CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 20-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2010 |
20-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9921 |
0.9859 |
-0.0062 |
-0.6% |
0.9882 |
| High |
0.9944 |
0.9880 |
-0.0064 |
-0.6% |
0.9981 |
| Low |
0.9834 |
0.9777 |
-0.0057 |
-0.6% |
0.9834 |
| Close |
0.9877 |
0.9807 |
-0.0070 |
-0.7% |
0.9877 |
| Range |
0.0110 |
0.0103 |
-0.0007 |
-6.4% |
0.0147 |
| ATR |
0.0088 |
0.0089 |
0.0001 |
1.2% |
0.0000 |
| Volume |
82,667 |
63,208 |
-19,459 |
-23.5% |
364,012 |
|
| Daily Pivots for day following 20-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0130 |
1.0072 |
0.9864 |
|
| R3 |
1.0027 |
0.9969 |
0.9835 |
|
| R2 |
0.9924 |
0.9924 |
0.9826 |
|
| R1 |
0.9866 |
0.9866 |
0.9816 |
0.9844 |
| PP |
0.9821 |
0.9821 |
0.9821 |
0.9810 |
| S1 |
0.9763 |
0.9763 |
0.9798 |
0.9741 |
| S2 |
0.9718 |
0.9718 |
0.9788 |
|
| S3 |
0.9615 |
0.9660 |
0.9779 |
|
| S4 |
0.9512 |
0.9557 |
0.9750 |
|
|
| 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 |
0.9777 |
0.0204 |
2.1% |
0.0086 |
0.9% |
15% |
False |
True |
71,367 |
| 10 |
0.9981 |
0.9777 |
0.0204 |
2.1% |
0.0079 |
0.8% |
15% |
False |
True |
57,688 |
| 20 |
0.9981 |
0.9701 |
0.0280 |
2.9% |
0.0092 |
0.9% |
38% |
False |
False |
30,067 |
| 40 |
0.9991 |
0.9640 |
0.0351 |
3.6% |
0.0089 |
0.9% |
48% |
False |
False |
15,232 |
| 60 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0091 |
0.9% |
52% |
False |
False |
10,236 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0088 |
0.9% |
72% |
False |
False |
7,710 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0080 |
0.8% |
72% |
False |
False |
6,182 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0073 |
0.7% |
72% |
False |
False |
5,155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0318 |
|
2.618 |
1.0150 |
|
1.618 |
1.0047 |
|
1.000 |
0.9983 |
|
0.618 |
0.9944 |
|
HIGH |
0.9880 |
|
0.618 |
0.9841 |
|
0.500 |
0.9829 |
|
0.382 |
0.9816 |
|
LOW |
0.9777 |
|
0.618 |
0.9713 |
|
1.000 |
0.9674 |
|
1.618 |
0.9610 |
|
2.618 |
0.9507 |
|
4.250 |
0.9339 |
|
|
| Fisher Pivots for day following 20-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9829 |
0.9864 |
| PP |
0.9821 |
0.9845 |
| S1 |
0.9814 |
0.9826 |
|