CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9746 |
0.9818 |
0.0072 |
0.7% |
0.9836 |
| High |
0.9858 |
0.9971 |
0.0113 |
1.1% |
0.9922 |
| Low |
0.9733 |
0.9811 |
0.0078 |
0.8% |
0.9738 |
| Close |
0.9842 |
0.9962 |
0.0120 |
1.2% |
0.9806 |
| Range |
0.0125 |
0.0160 |
0.0035 |
28.0% |
0.0184 |
| ATR |
0.0108 |
0.0112 |
0.0004 |
3.4% |
0.0000 |
| Volume |
97,297 |
103,211 |
5,914 |
6.1% |
342,799 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0395 |
1.0338 |
1.0050 |
|
| R3 |
1.0235 |
1.0178 |
1.0006 |
|
| R2 |
1.0075 |
1.0075 |
0.9991 |
|
| R1 |
1.0018 |
1.0018 |
0.9977 |
1.0047 |
| PP |
0.9915 |
0.9915 |
0.9915 |
0.9929 |
| S1 |
0.9858 |
0.9858 |
0.9947 |
0.9887 |
| S2 |
0.9755 |
0.9755 |
0.9933 |
|
| S3 |
0.9595 |
0.9698 |
0.9918 |
|
| S4 |
0.9435 |
0.9538 |
0.9874 |
|
|
| 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 |
0.9971 |
0.9718 |
0.0253 |
2.5% |
0.0130 |
1.3% |
96% |
True |
False |
92,241 |
| 10 |
0.9971 |
0.9718 |
0.0253 |
2.5% |
0.0114 |
1.1% |
96% |
True |
False |
87,206 |
| 20 |
1.0016 |
0.9718 |
0.0298 |
3.0% |
0.0108 |
1.1% |
82% |
False |
False |
89,200 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
3.9% |
0.0108 |
1.1% |
86% |
False |
False |
86,180 |
| 60 |
1.0016 |
0.9599 |
0.0417 |
4.2% |
0.0104 |
1.0% |
87% |
False |
False |
82,573 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0104 |
1.0% |
92% |
False |
False |
63,328 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0103 |
1.0% |
92% |
False |
False |
50,753 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
92% |
False |
False |
42,337 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0651 |
|
2.618 |
1.0390 |
|
1.618 |
1.0230 |
|
1.000 |
1.0131 |
|
0.618 |
1.0070 |
|
HIGH |
0.9971 |
|
0.618 |
0.9910 |
|
0.500 |
0.9891 |
|
0.382 |
0.9872 |
|
LOW |
0.9811 |
|
0.618 |
0.9712 |
|
1.000 |
0.9651 |
|
1.618 |
0.9552 |
|
2.618 |
0.9392 |
|
4.250 |
0.9131 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9938 |
0.9923 |
| PP |
0.9915 |
0.9884 |
| S1 |
0.9891 |
0.9845 |
|