CME Canadian Dollar Future June 2011
| 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 |
0.9900 |
0.9898 |
-0.0002 |
0.0% |
0.9875 |
| High |
0.9925 |
0.9925 |
0.0000 |
0.0% |
0.9930 |
| Low |
0.9875 |
0.9850 |
-0.0025 |
-0.3% |
0.9820 |
| Close |
0.9884 |
0.9906 |
0.0022 |
0.2% |
0.9872 |
| Range |
0.0050 |
0.0075 |
0.0025 |
50.0% |
0.0110 |
| ATR |
0.0064 |
0.0064 |
0.0001 |
1.3% |
0.0000 |
| Volume |
64 |
123 |
59 |
92.2% |
584 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0119 |
1.0087 |
0.9947 |
|
| R3 |
1.0044 |
1.0012 |
0.9927 |
|
| R2 |
0.9969 |
0.9969 |
0.9920 |
|
| R1 |
0.9937 |
0.9937 |
0.9913 |
0.9953 |
| PP |
0.9894 |
0.9894 |
0.9894 |
0.9902 |
| S1 |
0.9862 |
0.9862 |
0.9899 |
0.9878 |
| S2 |
0.9819 |
0.9819 |
0.9892 |
|
| S3 |
0.9744 |
0.9787 |
0.9885 |
|
| S4 |
0.9669 |
0.9712 |
0.9865 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0204 |
1.0148 |
0.9933 |
|
| R3 |
1.0094 |
1.0038 |
0.9902 |
|
| R2 |
0.9984 |
0.9984 |
0.9892 |
|
| R1 |
0.9928 |
0.9928 |
0.9882 |
0.9901 |
| PP |
0.9874 |
0.9874 |
0.9874 |
0.9861 |
| S1 |
0.9818 |
0.9818 |
0.9862 |
0.9791 |
| S2 |
0.9764 |
0.9764 |
0.9852 |
|
| S3 |
0.9654 |
0.9708 |
0.9842 |
|
| S4 |
0.9544 |
0.9598 |
0.9812 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9925 |
0.9820 |
0.0105 |
1.1% |
0.0050 |
0.5% |
82% |
True |
False |
135 |
| 10 |
0.9945 |
0.9750 |
0.0195 |
2.0% |
0.0054 |
0.5% |
80% |
False |
False |
110 |
| 20 |
0.9945 |
0.9677 |
0.0268 |
2.7% |
0.0056 |
0.6% |
85% |
False |
False |
70 |
| 40 |
0.9961 |
0.9600 |
0.0361 |
3.6% |
0.0052 |
0.5% |
85% |
False |
False |
65 |
| 60 |
0.9961 |
0.9600 |
0.0361 |
3.6% |
0.0042 |
0.4% |
85% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0244 |
|
2.618 |
1.0121 |
|
1.618 |
1.0046 |
|
1.000 |
1.0000 |
|
0.618 |
0.9971 |
|
HIGH |
0.9925 |
|
0.618 |
0.9896 |
|
0.500 |
0.9888 |
|
0.382 |
0.9879 |
|
LOW |
0.9850 |
|
0.618 |
0.9804 |
|
1.000 |
0.9775 |
|
1.618 |
0.9729 |
|
2.618 |
0.9654 |
|
4.250 |
0.9531 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9900 |
0.9900 |
| PP |
0.9894 |
0.9894 |
| S1 |
0.9888 |
0.9888 |
|