CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 14-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Dec-2010 |
14-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9882 |
0.9902 |
0.0020 |
0.2% |
0.9944 |
| High |
0.9953 |
0.9952 |
-0.0001 |
0.0% |
0.9967 |
| Low |
0.9873 |
0.9871 |
-0.0002 |
0.0% |
0.9840 |
| Close |
0.9906 |
0.9929 |
0.0023 |
0.2% |
0.9893 |
| Range |
0.0080 |
0.0081 |
0.0001 |
1.3% |
0.0127 |
| ATR |
0.0090 |
0.0090 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
70,381 |
69,015 |
-1,366 |
-1.9% |
156,411 |
|
| Daily Pivots for day following 14-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0160 |
1.0126 |
0.9974 |
|
| R3 |
1.0079 |
1.0045 |
0.9951 |
|
| R2 |
0.9998 |
0.9998 |
0.9944 |
|
| R1 |
0.9964 |
0.9964 |
0.9936 |
0.9981 |
| PP |
0.9917 |
0.9917 |
0.9917 |
0.9926 |
| S1 |
0.9883 |
0.9883 |
0.9922 |
0.9900 |
| S2 |
0.9836 |
0.9836 |
0.9914 |
|
| S3 |
0.9755 |
0.9802 |
0.9907 |
|
| S4 |
0.9674 |
0.9721 |
0.9884 |
|
|
| 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 |
0.9953 |
0.9840 |
0.0113 |
1.1% |
0.0065 |
0.7% |
79% |
False |
False |
52,633 |
| 10 |
0.9975 |
0.9716 |
0.0259 |
2.6% |
0.0086 |
0.9% |
82% |
False |
False |
30,734 |
| 20 |
0.9975 |
0.9701 |
0.0274 |
2.8% |
0.0093 |
0.9% |
83% |
False |
False |
15,784 |
| 40 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0093 |
0.9% |
84% |
False |
False |
8,082 |
| 60 |
0.9991 |
0.9600 |
0.0391 |
3.9% |
0.0092 |
0.9% |
84% |
False |
False |
5,449 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0086 |
0.9% |
91% |
False |
False |
4,120 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0078 |
0.8% |
91% |
False |
False |
3,304 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0071 |
0.7% |
91% |
False |
False |
2,757 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0296 |
|
2.618 |
1.0164 |
|
1.618 |
1.0083 |
|
1.000 |
1.0033 |
|
0.618 |
1.0002 |
|
HIGH |
0.9952 |
|
0.618 |
0.9921 |
|
0.500 |
0.9912 |
|
0.382 |
0.9902 |
|
LOW |
0.9871 |
|
0.618 |
0.9821 |
|
1.000 |
0.9790 |
|
1.618 |
0.9740 |
|
2.618 |
0.9659 |
|
4.250 |
0.9527 |
|
|
| Fisher Pivots for day following 14-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9923 |
0.9922 |
| PP |
0.9917 |
0.9916 |
| S1 |
0.9912 |
0.9909 |
|