CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9868 |
0.9871 |
0.0003 |
0.0% |
0.9800 |
| High |
0.9915 |
0.9913 |
-0.0002 |
0.0% |
0.9975 |
| Low |
0.9840 |
0.9854 |
0.0014 |
0.1% |
0.9701 |
| Close |
0.9876 |
0.9873 |
-0.0003 |
0.0% |
0.9933 |
| Range |
0.0075 |
0.0059 |
-0.0016 |
-21.3% |
0.0274 |
| ATR |
0.0099 |
0.0096 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
28,074 |
49,249 |
21,175 |
75.4% |
14,104 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0057 |
1.0024 |
0.9905 |
|
| R3 |
0.9998 |
0.9965 |
0.9889 |
|
| R2 |
0.9939 |
0.9939 |
0.9884 |
|
| R1 |
0.9906 |
0.9906 |
0.9878 |
0.9923 |
| PP |
0.9880 |
0.9880 |
0.9880 |
0.9888 |
| S1 |
0.9847 |
0.9847 |
0.9868 |
0.9864 |
| S2 |
0.9821 |
0.9821 |
0.9862 |
|
| S3 |
0.9762 |
0.9788 |
0.9857 |
|
| S4 |
0.9703 |
0.9729 |
0.9841 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0692 |
1.0586 |
1.0084 |
|
| R3 |
1.0418 |
1.0312 |
1.0008 |
|
| R2 |
1.0144 |
1.0144 |
0.9983 |
|
| R1 |
1.0038 |
1.0038 |
0.9958 |
1.0091 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9896 |
| S1 |
0.9764 |
0.9764 |
0.9908 |
0.9817 |
| S2 |
0.9596 |
0.9596 |
0.9883 |
|
| S3 |
0.9322 |
0.9490 |
0.9858 |
|
| S4 |
0.9048 |
0.9216 |
0.9782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9975 |
0.9840 |
0.0135 |
1.4% |
0.0078 |
0.8% |
24% |
False |
False |
22,908 |
| 10 |
0.9975 |
0.9701 |
0.0274 |
2.8% |
0.0101 |
1.0% |
63% |
False |
False |
12,513 |
| 20 |
0.9986 |
0.9701 |
0.0285 |
2.9% |
0.0097 |
1.0% |
60% |
False |
False |
6,547 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0096 |
1.0% |
69% |
False |
False |
3,454 |
| 60 |
0.9991 |
0.9600 |
0.0391 |
4.0% |
0.0092 |
0.9% |
70% |
False |
False |
2,361 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0086 |
0.9% |
82% |
False |
False |
1,799 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0077 |
0.8% |
82% |
False |
False |
1,446 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0070 |
0.7% |
82% |
False |
False |
1,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0164 |
|
2.618 |
1.0067 |
|
1.618 |
1.0008 |
|
1.000 |
0.9972 |
|
0.618 |
0.9949 |
|
HIGH |
0.9913 |
|
0.618 |
0.9890 |
|
0.500 |
0.9884 |
|
0.382 |
0.9877 |
|
LOW |
0.9854 |
|
0.618 |
0.9818 |
|
1.000 |
0.9795 |
|
1.618 |
0.9759 |
|
2.618 |
0.9700 |
|
4.250 |
0.9603 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9904 |
| PP |
0.9880 |
0.9893 |
| S1 |
0.9877 |
0.9883 |
|