CME Canadian Dollar Future June 2011
Trading Metrics calculated at close of trading on 15-Dec-2010 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2010 |
15-Dec-2010 |
Change |
Change % |
Previous Week |
Open |
0.9898 |
0.9880 |
-0.0018 |
-0.2% |
0.9875 |
High |
0.9925 |
0.9952 |
0.0027 |
0.3% |
0.9930 |
Low |
0.9850 |
0.9870 |
0.0020 |
0.2% |
0.9820 |
Close |
0.9906 |
0.9919 |
0.0013 |
0.1% |
0.9872 |
Range |
0.0075 |
0.0082 |
0.0007 |
9.3% |
0.0110 |
ATR |
0.0064 |
0.0066 |
0.0001 |
2.0% |
0.0000 |
Volume |
123 |
20 |
-103 |
-83.7% |
584 |
|
Daily Pivots for day following 15-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0160 |
1.0121 |
0.9964 |
|
R3 |
1.0078 |
1.0039 |
0.9942 |
|
R2 |
0.9996 |
0.9996 |
0.9934 |
|
R1 |
0.9957 |
0.9957 |
0.9927 |
0.9977 |
PP |
0.9914 |
0.9914 |
0.9914 |
0.9923 |
S1 |
0.9875 |
0.9875 |
0.9911 |
0.9895 |
S2 |
0.9832 |
0.9832 |
0.9904 |
|
S3 |
0.9750 |
0.9793 |
0.9896 |
|
S4 |
0.9668 |
0.9711 |
0.9874 |
|
|
Weekly Pivots for week ending 10-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0204 |
1.0148 |
0.9933 |
|
R3 |
1.0094 |
1.0038 |
0.9902 |
|
R2 |
0.9984 |
0.9984 |
0.9892 |
|
R1 |
0.9928 |
0.9928 |
0.9882 |
0.9901 |
PP |
0.9874 |
0.9874 |
0.9874 |
0.9861 |
S1 |
0.9818 |
0.9818 |
0.9862 |
0.9791 |
S2 |
0.9764 |
0.9764 |
0.9852 |
|
S3 |
0.9654 |
0.9708 |
0.9842 |
|
S4 |
0.9544 |
0.9598 |
0.9812 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9952 |
0.9841 |
0.0111 |
1.1% |
0.0055 |
0.6% |
70% |
True |
False |
103 |
10 |
0.9952 |
0.9820 |
0.0132 |
1.3% |
0.0057 |
0.6% |
75% |
True |
False |
86 |
20 |
0.9952 |
0.9677 |
0.0275 |
2.8% |
0.0054 |
0.5% |
88% |
True |
False |
71 |
40 |
0.9961 |
0.9624 |
0.0337 |
3.4% |
0.0051 |
0.5% |
88% |
False |
False |
64 |
60 |
0.9961 |
0.9600 |
0.0361 |
3.6% |
0.0044 |
0.4% |
88% |
False |
False |
49 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0301 |
2.618 |
1.0167 |
1.618 |
1.0085 |
1.000 |
1.0034 |
0.618 |
1.0003 |
HIGH |
0.9952 |
0.618 |
0.9921 |
0.500 |
0.9911 |
0.382 |
0.9901 |
LOW |
0.9870 |
0.618 |
0.9819 |
1.000 |
0.9788 |
1.618 |
0.9737 |
2.618 |
0.9655 |
4.250 |
0.9522 |
|
|
Fisher Pivots for day following 15-Dec-2010 |
Pivot |
1 day |
3 day |
R1 |
0.9916 |
0.9913 |
PP |
0.9914 |
0.9907 |
S1 |
0.9911 |
0.9901 |
|