CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 01-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2010 |
01-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9790 |
0.9728 |
-0.0062 |
-0.6% |
0.9810 |
| High |
0.9799 |
0.9839 |
0.0040 |
0.4% |
0.9900 |
| Low |
0.9701 |
0.9716 |
0.0015 |
0.2% |
0.9717 |
| Close |
0.9728 |
0.9822 |
0.0094 |
1.0% |
0.9788 |
| Range |
0.0098 |
0.0123 |
0.0025 |
25.5% |
0.0183 |
| ATR |
0.0099 |
0.0100 |
0.0002 |
1.8% |
0.0000 |
| Volume |
1,326 |
3,683 |
2,357 |
177.8% |
3,624 |
|
| Daily Pivots for day following 01-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0115 |
0.9890 |
|
| R3 |
1.0038 |
0.9992 |
0.9856 |
|
| R2 |
0.9915 |
0.9915 |
0.9845 |
|
| R1 |
0.9869 |
0.9869 |
0.9833 |
0.9892 |
| PP |
0.9792 |
0.9792 |
0.9792 |
0.9804 |
| S1 |
0.9746 |
0.9746 |
0.9811 |
0.9769 |
| S2 |
0.9669 |
0.9669 |
0.9799 |
|
| S3 |
0.9546 |
0.9623 |
0.9788 |
|
| S4 |
0.9423 |
0.9500 |
0.9754 |
|
|
| Weekly Pivots for week ending 26-Nov-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0351 |
1.0252 |
0.9889 |
|
| R3 |
1.0168 |
1.0069 |
0.9838 |
|
| R2 |
0.9985 |
0.9985 |
0.9822 |
|
| R1 |
0.9886 |
0.9886 |
0.9805 |
0.9844 |
| PP |
0.9802 |
0.9802 |
0.9802 |
0.9781 |
| S1 |
0.9703 |
0.9703 |
0.9771 |
0.9661 |
| S2 |
0.9619 |
0.9619 |
0.9754 |
|
| S3 |
0.9436 |
0.9520 |
0.9738 |
|
| S4 |
0.9253 |
0.9337 |
0.9687 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9900 |
0.9701 |
0.0199 |
2.0% |
0.0118 |
1.2% |
61% |
False |
False |
1,588 |
| 10 |
0.9900 |
0.9701 |
0.0199 |
2.0% |
0.0097 |
1.0% |
61% |
False |
False |
1,185 |
| 20 |
0.9991 |
0.9701 |
0.0290 |
3.0% |
0.0097 |
1.0% |
42% |
False |
False |
772 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0095 |
1.0% |
56% |
False |
False |
539 |
| 60 |
0.9991 |
0.9500 |
0.0491 |
5.0% |
0.0090 |
0.9% |
66% |
False |
False |
412 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0084 |
0.9% |
74% |
False |
False |
331 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0075 |
0.8% |
74% |
False |
False |
270 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0066 |
0.7% |
74% |
False |
False |
227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0362 |
|
2.618 |
1.0161 |
|
1.618 |
1.0038 |
|
1.000 |
0.9962 |
|
0.618 |
0.9915 |
|
HIGH |
0.9839 |
|
0.618 |
0.9792 |
|
0.500 |
0.9778 |
|
0.382 |
0.9763 |
|
LOW |
0.9716 |
|
0.618 |
0.9640 |
|
1.000 |
0.9593 |
|
1.618 |
0.9517 |
|
2.618 |
0.9394 |
|
4.250 |
0.9193 |
|
|
| Fisher Pivots for day following 01-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9807 |
0.9805 |
| PP |
0.9792 |
0.9787 |
| S1 |
0.9778 |
0.9770 |
|