CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
0.9963 |
-0.0003 |
0.0% |
0.9811 |
| High |
0.9997 |
0.9977 |
-0.0020 |
-0.2% |
0.9997 |
| Low |
0.9918 |
0.9916 |
-0.0002 |
0.0% |
0.9718 |
| Close |
0.9954 |
0.9955 |
0.0001 |
0.0% |
0.9954 |
| Range |
0.0079 |
0.0061 |
-0.0018 |
-22.8% |
0.0279 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
100,926 |
61,007 |
-39,919 |
-39.6% |
482,710 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0132 |
1.0105 |
0.9989 |
|
| R3 |
1.0071 |
1.0044 |
0.9972 |
|
| R2 |
1.0010 |
1.0010 |
0.9966 |
|
| R1 |
0.9983 |
0.9983 |
0.9961 |
0.9966 |
| PP |
0.9949 |
0.9949 |
0.9949 |
0.9941 |
| S1 |
0.9922 |
0.9922 |
0.9949 |
0.9905 |
| S2 |
0.9888 |
0.9888 |
0.9944 |
|
| S3 |
0.9827 |
0.9861 |
0.9938 |
|
| S4 |
0.9766 |
0.9800 |
0.9921 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0727 |
1.0619 |
1.0107 |
|
| R3 |
1.0448 |
1.0340 |
1.0031 |
|
| R2 |
1.0169 |
1.0169 |
1.0005 |
|
| R1 |
1.0061 |
1.0061 |
0.9980 |
1.0115 |
| PP |
0.9890 |
0.9890 |
0.9890 |
0.9917 |
| S1 |
0.9782 |
0.9782 |
0.9928 |
0.9836 |
| S2 |
0.9611 |
0.9611 |
0.9903 |
|
| S3 |
0.9332 |
0.9503 |
0.9877 |
|
| S4 |
0.9053 |
0.9224 |
0.9801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9997 |
0.9718 |
0.0279 |
2.8% |
0.0107 |
1.1% |
85% |
False |
False |
93,284 |
| 10 |
0.9997 |
0.9718 |
0.0279 |
2.8% |
0.0112 |
1.1% |
85% |
False |
False |
88,651 |
| 20 |
1.0016 |
0.9718 |
0.0298 |
3.0% |
0.0106 |
1.1% |
80% |
False |
False |
87,923 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
3.9% |
0.0104 |
1.0% |
84% |
False |
False |
85,292 |
| 60 |
1.0016 |
0.9617 |
0.0399 |
4.0% |
0.0103 |
1.0% |
85% |
False |
False |
83,565 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0104 |
1.0% |
91% |
False |
False |
65,322 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
91% |
False |
False |
52,367 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
91% |
False |
False |
43,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0236 |
|
2.618 |
1.0137 |
|
1.618 |
1.0076 |
|
1.000 |
1.0038 |
|
0.618 |
1.0015 |
|
HIGH |
0.9977 |
|
0.618 |
0.9954 |
|
0.500 |
0.9947 |
|
0.382 |
0.9939 |
|
LOW |
0.9916 |
|
0.618 |
0.9878 |
|
1.000 |
0.9855 |
|
1.618 |
0.9817 |
|
2.618 |
0.9756 |
|
4.250 |
0.9657 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9952 |
0.9938 |
| PP |
0.9949 |
0.9921 |
| S1 |
0.9947 |
0.9904 |
|