CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9859 |
0.9810 |
-0.0049 |
-0.5% |
0.9882 |
| High |
0.9880 |
0.9833 |
-0.0047 |
-0.5% |
0.9981 |
| Low |
0.9777 |
0.9766 |
-0.0011 |
-0.1% |
0.9834 |
| Close |
0.9807 |
0.9799 |
-0.0008 |
-0.1% |
0.9877 |
| Range |
0.0103 |
0.0067 |
-0.0036 |
-35.0% |
0.0147 |
| ATR |
0.0089 |
0.0088 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
63,208 |
49,110 |
-14,098 |
-22.3% |
364,012 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0000 |
0.9967 |
0.9836 |
|
| R3 |
0.9933 |
0.9900 |
0.9817 |
|
| R2 |
0.9866 |
0.9866 |
0.9811 |
|
| R1 |
0.9833 |
0.9833 |
0.9805 |
0.9816 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9791 |
| S1 |
0.9766 |
0.9766 |
0.9793 |
0.9749 |
| S2 |
0.9732 |
0.9732 |
0.9787 |
|
| S3 |
0.9665 |
0.9699 |
0.9781 |
|
| S4 |
0.9598 |
0.9632 |
0.9762 |
|
|
| 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 |
0.9766 |
0.0215 |
2.2% |
0.0084 |
0.9% |
15% |
False |
True |
67,386 |
| 10 |
0.9981 |
0.9766 |
0.0215 |
2.2% |
0.0075 |
0.8% |
15% |
False |
True |
60,009 |
| 20 |
0.9981 |
0.9701 |
0.0280 |
2.9% |
0.0091 |
0.9% |
35% |
False |
False |
32,512 |
| 40 |
0.9991 |
0.9640 |
0.0351 |
3.6% |
0.0088 |
0.9% |
45% |
False |
False |
16,457 |
| 60 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0091 |
0.9% |
50% |
False |
False |
11,052 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0087 |
0.9% |
71% |
False |
False |
8,324 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0081 |
0.8% |
71% |
False |
False |
6,672 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.7% |
0.0074 |
0.8% |
71% |
False |
False |
5,564 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0118 |
|
2.618 |
1.0008 |
|
1.618 |
0.9941 |
|
1.000 |
0.9900 |
|
0.618 |
0.9874 |
|
HIGH |
0.9833 |
|
0.618 |
0.9807 |
|
0.500 |
0.9800 |
|
0.382 |
0.9792 |
|
LOW |
0.9766 |
|
0.618 |
0.9725 |
|
1.000 |
0.9699 |
|
1.618 |
0.9658 |
|
2.618 |
0.9591 |
|
4.250 |
0.9481 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9800 |
0.9855 |
| PP |
0.9799 |
0.9836 |
| S1 |
0.9799 |
0.9818 |
|