CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 16-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9880 |
0.9900 |
0.0020 |
0.2% |
0.9875 |
High |
0.9952 |
0.9923 |
-0.0029 |
-0.3% |
0.9930 |
Low |
0.9870 |
0.9890 |
0.0020 |
0.2% |
0.9820 |
Close |
0.9919 |
0.9902 |
-0.0017 |
-0.2% |
0.9872 |
Range |
0.0082 |
0.0033 |
-0.0049 |
-59.8% |
0.0110 |
ATR |
0.0066 |
0.0063 |
-0.0002 |
-3.6% |
0.0000 |
Volume |
20 |
84 |
64 |
320.0% |
584 |
|
Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0004 |
0.9986 |
0.9920 |
|
R3 |
0.9971 |
0.9953 |
0.9911 |
|
R2 |
0.9938 |
0.9938 |
0.9908 |
|
R1 |
0.9920 |
0.9920 |
0.9905 |
0.9929 |
PP |
0.9905 |
0.9905 |
0.9905 |
0.9910 |
S1 |
0.9887 |
0.9887 |
0.9899 |
0.9896 |
S2 |
0.9872 |
0.9872 |
0.9896 |
|
S3 |
0.9839 |
0.9854 |
0.9893 |
|
S4 |
0.9806 |
0.9821 |
0.9884 |
|
|
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 |
0.9952 |
0.9850 |
0.0102 |
1.0% |
0.0052 |
0.5% |
51% |
False |
False |
111 |
10 |
0.9952 |
0.9820 |
0.0132 |
1.3% |
0.0053 |
0.5% |
62% |
False |
False |
90 |
20 |
0.9952 |
0.9677 |
0.0275 |
2.8% |
0.0052 |
0.5% |
82% |
False |
False |
74 |
40 |
0.9961 |
0.9624 |
0.0337 |
3.4% |
0.0051 |
0.5% |
82% |
False |
False |
59 |
60 |
0.9961 |
0.9600 |
0.0361 |
3.6% |
0.0044 |
0.4% |
84% |
False |
False |
50 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0063 |
2.618 |
1.0009 |
1.618 |
0.9976 |
1.000 |
0.9956 |
0.618 |
0.9943 |
HIGH |
0.9923 |
0.618 |
0.9910 |
0.500 |
0.9907 |
0.382 |
0.9903 |
LOW |
0.9890 |
0.618 |
0.9870 |
1.000 |
0.9857 |
1.618 |
0.9837 |
2.618 |
0.9804 |
4.250 |
0.9750 |
|
|
Fisher Pivots for day following 16-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9907 |
0.9902 |
PP |
0.9905 |
0.9901 |
S1 |
0.9904 |
0.9901 |
|