CME Canadian Dollar Future June 2011
| Trading Metrics calculated at close of trading on 28-Dec-2010 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Dec-2010 |
28-Dec-2010 |
Change |
Change % |
Previous Week |
| Open |
0.9862 |
0.9910 |
0.0048 |
0.5% |
0.9841 |
| High |
0.9900 |
0.9981 |
0.0081 |
0.8% |
0.9890 |
| Low |
0.9857 |
0.9900 |
0.0043 |
0.4% |
0.9754 |
| Close |
0.9889 |
0.9962 |
0.0073 |
0.7% |
0.9876 |
| Range |
0.0043 |
0.0081 |
0.0038 |
88.4% |
0.0136 |
| ATR |
0.0066 |
0.0068 |
0.0002 |
2.8% |
0.0000 |
| Volume |
90 |
165 |
75 |
83.3% |
763 |
|
| Daily Pivots for day following 28-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0191 |
1.0157 |
1.0007 |
|
| R3 |
1.0110 |
1.0076 |
0.9984 |
|
| R2 |
1.0029 |
1.0029 |
0.9977 |
|
| R1 |
0.9995 |
0.9995 |
0.9969 |
1.0012 |
| PP |
0.9948 |
0.9948 |
0.9948 |
0.9956 |
| S1 |
0.9914 |
0.9914 |
0.9955 |
0.9931 |
| S2 |
0.9867 |
0.9867 |
0.9947 |
|
| S3 |
0.9786 |
0.9833 |
0.9940 |
|
| S4 |
0.9705 |
0.9752 |
0.9917 |
|
|
| Weekly Pivots for week ending 24-Dec-2010 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0248 |
1.0198 |
0.9951 |
|
| R3 |
1.0112 |
1.0062 |
0.9913 |
|
| R2 |
0.9976 |
0.9976 |
0.9901 |
|
| R1 |
0.9926 |
0.9926 |
0.9888 |
0.9951 |
| PP |
0.9840 |
0.9840 |
0.9840 |
0.9853 |
| S1 |
0.9790 |
0.9790 |
0.9864 |
0.9815 |
| S2 |
0.9704 |
0.9704 |
0.9851 |
|
| S3 |
0.9568 |
0.9654 |
0.9839 |
|
| S4 |
0.9432 |
0.9518 |
0.9801 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9981 |
0.9754 |
0.0227 |
2.3% |
0.0062 |
0.6% |
92% |
True |
False |
163 |
| 10 |
0.9981 |
0.9754 |
0.0227 |
2.3% |
0.0066 |
0.7% |
92% |
True |
False |
133 |
| 20 |
0.9981 |
0.9677 |
0.0304 |
3.1% |
0.0059 |
0.6% |
94% |
True |
False |
117 |
| 40 |
0.9981 |
0.9677 |
0.0304 |
3.1% |
0.0053 |
0.5% |
94% |
True |
False |
82 |
| 60 |
0.9981 |
0.9600 |
0.0381 |
3.8% |
0.0050 |
0.5% |
95% |
True |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0325 |
|
2.618 |
1.0193 |
|
1.618 |
1.0112 |
|
1.000 |
1.0062 |
|
0.618 |
1.0031 |
|
HIGH |
0.9981 |
|
0.618 |
0.9950 |
|
0.500 |
0.9941 |
|
0.382 |
0.9931 |
|
LOW |
0.9900 |
|
0.618 |
0.9850 |
|
1.000 |
0.9819 |
|
1.618 |
0.9769 |
|
2.618 |
0.9688 |
|
4.250 |
0.9556 |
|
|
| Fisher Pivots for day following 28-Dec-2010 |
| Pivot |
1 day |
3 day |
| R1 |
0.9955 |
0.9938 |
| PP |
0.9948 |
0.9914 |
| S1 |
0.9941 |
0.9891 |
|