CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9963 |
0.9943 |
-0.0020 |
-0.2% |
0.9811 |
| High |
0.9977 |
0.9987 |
0.0010 |
0.1% |
0.9997 |
| Low |
0.9916 |
0.9871 |
-0.0045 |
-0.5% |
0.9718 |
| Close |
0.9955 |
0.9905 |
-0.0050 |
-0.5% |
0.9954 |
| Range |
0.0061 |
0.0116 |
0.0055 |
90.2% |
0.0279 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.7% |
0.0000 |
| Volume |
61,007 |
95,094 |
34,087 |
55.9% |
482,710 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0269 |
1.0203 |
0.9969 |
|
| R3 |
1.0153 |
1.0087 |
0.9937 |
|
| R2 |
1.0037 |
1.0037 |
0.9926 |
|
| R1 |
0.9971 |
0.9971 |
0.9916 |
0.9946 |
| PP |
0.9921 |
0.9921 |
0.9921 |
0.9909 |
| S1 |
0.9855 |
0.9855 |
0.9894 |
0.9830 |
| S2 |
0.9805 |
0.9805 |
0.9884 |
|
| S3 |
0.9689 |
0.9739 |
0.9873 |
|
| S4 |
0.9573 |
0.9623 |
0.9841 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0727 |
1.0619 |
1.0107 |
|
| R3 |
1.0448 |
1.0340 |
1.0031 |
|
| R2 |
1.0169 |
1.0169 |
1.0005 |
|
| R1 |
1.0061 |
1.0061 |
0.9980 |
1.0115 |
| PP |
0.9890 |
0.9890 |
0.9890 |
0.9917 |
| S1 |
0.9782 |
0.9782 |
0.9928 |
0.9836 |
| S2 |
0.9611 |
0.9611 |
0.9903 |
|
| S3 |
0.9332 |
0.9503 |
0.9877 |
|
| S4 |
0.9053 |
0.9224 |
0.9801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9997 |
0.9733 |
0.0264 |
2.7% |
0.0108 |
1.1% |
65% |
False |
False |
91,507 |
| 10 |
0.9997 |
0.9718 |
0.0279 |
2.8% |
0.0115 |
1.2% |
67% |
False |
False |
90,359 |
| 20 |
1.0016 |
0.9718 |
0.0298 |
3.0% |
0.0109 |
1.1% |
63% |
False |
False |
89,791 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
3.9% |
0.0106 |
1.1% |
72% |
False |
False |
86,808 |
| 60 |
1.0016 |
0.9617 |
0.0399 |
4.0% |
0.0104 |
1.0% |
72% |
False |
False |
84,160 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0104 |
1.0% |
83% |
False |
False |
66,494 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
83% |
False |
False |
53,312 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
83% |
False |
False |
44,477 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0480 |
|
2.618 |
1.0291 |
|
1.618 |
1.0175 |
|
1.000 |
1.0103 |
|
0.618 |
1.0059 |
|
HIGH |
0.9987 |
|
0.618 |
0.9943 |
|
0.500 |
0.9929 |
|
0.382 |
0.9915 |
|
LOW |
0.9871 |
|
0.618 |
0.9799 |
|
1.000 |
0.9755 |
|
1.618 |
0.9683 |
|
2.618 |
0.9567 |
|
4.250 |
0.9378 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9929 |
0.9934 |
| PP |
0.9921 |
0.9924 |
| S1 |
0.9913 |
0.9915 |
|