CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 16-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2010 |
16-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9926 |
0.9938 |
0.0012 |
0.1% |
0.9944 |
| High |
0.9981 |
0.9950 |
-0.0031 |
-0.3% |
0.9967 |
| Low |
0.9886 |
0.9907 |
0.0021 |
0.2% |
0.9840 |
| Close |
0.9942 |
0.9925 |
-0.0017 |
-0.2% |
0.9893 |
| Range |
0.0095 |
0.0043 |
-0.0052 |
-54.7% |
0.0127 |
| ATR |
0.0090 |
0.0087 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
86,710 |
55,239 |
-31,471 |
-36.3% |
156,411 |
|
| Daily Pivots for day following 16-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
1.0034 |
0.9949 |
|
| R3 |
1.0013 |
0.9991 |
0.9937 |
|
| R2 |
0.9970 |
0.9970 |
0.9933 |
|
| R1 |
0.9948 |
0.9948 |
0.9929 |
0.9938 |
| PP |
0.9927 |
0.9927 |
0.9927 |
0.9922 |
| S1 |
0.9905 |
0.9905 |
0.9921 |
0.9895 |
| S2 |
0.9884 |
0.9884 |
0.9917 |
|
| S3 |
0.9841 |
0.9862 |
0.9913 |
|
| S4 |
0.9798 |
0.9819 |
0.9901 |
|
|
| 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 |
0.9981 |
0.9865 |
0.0116 |
1.2% |
0.0066 |
0.7% |
52% |
False |
False |
65,558 |
| 10 |
0.9981 |
0.9840 |
0.0141 |
1.4% |
0.0072 |
0.7% |
60% |
False |
False |
44,233 |
| 20 |
0.9981 |
0.9701 |
0.0280 |
2.8% |
0.0088 |
0.9% |
80% |
False |
False |
22,815 |
| 40 |
0.9991 |
0.9640 |
0.0351 |
3.5% |
0.0089 |
0.9% |
81% |
False |
False |
11,611 |
| 60 |
0.9991 |
0.9600 |
0.0391 |
3.9% |
0.0091 |
0.9% |
83% |
False |
False |
7,810 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0086 |
0.9% |
90% |
False |
False |
5,889 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0079 |
0.8% |
90% |
False |
False |
4,723 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0072 |
0.7% |
90% |
False |
False |
3,939 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0133 |
|
2.618 |
1.0063 |
|
1.618 |
1.0020 |
|
1.000 |
0.9993 |
|
0.618 |
0.9977 |
|
HIGH |
0.9950 |
|
0.618 |
0.9934 |
|
0.500 |
0.9929 |
|
0.382 |
0.9923 |
|
LOW |
0.9907 |
|
0.618 |
0.9880 |
|
1.000 |
0.9864 |
|
1.618 |
0.9837 |
|
2.618 |
0.9794 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 16-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9929 |
0.9926 |
| PP |
0.9927 |
0.9926 |
| S1 |
0.9926 |
0.9925 |
|