CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9810 |
0.9814 |
0.0004 |
0.0% |
0.9882 |
| High |
0.9833 |
0.9872 |
0.0039 |
0.4% |
0.9981 |
| Low |
0.9766 |
0.9799 |
0.0033 |
0.3% |
0.9834 |
| Close |
0.9799 |
0.9848 |
0.0049 |
0.5% |
0.9877 |
| Range |
0.0067 |
0.0073 |
0.0006 |
9.0% |
0.0147 |
| ATR |
0.0088 |
0.0087 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
49,110 |
43,971 |
-5,139 |
-10.5% |
364,012 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0059 |
1.0026 |
0.9888 |
|
| R3 |
0.9986 |
0.9953 |
0.9868 |
|
| R2 |
0.9913 |
0.9913 |
0.9861 |
|
| R1 |
0.9880 |
0.9880 |
0.9855 |
0.9897 |
| PP |
0.9840 |
0.9840 |
0.9840 |
0.9848 |
| S1 |
0.9807 |
0.9807 |
0.9841 |
0.9824 |
| S2 |
0.9767 |
0.9767 |
0.9835 |
|
| S3 |
0.9694 |
0.9734 |
0.9828 |
|
| S4 |
0.9621 |
0.9661 |
0.9808 |
|
|
| 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 |
0.9950 |
0.9766 |
0.0184 |
1.9% |
0.0079 |
0.8% |
45% |
False |
False |
58,839 |
| 10 |
0.9981 |
0.9766 |
0.0215 |
2.2% |
0.0074 |
0.8% |
38% |
False |
False |
61,599 |
| 20 |
0.9981 |
0.9701 |
0.0280 |
2.8% |
0.0091 |
0.9% |
53% |
False |
False |
34,625 |
| 40 |
0.9991 |
0.9640 |
0.0351 |
3.6% |
0.0088 |
0.9% |
59% |
False |
False |
17,553 |
| 60 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0091 |
0.9% |
63% |
False |
False |
11,782 |
| 80 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0087 |
0.9% |
78% |
False |
False |
8,872 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0081 |
0.8% |
78% |
False |
False |
7,112 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0074 |
0.8% |
78% |
False |
False |
5,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0182 |
|
2.618 |
1.0063 |
|
1.618 |
0.9990 |
|
1.000 |
0.9945 |
|
0.618 |
0.9917 |
|
HIGH |
0.9872 |
|
0.618 |
0.9844 |
|
0.500 |
0.9836 |
|
0.382 |
0.9827 |
|
LOW |
0.9799 |
|
0.618 |
0.9754 |
|
1.000 |
0.9726 |
|
1.618 |
0.9681 |
|
2.618 |
0.9608 |
|
4.250 |
0.9489 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9844 |
0.9840 |
| PP |
0.9840 |
0.9831 |
| S1 |
0.9836 |
0.9823 |
|