CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 23-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9810 |
0.9832 |
0.0022 |
0.2% |
0.9900 |
High |
0.9840 |
0.9890 |
0.0050 |
0.5% |
0.9952 |
Low |
0.9795 |
0.9800 |
0.0005 |
0.1% |
0.9814 |
Close |
0.9824 |
0.9876 |
0.0052 |
0.5% |
0.9854 |
Range |
0.0045 |
0.0090 |
0.0045 |
100.0% |
0.0138 |
ATR |
0.0066 |
0.0068 |
0.0002 |
2.6% |
0.0000 |
Volume |
265 |
31 |
-234 |
-88.3% |
381 |
|
Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0125 |
1.0091 |
0.9926 |
|
R3 |
1.0035 |
1.0001 |
0.9901 |
|
R2 |
0.9945 |
0.9945 |
0.9893 |
|
R1 |
0.9911 |
0.9911 |
0.9884 |
0.9928 |
PP |
0.9855 |
0.9855 |
0.9855 |
0.9864 |
S1 |
0.9821 |
0.9821 |
0.9868 |
0.9838 |
S2 |
0.9765 |
0.9765 |
0.9860 |
|
S3 |
0.9675 |
0.9731 |
0.9851 |
|
S4 |
0.9585 |
0.9641 |
0.9827 |
|
|
Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0287 |
1.0209 |
0.9930 |
|
R3 |
1.0149 |
1.0071 |
0.9892 |
|
R2 |
1.0011 |
1.0011 |
0.9879 |
|
R1 |
0.9933 |
0.9933 |
0.9867 |
0.9903 |
PP |
0.9873 |
0.9873 |
0.9873 |
0.9859 |
S1 |
0.9795 |
0.9795 |
0.9841 |
0.9765 |
S2 |
0.9735 |
0.9735 |
0.9829 |
|
S3 |
0.9597 |
0.9657 |
0.9816 |
|
S4 |
0.9459 |
0.9519 |
0.9778 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9892 |
0.9754 |
0.0138 |
1.4% |
0.0069 |
0.7% |
88% |
False |
False |
170 |
10 |
0.9952 |
0.9754 |
0.0198 |
2.0% |
0.0061 |
0.6% |
62% |
False |
False |
140 |
20 |
0.9952 |
0.9677 |
0.0275 |
2.8% |
0.0059 |
0.6% |
72% |
False |
False |
106 |
40 |
0.9961 |
0.9671 |
0.0290 |
2.9% |
0.0054 |
0.5% |
71% |
False |
False |
78 |
60 |
0.9961 |
0.9600 |
0.0361 |
3.7% |
0.0048 |
0.5% |
76% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0273 |
2.618 |
1.0126 |
1.618 |
1.0036 |
1.000 |
0.9980 |
0.618 |
0.9946 |
HIGH |
0.9890 |
0.618 |
0.9856 |
0.500 |
0.9845 |
0.382 |
0.9834 |
LOW |
0.9800 |
0.618 |
0.9744 |
1.000 |
0.9710 |
1.618 |
0.9654 |
2.618 |
0.9564 |
4.250 |
0.9418 |
|
|
Fisher Pivots for day following 23-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9866 |
0.9858 |
PP |
0.9855 |
0.9840 |
S1 |
0.9845 |
0.9822 |
|