CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 10-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2010 |
10-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9871 |
0.9875 |
0.0004 |
0.0% |
0.9944 |
| High |
0.9913 |
0.9897 |
-0.0016 |
-0.2% |
0.9967 |
| Low |
0.9854 |
0.9865 |
0.0011 |
0.1% |
0.9840 |
| Close |
0.9873 |
0.9893 |
0.0020 |
0.2% |
0.9893 |
| Range |
0.0059 |
0.0032 |
-0.0027 |
-45.8% |
0.0127 |
| ATR |
0.0096 |
0.0091 |
-0.0005 |
-4.8% |
0.0000 |
| Volume |
49,249 |
46,446 |
-2,803 |
-5.7% |
156,411 |
|
| Daily Pivots for day following 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9981 |
0.9969 |
0.9911 |
|
| R3 |
0.9949 |
0.9937 |
0.9902 |
|
| R2 |
0.9917 |
0.9917 |
0.9899 |
|
| R1 |
0.9905 |
0.9905 |
0.9896 |
0.9911 |
| PP |
0.9885 |
0.9885 |
0.9885 |
0.9888 |
| S1 |
0.9873 |
0.9873 |
0.9890 |
0.9879 |
| S2 |
0.9853 |
0.9853 |
0.9887 |
|
| S3 |
0.9821 |
0.9841 |
0.9884 |
|
| S4 |
0.9789 |
0.9809 |
0.9875 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0281 |
1.0214 |
0.9963 |
|
| R3 |
1.0154 |
1.0087 |
0.9928 |
|
| R2 |
1.0027 |
1.0027 |
0.9916 |
|
| R1 |
0.9960 |
0.9960 |
0.9905 |
0.9930 |
| PP |
0.9900 |
0.9900 |
0.9900 |
0.9885 |
| S1 |
0.9833 |
0.9833 |
0.9881 |
0.9803 |
| S2 |
0.9773 |
0.9773 |
0.9870 |
|
| S3 |
0.9646 |
0.9706 |
0.9858 |
|
| S4 |
0.9519 |
0.9579 |
0.9823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9967 |
0.9840 |
0.0127 |
1.3% |
0.0068 |
0.7% |
42% |
False |
False |
31,282 |
| 10 |
0.9975 |
0.9701 |
0.0274 |
2.8% |
0.0088 |
0.9% |
70% |
False |
False |
17,051 |
| 20 |
0.9975 |
0.9701 |
0.0274 |
2.8% |
0.0095 |
1.0% |
70% |
False |
False |
8,850 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0094 |
1.0% |
75% |
False |
False |
4,607 |
| 60 |
0.9991 |
0.9600 |
0.0391 |
4.0% |
0.0092 |
0.9% |
75% |
False |
False |
3,128 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0087 |
0.9% |
85% |
False |
False |
2,378 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0076 |
0.8% |
85% |
False |
False |
1,910 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0070 |
0.7% |
85% |
False |
False |
1,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0033 |
|
2.618 |
0.9981 |
|
1.618 |
0.9949 |
|
1.000 |
0.9929 |
|
0.618 |
0.9917 |
|
HIGH |
0.9897 |
|
0.618 |
0.9885 |
|
0.500 |
0.9881 |
|
0.382 |
0.9877 |
|
LOW |
0.9865 |
|
0.618 |
0.9845 |
|
1.000 |
0.9833 |
|
1.618 |
0.9813 |
|
2.618 |
0.9781 |
|
4.250 |
0.9729 |
|
|
| Fisher Pivots for day following 10-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9889 |
0.9888 |
| PP |
0.9885 |
0.9883 |
| S1 |
0.9881 |
0.9878 |
|