CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9809 |
0.9746 |
-0.0063 |
-0.6% |
0.9836 |
| High |
0.9829 |
0.9858 |
0.0029 |
0.3% |
0.9922 |
| Low |
0.9718 |
0.9733 |
0.0015 |
0.2% |
0.9738 |
| Close |
0.9746 |
0.9842 |
0.0096 |
1.0% |
0.9806 |
| Range |
0.0111 |
0.0125 |
0.0014 |
12.6% |
0.0184 |
| ATR |
0.0107 |
0.0108 |
0.0001 |
1.2% |
0.0000 |
| Volume |
103,981 |
97,297 |
-6,684 |
-6.4% |
342,799 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0186 |
1.0139 |
0.9911 |
|
| R3 |
1.0061 |
1.0014 |
0.9876 |
|
| R2 |
0.9936 |
0.9936 |
0.9865 |
|
| R1 |
0.9889 |
0.9889 |
0.9853 |
0.9913 |
| PP |
0.9811 |
0.9811 |
0.9811 |
0.9823 |
| S1 |
0.9764 |
0.9764 |
0.9831 |
0.9788 |
| S2 |
0.9686 |
0.9686 |
0.9819 |
|
| S3 |
0.9561 |
0.9639 |
0.9808 |
|
| S4 |
0.9436 |
0.9514 |
0.9773 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0374 |
1.0274 |
0.9907 |
|
| R3 |
1.0190 |
1.0090 |
0.9857 |
|
| R2 |
1.0006 |
1.0006 |
0.9840 |
|
| R1 |
0.9906 |
0.9906 |
0.9823 |
0.9864 |
| PP |
0.9822 |
0.9822 |
0.9822 |
0.9801 |
| S1 |
0.9722 |
0.9722 |
0.9789 |
0.9680 |
| S2 |
0.9638 |
0.9638 |
0.9772 |
|
| S3 |
0.9454 |
0.9538 |
0.9755 |
|
| S4 |
0.9270 |
0.9354 |
0.9705 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9922 |
0.9718 |
0.0204 |
2.1% |
0.0127 |
1.3% |
61% |
False |
False |
89,135 |
| 10 |
0.9922 |
0.9718 |
0.0204 |
2.1% |
0.0107 |
1.1% |
61% |
False |
False |
85,385 |
| 20 |
1.0016 |
0.9718 |
0.0298 |
3.0% |
0.0106 |
1.1% |
42% |
False |
False |
89,352 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0106 |
1.1% |
55% |
False |
False |
86,141 |
| 60 |
1.0016 |
0.9496 |
0.0520 |
5.3% |
0.0103 |
1.0% |
67% |
False |
False |
81,712 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0104 |
1.1% |
74% |
False |
False |
62,044 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
74% |
False |
False |
49,725 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
74% |
False |
False |
41,480 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0389 |
|
2.618 |
1.0185 |
|
1.618 |
1.0060 |
|
1.000 |
0.9983 |
|
0.618 |
0.9935 |
|
HIGH |
0.9858 |
|
0.618 |
0.9810 |
|
0.500 |
0.9796 |
|
0.382 |
0.9781 |
|
LOW |
0.9733 |
|
0.618 |
0.9656 |
|
1.000 |
0.9608 |
|
1.618 |
0.9531 |
|
2.618 |
0.9406 |
|
4.250 |
0.9202 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9824 |
| PP |
0.9811 |
0.9806 |
| S1 |
0.9796 |
0.9788 |
|