CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 13-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2010 |
13-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9875 |
0.9882 |
0.0007 |
0.1% |
0.9944 |
| High |
0.9897 |
0.9953 |
0.0056 |
0.6% |
0.9967 |
| Low |
0.9865 |
0.9873 |
0.0008 |
0.1% |
0.9840 |
| Close |
0.9893 |
0.9906 |
0.0013 |
0.1% |
0.9893 |
| Range |
0.0032 |
0.0080 |
0.0048 |
150.0% |
0.0127 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
46,446 |
70,381 |
23,935 |
51.5% |
156,411 |
|
| Daily Pivots for day following 13-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0151 |
1.0108 |
0.9950 |
|
| R3 |
1.0071 |
1.0028 |
0.9928 |
|
| R2 |
0.9991 |
0.9991 |
0.9921 |
|
| R1 |
0.9948 |
0.9948 |
0.9913 |
0.9970 |
| PP |
0.9911 |
0.9911 |
0.9911 |
0.9921 |
| S1 |
0.9868 |
0.9868 |
0.9899 |
0.9890 |
| S2 |
0.9831 |
0.9831 |
0.9891 |
|
| S3 |
0.9751 |
0.9788 |
0.9884 |
|
| S4 |
0.9671 |
0.9708 |
0.9862 |
|
|
| Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0281 |
1.0214 |
0.9963 |
|
| R3 |
1.0154 |
1.0087 |
0.9928 |
|
| R2 |
1.0027 |
1.0027 |
0.9916 |
|
| R1 |
0.9960 |
0.9960 |
0.9905 |
0.9930 |
| PP |
0.9900 |
0.9900 |
0.9900 |
0.9885 |
| S1 |
0.9833 |
0.9833 |
0.9881 |
0.9803 |
| S2 |
0.9773 |
0.9773 |
0.9870 |
|
| S3 |
0.9646 |
0.9706 |
0.9858 |
|
| S4 |
0.9519 |
0.9579 |
0.9823 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9967 |
0.9840 |
0.0127 |
1.3% |
0.0072 |
0.7% |
52% |
False |
False |
44,008 |
| 10 |
0.9975 |
0.9701 |
0.0274 |
2.8% |
0.0088 |
0.9% |
75% |
False |
False |
23,965 |
| 20 |
0.9975 |
0.9701 |
0.0274 |
2.8% |
0.0093 |
0.9% |
75% |
False |
False |
12,354 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0094 |
0.9% |
78% |
False |
False |
6,363 |
| 60 |
0.9991 |
0.9600 |
0.0391 |
3.9% |
0.0092 |
0.9% |
78% |
False |
False |
4,300 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0086 |
0.9% |
87% |
False |
False |
3,258 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0077 |
0.8% |
87% |
False |
False |
2,614 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0070 |
0.7% |
87% |
False |
False |
2,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0293 |
|
2.618 |
1.0162 |
|
1.618 |
1.0082 |
|
1.000 |
1.0033 |
|
0.618 |
1.0002 |
|
HIGH |
0.9953 |
|
0.618 |
0.9922 |
|
0.500 |
0.9913 |
|
0.382 |
0.9904 |
|
LOW |
0.9873 |
|
0.618 |
0.9824 |
|
1.000 |
0.9793 |
|
1.618 |
0.9744 |
|
2.618 |
0.9664 |
|
4.250 |
0.9533 |
|
|
| Fisher Pivots for day following 13-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9913 |
0.9905 |
| PP |
0.9911 |
0.9904 |
| S1 |
0.9908 |
0.9904 |
|