CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 30-Nov-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Nov-2010 |
30-Nov-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9800 |
0.9790 |
-0.0010 |
-0.1% |
0.9810 |
| High |
0.9810 |
0.9799 |
-0.0011 |
-0.1% |
0.9900 |
| Low |
0.9730 |
0.9701 |
-0.0029 |
-0.3% |
0.9717 |
| Close |
0.9788 |
0.9728 |
-0.0060 |
-0.6% |
0.9788 |
| Range |
0.0080 |
0.0098 |
0.0018 |
22.5% |
0.0183 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1,245 |
1,326 |
81 |
6.5% |
3,624 |
|
| Daily Pivots for day following 30-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0037 |
0.9980 |
0.9782 |
|
| R3 |
0.9939 |
0.9882 |
0.9755 |
|
| R2 |
0.9841 |
0.9841 |
0.9746 |
|
| R1 |
0.9784 |
0.9784 |
0.9737 |
0.9764 |
| PP |
0.9743 |
0.9743 |
0.9743 |
0.9732 |
| S1 |
0.9686 |
0.9686 |
0.9719 |
0.9666 |
| S2 |
0.9645 |
0.9645 |
0.9710 |
|
| S3 |
0.9547 |
0.9588 |
0.9701 |
|
| S4 |
0.9449 |
0.9490 |
0.9674 |
|
|
| 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 |
0.9701 |
0.0199 |
2.0% |
0.0109 |
1.1% |
14% |
False |
True |
1,195 |
| 10 |
0.9900 |
0.9701 |
0.0199 |
2.0% |
0.0101 |
1.0% |
14% |
False |
True |
834 |
| 20 |
0.9991 |
0.9701 |
0.0290 |
3.0% |
0.0093 |
1.0% |
9% |
False |
True |
594 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
4.0% |
0.0094 |
1.0% |
32% |
False |
False |
454 |
| 60 |
0.9991 |
0.9500 |
0.0491 |
5.0% |
0.0090 |
0.9% |
46% |
False |
False |
353 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0083 |
0.8% |
60% |
False |
False |
286 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0074 |
0.8% |
60% |
False |
False |
233 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0065 |
0.7% |
60% |
False |
False |
196 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0216 |
|
2.618 |
1.0056 |
|
1.618 |
0.9958 |
|
1.000 |
0.9897 |
|
0.618 |
0.9860 |
|
HIGH |
0.9799 |
|
0.618 |
0.9762 |
|
0.500 |
0.9750 |
|
0.382 |
0.9738 |
|
LOW |
0.9701 |
|
0.618 |
0.9640 |
|
1.000 |
0.9603 |
|
1.618 |
0.9542 |
|
2.618 |
0.9444 |
|
4.250 |
0.9285 |
|
|
| Fisher Pivots for day following 30-Nov-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9750 |
0.9801 |
| PP |
0.9743 |
0.9776 |
| S1 |
0.9735 |
0.9752 |
|