CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 30-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2010 |
30-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9962 |
0.9978 |
0.0016 |
0.2% |
0.9859 |
| High |
1.0010 |
0.9995 |
-0.0015 |
-0.1% |
0.9915 |
| Low |
0.9930 |
0.9964 |
0.0034 |
0.3% |
0.9766 |
| Close |
0.9981 |
0.9988 |
0.0007 |
0.1% |
0.9900 |
| Range |
0.0080 |
0.0031 |
-0.0049 |
-61.3% |
0.0149 |
| ATR |
0.0085 |
0.0081 |
-0.0004 |
-4.5% |
0.0000 |
| Volume |
38,214 |
33,208 |
-5,006 |
-13.1% |
201,980 |
|
| Daily Pivots for day following 30-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0075 |
1.0063 |
1.0005 |
|
| R3 |
1.0044 |
1.0032 |
0.9997 |
|
| R2 |
1.0013 |
1.0013 |
0.9994 |
|
| R1 |
1.0001 |
1.0001 |
0.9991 |
1.0007 |
| PP |
0.9982 |
0.9982 |
0.9982 |
0.9986 |
| S1 |
0.9970 |
0.9970 |
0.9985 |
0.9976 |
| S2 |
0.9951 |
0.9951 |
0.9982 |
|
| S3 |
0.9920 |
0.9939 |
0.9979 |
|
| S4 |
0.9889 |
0.9908 |
0.9971 |
|
|
| 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 |
0.9821 |
0.0189 |
1.9% |
0.0070 |
0.7% |
88% |
False |
False |
43,501 |
| 10 |
1.0010 |
0.9766 |
0.0244 |
2.4% |
0.0075 |
0.7% |
91% |
False |
False |
51,170 |
| 20 |
1.0010 |
0.9766 |
0.0244 |
2.4% |
0.0079 |
0.8% |
91% |
False |
False |
45,103 |
| 40 |
1.0010 |
0.9701 |
0.0309 |
3.1% |
0.0088 |
0.9% |
93% |
False |
False |
22,937 |
| 60 |
1.0010 |
0.9605 |
0.0405 |
4.1% |
0.0090 |
0.9% |
95% |
False |
False |
15,394 |
| 80 |
1.0010 |
0.9500 |
0.0510 |
5.1% |
0.0087 |
0.9% |
96% |
False |
False |
11,585 |
| 100 |
1.0010 |
0.9338 |
0.0672 |
6.7% |
0.0083 |
0.8% |
97% |
False |
False |
9,286 |
| 120 |
1.0010 |
0.9338 |
0.0672 |
6.7% |
0.0076 |
0.8% |
97% |
False |
False |
7,742 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0127 |
|
2.618 |
1.0076 |
|
1.618 |
1.0045 |
|
1.000 |
1.0026 |
|
0.618 |
1.0014 |
|
HIGH |
0.9995 |
|
0.618 |
0.9983 |
|
0.500 |
0.9980 |
|
0.382 |
0.9976 |
|
LOW |
0.9964 |
|
0.618 |
0.9945 |
|
1.000 |
0.9933 |
|
1.618 |
0.9914 |
|
2.618 |
0.9883 |
|
4.250 |
0.9832 |
|
|
| Fisher Pivots for day following 30-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9985 |
0.9979 |
| PP |
0.9982 |
0.9971 |
| S1 |
0.9980 |
0.9962 |
|