CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 07-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Dec-2010 |
07-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9944 |
0.9926 |
-0.0018 |
-0.2% |
0.9800 |
| High |
0.9955 |
0.9967 |
0.0012 |
0.1% |
0.9975 |
| Low |
0.9894 |
0.9852 |
-0.0042 |
-0.4% |
0.9701 |
| Close |
0.9935 |
0.9885 |
-0.0050 |
-0.5% |
0.9933 |
| Range |
0.0061 |
0.0115 |
0.0054 |
88.5% |
0.0274 |
| ATR |
0.0099 |
0.0100 |
0.0001 |
1.1% |
0.0000 |
| Volume |
6,748 |
25,894 |
19,146 |
283.7% |
14,104 |
|
| Daily Pivots for day following 07-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0246 |
1.0181 |
0.9948 |
|
| R3 |
1.0131 |
1.0066 |
0.9917 |
|
| R2 |
1.0016 |
1.0016 |
0.9906 |
|
| R1 |
0.9951 |
0.9951 |
0.9896 |
0.9926 |
| PP |
0.9901 |
0.9901 |
0.9901 |
0.9889 |
| S1 |
0.9836 |
0.9836 |
0.9874 |
0.9811 |
| S2 |
0.9786 |
0.9786 |
0.9864 |
|
| S3 |
0.9671 |
0.9721 |
0.9853 |
|
| S4 |
0.9556 |
0.9606 |
0.9822 |
|
|
| 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 |
0.9716 |
0.0259 |
2.6% |
0.0106 |
1.1% |
65% |
False |
False |
8,835 |
| 10 |
0.9975 |
0.9701 |
0.0274 |
2.8% |
0.0108 |
1.1% |
67% |
False |
False |
5,015 |
| 20 |
0.9991 |
0.9701 |
0.0290 |
2.9% |
0.0101 |
1.0% |
63% |
False |
False |
2,708 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0096 |
1.0% |
73% |
False |
False |
1,528 |
| 60 |
0.9991 |
0.9600 |
0.0391 |
4.0% |
0.0092 |
0.9% |
73% |
False |
False |
1,079 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0085 |
0.9% |
84% |
False |
False |
832 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0076 |
0.8% |
84% |
False |
False |
673 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0069 |
0.7% |
84% |
False |
False |
564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0456 |
|
2.618 |
1.0268 |
|
1.618 |
1.0153 |
|
1.000 |
1.0082 |
|
0.618 |
1.0038 |
|
HIGH |
0.9967 |
|
0.618 |
0.9923 |
|
0.500 |
0.9910 |
|
0.382 |
0.9896 |
|
LOW |
0.9852 |
|
0.618 |
0.9781 |
|
1.000 |
0.9737 |
|
1.618 |
0.9666 |
|
2.618 |
0.9551 |
|
4.250 |
0.9363 |
|
|
| Fisher Pivots for day following 07-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9910 |
0.9914 |
| PP |
0.9901 |
0.9904 |
| S1 |
0.9893 |
0.9895 |
|