CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 15-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9902 |
0.9926 |
0.0024 |
0.2% |
0.9944 |
| High |
0.9952 |
0.9981 |
0.0029 |
0.3% |
0.9967 |
| Low |
0.9871 |
0.9886 |
0.0015 |
0.2% |
0.9840 |
| Close |
0.9929 |
0.9942 |
0.0013 |
0.1% |
0.9893 |
| Range |
0.0081 |
0.0095 |
0.0014 |
17.3% |
0.0127 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
0.4% |
0.0000 |
| Volume |
69,015 |
86,710 |
17,695 |
25.6% |
156,411 |
|
| Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0221 |
1.0177 |
0.9994 |
|
| R3 |
1.0126 |
1.0082 |
0.9968 |
|
| R2 |
1.0031 |
1.0031 |
0.9959 |
|
| R1 |
0.9987 |
0.9987 |
0.9951 |
1.0009 |
| PP |
0.9936 |
0.9936 |
0.9936 |
0.9948 |
| S1 |
0.9892 |
0.9892 |
0.9933 |
0.9914 |
| S2 |
0.9841 |
0.9841 |
0.9925 |
|
| S3 |
0.9746 |
0.9797 |
0.9916 |
|
| S4 |
0.9651 |
0.9702 |
0.9890 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0281 |
1.0214 |
0.9963 |
|
| R3 |
1.0154 |
1.0087 |
0.9928 |
|
| R2 |
1.0027 |
1.0027 |
0.9916 |
|
| R1 |
0.9960 |
0.9960 |
0.9905 |
0.9930 |
| PP |
0.9900 |
0.9900 |
0.9900 |
0.9885 |
| S1 |
0.9833 |
0.9833 |
0.9881 |
0.9803 |
| S2 |
0.9773 |
0.9773 |
0.9870 |
|
| S3 |
0.9646 |
0.9706 |
0.9858 |
|
| S4 |
0.9519 |
0.9579 |
0.9823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9981 |
0.9854 |
0.0127 |
1.3% |
0.0069 |
0.7% |
69% |
True |
False |
64,360 |
| 10 |
0.9981 |
0.9794 |
0.0187 |
1.9% |
0.0083 |
0.8% |
79% |
True |
False |
39,036 |
| 20 |
0.9981 |
0.9701 |
0.0280 |
2.8% |
0.0090 |
0.9% |
86% |
True |
False |
20,110 |
| 40 |
0.9991 |
0.9631 |
0.0360 |
3.6% |
0.0091 |
0.9% |
86% |
False |
False |
10,244 |
| 60 |
0.9991 |
0.9600 |
0.0391 |
3.9% |
0.0092 |
0.9% |
87% |
False |
False |
6,892 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0087 |
0.9% |
92% |
False |
False |
5,203 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0079 |
0.8% |
92% |
False |
False |
4,171 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0072 |
0.7% |
92% |
False |
False |
3,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0385 |
|
2.618 |
1.0230 |
|
1.618 |
1.0135 |
|
1.000 |
1.0076 |
|
0.618 |
1.0040 |
|
HIGH |
0.9981 |
|
0.618 |
0.9945 |
|
0.500 |
0.9934 |
|
0.382 |
0.9922 |
|
LOW |
0.9886 |
|
0.618 |
0.9827 |
|
1.000 |
0.9791 |
|
1.618 |
0.9732 |
|
2.618 |
0.9637 |
|
4.250 |
0.9482 |
|
|
| Fisher Pivots for day following 15-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9939 |
0.9937 |
| PP |
0.9936 |
0.9931 |
| S1 |
0.9934 |
0.9926 |
|