CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 03-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2010 |
03-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9802 |
0.9945 |
0.0143 |
1.5% |
0.9800 |
| High |
0.9949 |
0.9975 |
0.0026 |
0.3% |
0.9975 |
| Low |
0.9794 |
0.9897 |
0.0103 |
1.1% |
0.9701 |
| Close |
0.9941 |
0.9933 |
-0.0008 |
-0.1% |
0.9933 |
| Range |
0.0155 |
0.0078 |
-0.0077 |
-49.7% |
0.0274 |
| ATR |
0.0104 |
0.0102 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
3,271 |
4,579 |
1,308 |
40.0% |
14,104 |
|
| Daily Pivots for day following 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0169 |
1.0129 |
0.9976 |
|
| R3 |
1.0091 |
1.0051 |
0.9954 |
|
| R2 |
1.0013 |
1.0013 |
0.9947 |
|
| R1 |
0.9973 |
0.9973 |
0.9940 |
0.9954 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9926 |
| S1 |
0.9895 |
0.9895 |
0.9926 |
0.9876 |
| S2 |
0.9857 |
0.9857 |
0.9919 |
|
| S3 |
0.9779 |
0.9817 |
0.9912 |
|
| S4 |
0.9701 |
0.9739 |
0.9890 |
|
|
| Weekly Pivots for week ending 03-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0692 |
1.0586 |
1.0084 |
|
| R3 |
1.0418 |
1.0312 |
1.0008 |
|
| R2 |
1.0144 |
1.0144 |
0.9983 |
|
| R1 |
1.0038 |
1.0038 |
0.9958 |
1.0091 |
| PP |
0.9870 |
0.9870 |
0.9870 |
0.9896 |
| S1 |
0.9764 |
0.9764 |
0.9908 |
0.9817 |
| S2 |
0.9596 |
0.9596 |
0.9883 |
|
| S3 |
0.9322 |
0.9490 |
0.9858 |
|
| S4 |
0.9048 |
0.9216 |
0.9782 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9975 |
0.9701 |
0.0274 |
2.8% |
0.0107 |
1.1% |
85% |
True |
False |
2,820 |
| 10 |
0.9975 |
0.9701 |
0.0274 |
2.8% |
0.0105 |
1.1% |
85% |
True |
False |
1,806 |
| 20 |
0.9991 |
0.9701 |
0.0290 |
2.9% |
0.0099 |
1.0% |
80% |
False |
False |
1,142 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0096 |
1.0% |
85% |
False |
False |
720 |
| 60 |
0.9991 |
0.9600 |
0.0391 |
3.9% |
0.0092 |
0.9% |
85% |
False |
False |
540 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0084 |
0.8% |
91% |
False |
False |
429 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0076 |
0.8% |
91% |
False |
False |
347 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0068 |
0.7% |
91% |
False |
False |
292 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0307 |
|
2.618 |
1.0179 |
|
1.618 |
1.0101 |
|
1.000 |
1.0053 |
|
0.618 |
1.0023 |
|
HIGH |
0.9975 |
|
0.618 |
0.9945 |
|
0.500 |
0.9936 |
|
0.382 |
0.9927 |
|
LOW |
0.9897 |
|
0.618 |
0.9849 |
|
1.000 |
0.9819 |
|
1.618 |
0.9771 |
|
2.618 |
0.9693 |
|
4.250 |
0.9566 |
|
|
| Fisher Pivots for day following 03-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9936 |
0.9904 |
| PP |
0.9935 |
0.9875 |
| S1 |
0.9934 |
0.9846 |
|