CME Canadian Dollar Future December 2010
| Trading Metrics calculated at close of trading on 09-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2010 |
09-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9882 |
0.9891 |
0.0009 |
0.1% |
0.9811 |
| High |
0.9936 |
0.9933 |
-0.0003 |
0.0% |
0.9997 |
| Low |
0.9860 |
0.9874 |
0.0014 |
0.1% |
0.9718 |
| Close |
0.9896 |
0.9892 |
-0.0004 |
0.0% |
0.9954 |
| Range |
0.0076 |
0.0059 |
-0.0017 |
-22.4% |
0.0279 |
| ATR |
0.0104 |
0.0101 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
91,586 |
79,370 |
-12,216 |
-13.3% |
482,710 |
|
| Daily Pivots for day following 09-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0077 |
1.0043 |
0.9924 |
|
| R3 |
1.0018 |
0.9984 |
0.9908 |
|
| R2 |
0.9959 |
0.9959 |
0.9903 |
|
| R1 |
0.9925 |
0.9925 |
0.9897 |
0.9942 |
| PP |
0.9900 |
0.9900 |
0.9900 |
0.9908 |
| S1 |
0.9866 |
0.9866 |
0.9887 |
0.9883 |
| S2 |
0.9841 |
0.9841 |
0.9881 |
|
| S3 |
0.9782 |
0.9807 |
0.9876 |
|
| S4 |
0.9723 |
0.9748 |
0.9860 |
|
|
| 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 |
0.9860 |
0.0137 |
1.4% |
0.0078 |
0.8% |
23% |
False |
False |
85,596 |
| 10 |
0.9997 |
0.9718 |
0.0279 |
2.8% |
0.0104 |
1.1% |
62% |
False |
False |
88,919 |
| 20 |
1.0016 |
0.9718 |
0.0298 |
3.0% |
0.0105 |
1.1% |
58% |
False |
False |
88,281 |
| 40 |
1.0016 |
0.9625 |
0.0391 |
4.0% |
0.0104 |
1.1% |
68% |
False |
False |
87,398 |
| 60 |
1.0016 |
0.9617 |
0.0399 |
4.0% |
0.0103 |
1.0% |
69% |
False |
False |
84,686 |
| 80 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0103 |
1.0% |
81% |
False |
False |
68,613 |
| 100 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0101 |
1.0% |
81% |
False |
False |
55,014 |
| 120 |
1.0016 |
0.9352 |
0.0664 |
6.7% |
0.0102 |
1.0% |
81% |
False |
False |
45,900 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0184 |
|
2.618 |
1.0087 |
|
1.618 |
1.0028 |
|
1.000 |
0.9992 |
|
0.618 |
0.9969 |
|
HIGH |
0.9933 |
|
0.618 |
0.9910 |
|
0.500 |
0.9904 |
|
0.382 |
0.9897 |
|
LOW |
0.9874 |
|
0.618 |
0.9838 |
|
1.000 |
0.9815 |
|
1.618 |
0.9779 |
|
2.618 |
0.9720 |
|
4.250 |
0.9623 |
|
|
| Fisher Pivots for day following 09-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9904 |
0.9924 |
| PP |
0.9900 |
0.9913 |
| S1 |
0.9896 |
0.9903 |
|