CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 21-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Dec-2010 |
21-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9841 |
0.9784 |
-0.0057 |
-0.6% |
0.9900 |
| High |
0.9841 |
0.9805 |
-0.0036 |
-0.4% |
0.9952 |
| Low |
0.9760 |
0.9754 |
-0.0006 |
-0.1% |
0.9814 |
| Close |
0.9785 |
0.9775 |
-0.0010 |
-0.1% |
0.9854 |
| Range |
0.0081 |
0.0051 |
-0.0030 |
-37.0% |
0.0138 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.7% |
0.0000 |
| Volume |
199 |
268 |
69 |
34.7% |
381 |
|
| Daily Pivots for day following 21-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9931 |
0.9904 |
0.9803 |
|
| R3 |
0.9880 |
0.9853 |
0.9789 |
|
| R2 |
0.9829 |
0.9829 |
0.9784 |
|
| R1 |
0.9802 |
0.9802 |
0.9780 |
0.9790 |
| PP |
0.9778 |
0.9778 |
0.9778 |
0.9772 |
| S1 |
0.9751 |
0.9751 |
0.9770 |
0.9739 |
| S2 |
0.9727 |
0.9727 |
0.9766 |
|
| S3 |
0.9676 |
0.9700 |
0.9761 |
|
| S4 |
0.9625 |
0.9649 |
0.9747 |
|
|
| Weekly Pivots for week ending 17-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0209 |
0.9930 |
|
| R3 |
1.0149 |
1.0071 |
0.9892 |
|
| R2 |
1.0011 |
1.0011 |
0.9879 |
|
| R1 |
0.9933 |
0.9933 |
0.9867 |
0.9903 |
| PP |
0.9873 |
0.9873 |
0.9873 |
0.9859 |
| S1 |
0.9795 |
0.9795 |
0.9841 |
0.9765 |
| S2 |
0.9735 |
0.9735 |
0.9829 |
|
| S3 |
0.9597 |
0.9657 |
0.9816 |
|
| S4 |
0.9459 |
0.9519 |
0.9778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9952 |
0.9754 |
0.0198 |
2.0% |
0.0065 |
0.7% |
11% |
False |
True |
132 |
| 10 |
0.9952 |
0.9754 |
0.0198 |
2.0% |
0.0057 |
0.6% |
11% |
False |
True |
133 |
| 20 |
0.9952 |
0.9677 |
0.0275 |
2.8% |
0.0057 |
0.6% |
36% |
False |
False |
97 |
| 40 |
0.9961 |
0.9624 |
0.0337 |
3.4% |
0.0053 |
0.5% |
45% |
False |
False |
71 |
| 60 |
0.9961 |
0.9600 |
0.0361 |
3.7% |
0.0047 |
0.5% |
48% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0022 |
|
2.618 |
0.9939 |
|
1.618 |
0.9888 |
|
1.000 |
0.9856 |
|
0.618 |
0.9837 |
|
HIGH |
0.9805 |
|
0.618 |
0.9786 |
|
0.500 |
0.9780 |
|
0.382 |
0.9773 |
|
LOW |
0.9754 |
|
0.618 |
0.9722 |
|
1.000 |
0.9703 |
|
1.618 |
0.9671 |
|
2.618 |
0.9620 |
|
4.250 |
0.9537 |
|
|
| Fisher Pivots for day following 21-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9780 |
0.9823 |
| PP |
0.9778 |
0.9807 |
| S1 |
0.9777 |
0.9791 |
|