CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 06-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2010 |
06-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9945 |
0.9944 |
-0.0001 |
0.0% |
0.9800 |
| High |
0.9975 |
0.9955 |
-0.0020 |
-0.2% |
0.9975 |
| Low |
0.9897 |
0.9894 |
-0.0003 |
0.0% |
0.9701 |
| Close |
0.9933 |
0.9935 |
0.0002 |
0.0% |
0.9933 |
| Range |
0.0078 |
0.0061 |
-0.0017 |
-21.8% |
0.0274 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
4,579 |
6,748 |
2,169 |
47.4% |
14,104 |
|
| Daily Pivots for day following 06-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0111 |
1.0084 |
0.9969 |
|
| R3 |
1.0050 |
1.0023 |
0.9952 |
|
| R2 |
0.9989 |
0.9989 |
0.9946 |
|
| R1 |
0.9962 |
0.9962 |
0.9941 |
0.9945 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9920 |
| S1 |
0.9901 |
0.9901 |
0.9929 |
0.9884 |
| S2 |
0.9867 |
0.9867 |
0.9924 |
|
| S3 |
0.9806 |
0.9840 |
0.9918 |
|
| S4 |
0.9745 |
0.9779 |
0.9901 |
|
|
| 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% |
0.0103 |
1.0% |
85% |
False |
False |
3,921 |
| 10 |
0.9975 |
0.9701 |
0.0274 |
2.8% |
0.0105 |
1.1% |
85% |
False |
False |
2,447 |
| 20 |
0.9991 |
0.9701 |
0.0290 |
2.9% |
0.0098 |
1.0% |
81% |
False |
False |
1,446 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0095 |
1.0% |
85% |
False |
False |
886 |
| 60 |
0.9991 |
0.9600 |
0.0391 |
3.9% |
0.0091 |
0.9% |
86% |
False |
False |
650 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0084 |
0.8% |
91% |
False |
False |
512 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0075 |
0.8% |
91% |
False |
False |
414 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0068 |
0.7% |
91% |
False |
False |
348 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0214 |
|
2.618 |
1.0115 |
|
1.618 |
1.0054 |
|
1.000 |
1.0016 |
|
0.618 |
0.9993 |
|
HIGH |
0.9955 |
|
0.618 |
0.9932 |
|
0.500 |
0.9925 |
|
0.382 |
0.9917 |
|
LOW |
0.9894 |
|
0.618 |
0.9856 |
|
1.000 |
0.9833 |
|
1.618 |
0.9795 |
|
2.618 |
0.9734 |
|
4.250 |
0.9635 |
|
|
| Fisher Pivots for day following 06-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9932 |
0.9918 |
| PP |
0.9928 |
0.9901 |
| S1 |
0.9925 |
0.9885 |
|