CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 27-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2010 |
27-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9847 |
0.9900 |
0.0053 |
0.5% |
0.9859 |
| High |
0.9915 |
0.9926 |
0.0011 |
0.1% |
0.9915 |
| Low |
0.9821 |
0.9875 |
0.0054 |
0.5% |
0.9766 |
| Close |
0.9900 |
0.9912 |
0.0012 |
0.1% |
0.9900 |
| Range |
0.0094 |
0.0051 |
-0.0043 |
-45.7% |
0.0149 |
| ATR |
0.0087 |
0.0085 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
45,691 |
46,626 |
935 |
2.0% |
201,980 |
|
| Daily Pivots for day following 27-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0057 |
1.0036 |
0.9940 |
|
| R3 |
1.0006 |
0.9985 |
0.9926 |
|
| R2 |
0.9955 |
0.9955 |
0.9921 |
|
| R1 |
0.9934 |
0.9934 |
0.9917 |
0.9945 |
| PP |
0.9904 |
0.9904 |
0.9904 |
0.9910 |
| S1 |
0.9883 |
0.9883 |
0.9907 |
0.9894 |
| S2 |
0.9853 |
0.9853 |
0.9903 |
|
| S3 |
0.9802 |
0.9832 |
0.9898 |
|
| S4 |
0.9751 |
0.9781 |
0.9884 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0253 |
0.9982 |
|
| R3 |
1.0158 |
1.0104 |
0.9941 |
|
| R2 |
1.0009 |
1.0009 |
0.9927 |
|
| R1 |
0.9955 |
0.9955 |
0.9914 |
0.9982 |
| PP |
0.9860 |
0.9860 |
0.9860 |
0.9874 |
| S1 |
0.9806 |
0.9806 |
0.9886 |
0.9833 |
| S2 |
0.9711 |
0.9711 |
0.9873 |
|
| S3 |
0.9562 |
0.9657 |
0.9859 |
|
| S4 |
0.9413 |
0.9508 |
0.9818 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9926 |
0.9766 |
0.0160 |
1.6% |
0.0078 |
0.8% |
91% |
True |
False |
49,721 |
| 10 |
0.9981 |
0.9766 |
0.0215 |
2.2% |
0.0080 |
0.8% |
68% |
False |
False |
61,261 |
| 20 |
0.9981 |
0.9701 |
0.0280 |
2.8% |
0.0084 |
0.8% |
75% |
False |
False |
39,156 |
| 40 |
0.9991 |
0.9701 |
0.0290 |
2.9% |
0.0087 |
0.9% |
73% |
False |
False |
19,835 |
| 60 |
0.9991 |
0.9605 |
0.0386 |
3.9% |
0.0091 |
0.9% |
80% |
False |
False |
13,317 |
| 80 |
0.9991 |
0.9460 |
0.0531 |
5.4% |
0.0087 |
0.9% |
85% |
False |
False |
10,023 |
| 100 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0082 |
0.8% |
88% |
False |
False |
8,035 |
| 120 |
0.9991 |
0.9338 |
0.0653 |
6.6% |
0.0075 |
0.8% |
88% |
False |
False |
6,699 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0143 |
|
2.618 |
1.0060 |
|
1.618 |
1.0009 |
|
1.000 |
0.9977 |
|
0.618 |
0.9958 |
|
HIGH |
0.9926 |
|
0.618 |
0.9907 |
|
0.500 |
0.9901 |
|
0.382 |
0.9894 |
|
LOW |
0.9875 |
|
0.618 |
0.9843 |
|
1.000 |
0.9824 |
|
1.618 |
0.9792 |
|
2.618 |
0.9741 |
|
4.250 |
0.9658 |
|
|
| Fisher Pivots for day following 27-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9908 |
0.9896 |
| PP |
0.9904 |
0.9879 |
| S1 |
0.9901 |
0.9863 |
|