CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 08-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2010 |
08-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9943 |
0.9882 |
-0.0061 |
-0.6% |
0.9811 |
| High |
0.9987 |
0.9936 |
-0.0051 |
-0.5% |
0.9997 |
| Low |
0.9871 |
0.9860 |
-0.0011 |
-0.1% |
0.9718 |
| Close |
0.9905 |
0.9896 |
-0.0009 |
-0.1% |
0.9954 |
| Range |
0.0116 |
0.0076 |
-0.0040 |
-34.5% |
0.0279 |
| ATR |
0.0107 |
0.0104 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
95,094 |
91,586 |
-3,508 |
-3.7% |
482,710 |
|
| Daily Pivots for day following 08-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0125 |
1.0087 |
0.9938 |
|
| R3 |
1.0049 |
1.0011 |
0.9917 |
|
| R2 |
0.9973 |
0.9973 |
0.9910 |
|
| R1 |
0.9935 |
0.9935 |
0.9903 |
0.9954 |
| PP |
0.9897 |
0.9897 |
0.9897 |
0.9907 |
| S1 |
0.9859 |
0.9859 |
0.9889 |
0.9878 |
| S2 |
0.9821 |
0.9821 |
0.9882 |
|
| S3 |
0.9745 |
0.9783 |
0.9875 |
|
| S4 |
0.9669 |
0.9707 |
0.9854 |
|
|
| 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 |
0.9811 |
0.0186 |
1.9% |
0.0098 |
1.0% |
46% |
False |
False |
90,364 |
| 10 |
0.9997 |
0.9718 |
0.0279 |
2.8% |
0.0113 |
1.1% |
64% |
False |
False |
89,750 |
| 20 |
1.0016 |
0.9718 |
0.0298 |
3.0% |
0.0107 |
1.1% |
60% |
False |
False |
89,859 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0105 |
1.1% |
69% |
False |
False |
87,242 |
| 60 |
1.0016 |
0.9617 |
0.0399 |
4.0% |
0.0103 |
1.0% |
70% |
False |
False |
84,456 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0104 |
1.0% |
82% |
False |
False |
67,631 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0101 |
1.0% |
82% |
False |
False |
54,224 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
82% |
False |
False |
45,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0259 |
|
2.618 |
1.0135 |
|
1.618 |
1.0059 |
|
1.000 |
1.0012 |
|
0.618 |
0.9983 |
|
HIGH |
0.9936 |
|
0.618 |
0.9907 |
|
0.500 |
0.9898 |
|
0.382 |
0.9889 |
|
LOW |
0.9860 |
|
0.618 |
0.9813 |
|
1.000 |
0.9784 |
|
1.618 |
0.9737 |
|
2.618 |
0.9661 |
|
4.250 |
0.9537 |
|
|
| Fisher Pivots for day following 08-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9898 |
0.9924 |
| PP |
0.9897 |
0.9914 |
| S1 |
0.9897 |
0.9905 |
|