CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 31-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2010 |
31-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9978 |
0.9986 |
0.0008 |
0.1% |
0.9900 |
| High |
0.9995 |
1.0061 |
0.0066 |
0.7% |
1.0061 |
| Low |
0.9964 |
0.9977 |
0.0013 |
0.1% |
0.9875 |
| Close |
0.9988 |
1.0044 |
0.0056 |
0.6% |
1.0044 |
| Range |
0.0031 |
0.0084 |
0.0053 |
171.0% |
0.0186 |
| ATR |
0.0081 |
0.0082 |
0.0000 |
0.2% |
0.0000 |
| Volume |
33,208 |
28,955 |
-4,253 |
-12.8% |
200,773 |
|
| Daily Pivots for day following 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0279 |
1.0246 |
1.0090 |
|
| R3 |
1.0195 |
1.0162 |
1.0067 |
|
| R2 |
1.0111 |
1.0111 |
1.0059 |
|
| R1 |
1.0078 |
1.0078 |
1.0052 |
1.0095 |
| PP |
1.0027 |
1.0027 |
1.0027 |
1.0036 |
| S1 |
0.9994 |
0.9994 |
1.0036 |
1.0011 |
| S2 |
0.9943 |
0.9943 |
1.0029 |
|
| S3 |
0.9859 |
0.9910 |
1.0021 |
|
| S4 |
0.9775 |
0.9826 |
0.9998 |
|
|
| Weekly Pivots for week ending 31-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0551 |
1.0484 |
1.0146 |
|
| R3 |
1.0365 |
1.0298 |
1.0095 |
|
| R2 |
1.0179 |
1.0179 |
1.0078 |
|
| R1 |
1.0112 |
1.0112 |
1.0061 |
1.0146 |
| PP |
0.9993 |
0.9993 |
0.9993 |
1.0010 |
| S1 |
0.9926 |
0.9926 |
1.0027 |
0.9960 |
| S2 |
0.9807 |
0.9807 |
1.0010 |
|
| S3 |
0.9621 |
0.9740 |
0.9993 |
|
| S4 |
0.9435 |
0.9554 |
0.9942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0061 |
0.9875 |
0.0186 |
1.9% |
0.0068 |
0.7% |
91% |
True |
False |
40,154 |
| 10 |
1.0061 |
0.9766 |
0.0295 |
2.9% |
0.0079 |
0.8% |
94% |
True |
False |
48,542 |
| 20 |
1.0061 |
0.9766 |
0.0295 |
2.9% |
0.0075 |
0.8% |
94% |
True |
False |
46,387 |
| 40 |
1.0061 |
0.9701 |
0.0360 |
3.6% |
0.0087 |
0.9% |
95% |
True |
False |
23,655 |
| 60 |
1.0061 |
0.9605 |
0.0456 |
4.5% |
0.0090 |
0.9% |
96% |
True |
False |
15,870 |
| 80 |
1.0061 |
0.9600 |
0.0461 |
4.6% |
0.0087 |
0.9% |
96% |
True |
False |
11,946 |
| 100 |
1.0061 |
0.9338 |
0.0723 |
7.2% |
0.0083 |
0.8% |
98% |
True |
False |
9,575 |
| 120 |
1.0061 |
0.9338 |
0.0723 |
7.2% |
0.0076 |
0.8% |
98% |
True |
False |
7,983 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0418 |
|
2.618 |
1.0281 |
|
1.618 |
1.0197 |
|
1.000 |
1.0145 |
|
0.618 |
1.0113 |
|
HIGH |
1.0061 |
|
0.618 |
1.0029 |
|
0.500 |
1.0019 |
|
0.382 |
1.0009 |
|
LOW |
0.9977 |
|
0.618 |
0.9925 |
|
1.000 |
0.9893 |
|
1.618 |
0.9841 |
|
2.618 |
0.9757 |
|
4.250 |
0.9620 |
|
|
| Fisher Pivots for day following 31-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
1.0036 |
1.0028 |
| PP |
1.0027 |
1.0012 |
| S1 |
1.0019 |
0.9996 |
|