CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 29-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2010 |
29-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9865 |
0.9800 |
-0.0065 |
-0.7% |
0.9810 |
| High |
0.9900 |
0.9810 |
-0.0090 |
-0.9% |
0.9900 |
| Low |
0.9739 |
0.9730 |
-0.0009 |
-0.1% |
0.9717 |
| Close |
0.9788 |
0.9788 |
0.0000 |
0.0% |
0.9788 |
| Range |
0.0161 |
0.0080 |
-0.0081 |
-50.3% |
0.0183 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
1,061 |
1,245 |
184 |
17.3% |
3,624 |
|
| Daily Pivots for day following 29-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0016 |
0.9982 |
0.9832 |
|
| R3 |
0.9936 |
0.9902 |
0.9810 |
|
| R2 |
0.9856 |
0.9856 |
0.9803 |
|
| R1 |
0.9822 |
0.9822 |
0.9795 |
0.9799 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9765 |
| S1 |
0.9742 |
0.9742 |
0.9781 |
0.9719 |
| S2 |
0.9696 |
0.9696 |
0.9773 |
|
| S3 |
0.9616 |
0.9662 |
0.9766 |
|
| S4 |
0.9536 |
0.9582 |
0.9744 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0252 |
0.9889 |
|
| R3 |
1.0168 |
1.0069 |
0.9838 |
|
| R2 |
0.9985 |
0.9985 |
0.9822 |
|
| R1 |
0.9886 |
0.9886 |
0.9805 |
0.9844 |
| PP |
0.9802 |
0.9802 |
0.9802 |
0.9781 |
| S1 |
0.9703 |
0.9703 |
0.9771 |
0.9661 |
| S2 |
0.9619 |
0.9619 |
0.9754 |
|
| S3 |
0.9436 |
0.9520 |
0.9738 |
|
| S4 |
0.9253 |
0.9337 |
0.9687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9900 |
0.9717 |
0.0183 |
1.9% |
0.0107 |
1.1% |
39% |
False |
False |
973 |
| 10 |
0.9916 |
0.9714 |
0.0202 |
2.1% |
0.0099 |
1.0% |
37% |
False |
False |
744 |
| 20 |
0.9991 |
0.9714 |
0.0277 |
2.8% |
0.0092 |
0.9% |
27% |
False |
False |
535 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0093 |
1.0% |
47% |
False |
False |
425 |
| 60 |
0.9991 |
0.9500 |
0.0491 |
5.0% |
0.0089 |
0.9% |
59% |
False |
False |
332 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0082 |
0.8% |
69% |
False |
False |
270 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0074 |
0.8% |
69% |
False |
False |
220 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0064 |
0.7% |
69% |
False |
False |
185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0150 |
|
2.618 |
1.0019 |
|
1.618 |
0.9939 |
|
1.000 |
0.9890 |
|
0.618 |
0.9859 |
|
HIGH |
0.9810 |
|
0.618 |
0.9779 |
|
0.500 |
0.9770 |
|
0.382 |
0.9761 |
|
LOW |
0.9730 |
|
0.618 |
0.9681 |
|
1.000 |
0.9650 |
|
1.618 |
0.9601 |
|
2.618 |
0.9521 |
|
4.250 |
0.9390 |
|
|
| Fisher Pivots for day following 29-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9782 |
0.9815 |
| PP |
0.9776 |
0.9806 |
| S1 |
0.9770 |
0.9797 |
|