CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 29-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2010 |
29-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9915 |
0.9962 |
0.0047 |
0.5% |
0.9859 |
| High |
1.0010 |
1.0010 |
0.0000 |
0.0% |
0.9915 |
| Low |
0.9914 |
0.9930 |
0.0016 |
0.2% |
0.9766 |
| Close |
0.9986 |
0.9981 |
-0.0005 |
-0.1% |
0.9900 |
| Range |
0.0096 |
0.0080 |
-0.0016 |
-16.7% |
0.0149 |
| ATR |
0.0086 |
0.0085 |
0.0000 |
-0.5% |
0.0000 |
| Volume |
53,770 |
38,214 |
-15,556 |
-28.9% |
201,980 |
|
| Daily Pivots for day following 29-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0214 |
1.0177 |
1.0025 |
|
| R3 |
1.0134 |
1.0097 |
1.0003 |
|
| R2 |
1.0054 |
1.0054 |
0.9996 |
|
| R1 |
1.0017 |
1.0017 |
0.9988 |
1.0036 |
| PP |
0.9974 |
0.9974 |
0.9974 |
0.9983 |
| S1 |
0.9937 |
0.9937 |
0.9974 |
0.9956 |
| S2 |
0.9894 |
0.9894 |
0.9966 |
|
| S3 |
0.9814 |
0.9857 |
0.9959 |
|
| S4 |
0.9734 |
0.9777 |
0.9937 |
|
|
| 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 |
1.0010 |
0.9799 |
0.0211 |
2.1% |
0.0079 |
0.8% |
86% |
True |
False |
45,654 |
| 10 |
1.0010 |
0.9766 |
0.0244 |
2.4% |
0.0081 |
0.8% |
88% |
True |
False |
56,520 |
| 20 |
1.0010 |
0.9716 |
0.0294 |
2.9% |
0.0084 |
0.8% |
90% |
True |
False |
43,627 |
| 40 |
1.0010 |
0.9701 |
0.0309 |
3.1% |
0.0088 |
0.9% |
91% |
True |
False |
22,110 |
| 60 |
1.0010 |
0.9605 |
0.0405 |
4.1% |
0.0091 |
0.9% |
93% |
True |
False |
14,845 |
| 80 |
1.0010 |
0.9500 |
0.0510 |
5.1% |
0.0088 |
0.9% |
94% |
True |
False |
11,171 |
| 100 |
1.0010 |
0.9338 |
0.0672 |
6.7% |
0.0083 |
0.8% |
96% |
True |
False |
8,954 |
| 120 |
1.0010 |
0.9338 |
0.0672 |
6.7% |
0.0076 |
0.8% |
96% |
True |
False |
7,466 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0350 |
|
2.618 |
1.0219 |
|
1.618 |
1.0139 |
|
1.000 |
1.0090 |
|
0.618 |
1.0059 |
|
HIGH |
1.0010 |
|
0.618 |
0.9979 |
|
0.500 |
0.9970 |
|
0.382 |
0.9961 |
|
LOW |
0.9930 |
|
0.618 |
0.9881 |
|
1.000 |
0.9850 |
|
1.618 |
0.9801 |
|
2.618 |
0.9721 |
|
4.250 |
0.9590 |
|
|
| Fisher Pivots for day following 29-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9977 |
0.9968 |
| PP |
0.9974 |
0.9955 |
| S1 |
0.9970 |
0.9943 |
|