CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 22-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2010 |
22-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9784 |
0.9810 |
0.0026 |
0.3% |
0.9900 |
| High |
0.9805 |
0.9840 |
0.0035 |
0.4% |
0.9952 |
| Low |
0.9754 |
0.9795 |
0.0041 |
0.4% |
0.9814 |
| Close |
0.9775 |
0.9824 |
0.0049 |
0.5% |
0.9854 |
| Range |
0.0051 |
0.0045 |
-0.0006 |
-11.8% |
0.0138 |
| ATR |
0.0066 |
0.0066 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
268 |
265 |
-3 |
-1.1% |
381 |
|
| Daily Pivots for day following 22-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9955 |
0.9934 |
0.9849 |
|
| R3 |
0.9910 |
0.9889 |
0.9836 |
|
| R2 |
0.9865 |
0.9865 |
0.9832 |
|
| R1 |
0.9844 |
0.9844 |
0.9828 |
0.9855 |
| PP |
0.9820 |
0.9820 |
0.9820 |
0.9825 |
| S1 |
0.9799 |
0.9799 |
0.9820 |
0.9810 |
| S2 |
0.9775 |
0.9775 |
0.9816 |
|
| S3 |
0.9730 |
0.9754 |
0.9812 |
|
| S4 |
0.9685 |
0.9709 |
0.9799 |
|
|
| 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 |
0.9923 |
0.9754 |
0.0169 |
1.7% |
0.0058 |
0.6% |
41% |
False |
False |
181 |
| 10 |
0.9952 |
0.9754 |
0.0198 |
2.0% |
0.0056 |
0.6% |
35% |
False |
False |
142 |
| 20 |
0.9952 |
0.9677 |
0.0275 |
2.8% |
0.0057 |
0.6% |
53% |
False |
False |
106 |
| 40 |
0.9961 |
0.9624 |
0.0337 |
3.4% |
0.0052 |
0.5% |
59% |
False |
False |
78 |
| 60 |
0.9961 |
0.9600 |
0.0361 |
3.7% |
0.0047 |
0.5% |
62% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0031 |
|
2.618 |
0.9958 |
|
1.618 |
0.9913 |
|
1.000 |
0.9885 |
|
0.618 |
0.9868 |
|
HIGH |
0.9840 |
|
0.618 |
0.9823 |
|
0.500 |
0.9818 |
|
0.382 |
0.9812 |
|
LOW |
0.9795 |
|
0.618 |
0.9767 |
|
1.000 |
0.9750 |
|
1.618 |
0.9722 |
|
2.618 |
0.9677 |
|
4.250 |
0.9604 |
|
|
| Fisher Pivots for day following 22-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9822 |
0.9815 |
| PP |
0.9820 |
0.9806 |
| S1 |
0.9818 |
0.9798 |
|