CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 17-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2010 |
17-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9938 |
0.9921 |
-0.0017 |
-0.2% |
0.9882 |
| High |
0.9950 |
0.9944 |
-0.0006 |
-0.1% |
0.9981 |
| Low |
0.9907 |
0.9834 |
-0.0073 |
-0.7% |
0.9834 |
| Close |
0.9925 |
0.9877 |
-0.0048 |
-0.5% |
0.9877 |
| Range |
0.0043 |
0.0110 |
0.0067 |
155.8% |
0.0147 |
| ATR |
0.0087 |
0.0088 |
0.0002 |
1.9% |
0.0000 |
| Volume |
55,239 |
82,667 |
27,428 |
49.7% |
364,012 |
|
| Daily Pivots for day following 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0215 |
1.0156 |
0.9938 |
|
| R3 |
1.0105 |
1.0046 |
0.9907 |
|
| R2 |
0.9995 |
0.9995 |
0.9897 |
|
| R1 |
0.9936 |
0.9936 |
0.9887 |
0.9911 |
| PP |
0.9885 |
0.9885 |
0.9885 |
0.9872 |
| S1 |
0.9826 |
0.9826 |
0.9867 |
0.9801 |
| S2 |
0.9775 |
0.9775 |
0.9857 |
|
| S3 |
0.9665 |
0.9716 |
0.9847 |
|
| S4 |
0.9555 |
0.9606 |
0.9817 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0338 |
1.0255 |
0.9958 |
|
| R3 |
1.0191 |
1.0108 |
0.9917 |
|
| R2 |
1.0044 |
1.0044 |
0.9904 |
|
| R1 |
0.9961 |
0.9961 |
0.9890 |
0.9929 |
| PP |
0.9897 |
0.9897 |
0.9897 |
0.9882 |
| S1 |
0.9814 |
0.9814 |
0.9864 |
0.9782 |
| S2 |
0.9750 |
0.9750 |
0.9850 |
|
| S3 |
0.9603 |
0.9667 |
0.9837 |
|
| S4 |
0.9456 |
0.9520 |
0.9796 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9981 |
0.9834 |
0.0147 |
1.5% |
0.0082 |
0.8% |
29% |
False |
True |
72,802 |
| 10 |
0.9981 |
0.9834 |
0.0147 |
1.5% |
0.0075 |
0.8% |
29% |
False |
True |
52,042 |
| 20 |
0.9981 |
0.9701 |
0.0280 |
2.8% |
0.0090 |
0.9% |
63% |
False |
False |
26,924 |
| 40 |
0.9991 |
0.9640 |
0.0351 |
3.6% |
0.0088 |
0.9% |
68% |
False |
False |
13,659 |
| 60 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0091 |
0.9% |
70% |
False |
False |
9,185 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0087 |
0.9% |
83% |
False |
False |
6,921 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0079 |
0.8% |
83% |
False |
False |
5,550 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0072 |
0.7% |
83% |
False |
False |
4,628 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0412 |
|
2.618 |
1.0232 |
|
1.618 |
1.0122 |
|
1.000 |
1.0054 |
|
0.618 |
1.0012 |
|
HIGH |
0.9944 |
|
0.618 |
0.9902 |
|
0.500 |
0.9889 |
|
0.382 |
0.9876 |
|
LOW |
0.9834 |
|
0.618 |
0.9766 |
|
1.000 |
0.9724 |
|
1.618 |
0.9656 |
|
2.618 |
0.9546 |
|
4.250 |
0.9367 |
|
|
| Fisher Pivots for day following 17-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9889 |
0.9908 |
| PP |
0.9885 |
0.9897 |
| S1 |
0.9881 |
0.9887 |
|