CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9904 |
0.9924 |
0.0020 |
0.2% |
0.9963 |
| High |
0.9972 |
0.9942 |
-0.0030 |
-0.3% |
0.9987 |
| Low |
0.9895 |
0.9892 |
-0.0003 |
0.0% |
0.9860 |
| Close |
0.9926 |
0.9905 |
-0.0021 |
-0.2% |
0.9912 |
| Range |
0.0077 |
0.0050 |
-0.0027 |
-35.1% |
0.0127 |
| ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
4,407 |
877 |
-3,530 |
-80.1% |
349,536 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0063 |
1.0034 |
0.9933 |
|
| R3 |
1.0013 |
0.9984 |
0.9919 |
|
| R2 |
0.9963 |
0.9963 |
0.9914 |
|
| R1 |
0.9934 |
0.9934 |
0.9910 |
0.9924 |
| PP |
0.9913 |
0.9913 |
0.9913 |
0.9908 |
| S1 |
0.9884 |
0.9884 |
0.9900 |
0.9874 |
| S2 |
0.9863 |
0.9863 |
0.9896 |
|
| S3 |
0.9813 |
0.9834 |
0.9891 |
|
| S4 |
0.9763 |
0.9784 |
0.9878 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0301 |
1.0233 |
0.9982 |
|
| R3 |
1.0174 |
1.0106 |
0.9947 |
|
| R2 |
1.0047 |
1.0047 |
0.9935 |
|
| R1 |
0.9979 |
0.9979 |
0.9924 |
0.9950 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9905 |
| S1 |
0.9852 |
0.9852 |
0.9900 |
0.9823 |
| S2 |
0.9793 |
0.9793 |
0.9889 |
|
| S3 |
0.9666 |
0.9725 |
0.9877 |
|
| S4 |
0.9539 |
0.9598 |
0.9842 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9972 |
0.9860 |
0.0112 |
1.1% |
0.0058 |
0.6% |
40% |
False |
False |
39,743 |
| 10 |
0.9997 |
0.9733 |
0.0264 |
2.7% |
0.0083 |
0.8% |
65% |
False |
False |
65,625 |
| 20 |
0.9997 |
0.9718 |
0.0279 |
2.8% |
0.0098 |
1.0% |
67% |
False |
False |
77,291 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
3.9% |
0.0100 |
1.0% |
72% |
False |
False |
81,442 |
| 60 |
1.0016 |
0.9617 |
0.0399 |
4.0% |
0.0102 |
1.0% |
72% |
False |
False |
82,318 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0101 |
1.0% |
83% |
False |
False |
68,907 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0100 |
1.0% |
83% |
False |
False |
55,282 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0100 |
1.0% |
83% |
False |
False |
46,123 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0155 |
|
2.618 |
1.0073 |
|
1.618 |
1.0023 |
|
1.000 |
0.9992 |
|
0.618 |
0.9973 |
|
HIGH |
0.9942 |
|
0.618 |
0.9923 |
|
0.500 |
0.9917 |
|
0.382 |
0.9911 |
|
LOW |
0.9892 |
|
0.618 |
0.9861 |
|
1.000 |
0.9842 |
|
1.618 |
0.9811 |
|
2.618 |
0.9761 |
|
4.250 |
0.9680 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9917 |
0.9929 |
| PP |
0.9913 |
0.9921 |
| S1 |
0.9909 |
0.9913 |
|