CME Canadian Dollar Future March 2011
| Trading Metrics calculated at close of trading on 03-Jan-2011 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2010 |
03-Jan-2011 |
Change |
Change % |
Previous Week |
| Open |
0.9986 |
1.0050 |
0.0064 |
0.6% |
0.9900 |
| High |
1.0061 |
1.0097 |
0.0036 |
0.4% |
1.0061 |
| Low |
0.9977 |
1.0036 |
0.0059 |
0.6% |
0.9875 |
| Close |
1.0044 |
1.0067 |
0.0023 |
0.2% |
1.0044 |
| Range |
0.0084 |
0.0061 |
-0.0023 |
-27.4% |
0.0186 |
| ATR |
0.0082 |
0.0080 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
28,955 |
47,744 |
18,789 |
64.9% |
200,773 |
|
| Daily Pivots for day following 03-Jan-2011 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0219 |
1.0101 |
|
| R3 |
1.0189 |
1.0158 |
1.0084 |
|
| R2 |
1.0128 |
1.0128 |
1.0078 |
|
| R1 |
1.0097 |
1.0097 |
1.0073 |
1.0113 |
| PP |
1.0067 |
1.0067 |
1.0067 |
1.0074 |
| S1 |
1.0036 |
1.0036 |
1.0061 |
1.0052 |
| S2 |
1.0006 |
1.0006 |
1.0056 |
|
| S3 |
0.9945 |
0.9975 |
1.0050 |
|
| S4 |
0.9884 |
0.9914 |
1.0033 |
|
|
| 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 |
1.0097 |
0.9914 |
0.0183 |
1.8% |
0.0070 |
0.7% |
84% |
True |
False |
40,378 |
| 10 |
1.0097 |
0.9766 |
0.0331 |
3.3% |
0.0074 |
0.7% |
91% |
True |
False |
45,049 |
| 20 |
1.0097 |
0.9766 |
0.0331 |
3.3% |
0.0075 |
0.7% |
91% |
True |
False |
48,546 |
| 40 |
1.0097 |
0.9701 |
0.0396 |
3.9% |
0.0087 |
0.9% |
92% |
True |
False |
24,844 |
| 60 |
1.0097 |
0.9605 |
0.0492 |
4.9% |
0.0089 |
0.9% |
94% |
True |
False |
16,662 |
| 80 |
1.0097 |
0.9600 |
0.0497 |
4.9% |
0.0087 |
0.9% |
94% |
True |
False |
12,541 |
| 100 |
1.0097 |
0.9338 |
0.0759 |
7.5% |
0.0082 |
0.8% |
96% |
True |
False |
10,052 |
| 120 |
1.0097 |
0.9338 |
0.0759 |
7.5% |
0.0076 |
0.8% |
96% |
True |
False |
8,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0257 |
|
1.618 |
1.0196 |
|
1.000 |
1.0158 |
|
0.618 |
1.0135 |
|
HIGH |
1.0097 |
|
0.618 |
1.0074 |
|
0.500 |
1.0067 |
|
0.382 |
1.0059 |
|
LOW |
1.0036 |
|
0.618 |
0.9998 |
|
1.000 |
0.9975 |
|
1.618 |
0.9937 |
|
2.618 |
0.9876 |
|
4.250 |
0.9777 |
|
|
| Fisher Pivots for day following 03-Jan-2011 |
| Pivot |
1 day |
3 day |
| R1 |
1.0067 |
1.0055 |
| PP |
1.0067 |
1.0043 |
| S1 |
1.0067 |
1.0031 |
|