0.0272 |
2.8% |
0.0094 |
1.0% |
53% |
False |
False |
582 |
| 20 |
0.9991 |
0.9700 |
0.0291 |
3.0% |
0.0087 |
0.9% |
54% |
False |
False |
503 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0093 |
0.9% |
66% |
False |
False |
374 |
| 60 |
0.9991 |
0.9356 |
0.0635 |
6.4% |
0.0088 |
0.9% |
79% |
False |
False |
297 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0080 |
0.8% |
80% |
False |
False |
241 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0072 |
0.7% |
80% |
False |
False |
197 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0062 |
0.6% |
80% |
False |
False |
166 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0422 |
|
2.618 |
1.0216 |
|
1.618 |
1.0090 |
|
1.000 |
1.0012 |
|
0.618 |
0.9964 |
|
HIGH |
0.9886 |
|
0.618 |
0.9838 |
|
0.500 |
0.9823 |
|
0.382 |
0.9808 |
|
LOW |
0.9760 |
|
0.618 |
0.9682 |
|
1.000 |
0.9634 |
|
1.618 |
0.9556 |
|
2.618 |
0.9430 |
|
4.250 |
0.9225 |
|
|
| Fisher Pivots for day following 24-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9846 |
0.9839 |
| PP |
0.9835 |
0.9820 |
| S1 |
0.9823 |
0.9802 |
|