CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 23-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2010 |
23-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9814 |
0.9847 |
0.0033 |
0.3% |
0.9882 |
| High |
0.9872 |
0.9915 |
0.0043 |
0.4% |
0.9981 |
| Low |
0.9799 |
0.9821 |
0.0022 |
0.2% |
0.9834 |
| Close |
0.9848 |
0.9900 |
0.0052 |
0.5% |
0.9877 |
| Range |
0.0073 |
0.0094 |
0.0021 |
28.8% |
0.0147 |
| ATR |
0.0087 |
0.0087 |
0.0001 |
0.6% |
0.0000 |
| Volume |
43,971 |
45,691 |
1,720 |
3.9% |
364,012 |
|
| Daily Pivots for day following 23-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0161 |
1.0124 |
0.9952 |
|
| R3 |
1.0067 |
1.0030 |
0.9926 |
|
| R2 |
0.9973 |
0.9973 |
0.9917 |
|
| R1 |
0.9936 |
0.9936 |
0.9909 |
0.9955 |
| PP |
0.9879 |
0.9879 |
0.9879 |
0.9888 |
| S1 |
0.9842 |
0.9842 |
0.9891 |
0.9861 |
| S2 |
0.9785 |
0.9785 |
0.9883 |
|
| S3 |
0.9691 |
0.9748 |
0.9874 |
|
| S4 |
0.9597 |
0.9654 |
0.9848 |
|
|
| 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 |
0.9944 |
0.9766 |
0.0178 |
1.8% |
0.0089 |
0.9% |
75% |
False |
False |
56,929 |
| 10 |
0.9981 |
0.9766 |
0.0215 |
2.2% |
0.0078 |
0.8% |
62% |
False |
False |
61,243 |
| 20 |
0.9981 |
0.9701 |
0.0280 |
2.8% |
0.0089 |
0.9% |
71% |
False |
False |
36,878 |
| 40 |
0.9991 |
0.9700 |
0.0291 |
2.9% |
0.0088 |
0.9% |
69% |
False |
False |
18,690 |
| 60 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0091 |
0.9% |
76% |
False |
False |
12,542 |
| 80 |
0.9991 |
0.9356 |
0.0635 |
6.4% |
0.0088 |
0.9% |
86% |
False |
False |
9,443 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0082 |
0.8% |
86% |
False |
False |
7,569 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0075 |
0.8% |
86% |
False |
False |
6,311 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0315 |
|
2.618 |
1.0161 |
|
1.618 |
1.0067 |
|
1.000 |
1.0009 |
|
0.618 |
0.9973 |
|
HIGH |
0.9915 |
|
0.618 |
0.9879 |
|
0.500 |
0.9868 |
|
0.382 |
0.9857 |
|
LOW |
0.9821 |
|
0.618 |
0.9763 |
|
1.000 |
0.9727 |
|
1.618 |
0.9669 |
|
2.618 |
0.9575 |
|
4.250 |
0.9422 |
|
|
| Fisher Pivots for day following 23-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9889 |
0.9880 |
| PP |
0.9879 |
0.9860 |
| S1 |
0.9868 |
0.9841 |
|