CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 02-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2010 |
02-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9728 |
0.9802 |
0.0074 |
0.8% |
0.9810 |
| High |
0.9839 |
0.9949 |
0.0110 |
1.1% |
0.9900 |
| Low |
0.9716 |
0.9794 |
0.0078 |
0.8% |
0.9717 |
| Close |
0.9822 |
0.9941 |
0.0119 |
1.2% |
0.9788 |
| Range |
0.0123 |
0.0155 |
0.0032 |
26.0% |
0.0183 |
| ATR |
0.0100 |
0.0104 |
0.0004 |
3.9% |
0.0000 |
| Volume |
3,683 |
3,271 |
-412 |
-11.2% |
3,624 |
|
| Daily Pivots for day following 02-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0360 |
1.0305 |
1.0026 |
|
| R3 |
1.0205 |
1.0150 |
0.9984 |
|
| R2 |
1.0050 |
1.0050 |
0.9969 |
|
| R1 |
0.9995 |
0.9995 |
0.9955 |
1.0023 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9908 |
| S1 |
0.9840 |
0.9840 |
0.9927 |
0.9868 |
| S2 |
0.9740 |
0.9740 |
0.9913 |
|
| S3 |
0.9585 |
0.9685 |
0.9898 |
|
| S4 |
0.9430 |
0.9530 |
0.9856 |
|
|
| 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 |
0.9949 |
0.9701 |
0.0248 |
2.5% |
0.0123 |
1.2% |
97% |
True |
False |
2,117 |
| 10 |
0.9949 |
0.9701 |
0.0248 |
2.5% |
0.0104 |
1.0% |
97% |
True |
False |
1,396 |
| 20 |
0.9991 |
0.9701 |
0.0290 |
2.9% |
0.0100 |
1.0% |
83% |
False |
False |
923 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0097 |
1.0% |
87% |
False |
False |
611 |
| 60 |
0.9991 |
0.9600 |
0.0391 |
3.9% |
0.0091 |
0.9% |
87% |
False |
False |
466 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0085 |
0.9% |
92% |
False |
False |
372 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0076 |
0.8% |
92% |
False |
False |
303 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0067 |
0.7% |
92% |
False |
False |
254 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0608 |
|
2.618 |
1.0355 |
|
1.618 |
1.0200 |
|
1.000 |
1.0104 |
|
0.618 |
1.0045 |
|
HIGH |
0.9949 |
|
0.618 |
0.9890 |
|
0.500 |
0.9872 |
|
0.382 |
0.9853 |
|
LOW |
0.9794 |
|
0.618 |
0.9698 |
|
1.000 |
0.9639 |
|
1.618 |
0.9543 |
|
2.618 |
0.9388 |
|
4.250 |
0.9135 |
|
|
| Fisher Pivots for day following 02-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9918 |
0.9902 |
| PP |
0.9895 |
0.9864 |
| S1 |
0.9872 |
0.9825 |
|