CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 02-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Dec-2009 |
02-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9470 |
0.9556 |
0.0086 |
0.9% |
0.9343 |
| High |
0.9608 |
0.9583 |
-0.0025 |
-0.3% |
0.9568 |
| Low |
0.9453 |
0.9510 |
0.0057 |
0.6% |
0.9305 |
| Close |
0.9580 |
0.9512 |
-0.0068 |
-0.7% |
0.9411 |
| Range |
0.0155 |
0.0073 |
-0.0082 |
-52.9% |
0.0263 |
| ATR |
0.0124 |
0.0120 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
1,105 |
2,731 |
1,626 |
147.1% |
3,098 |
|
| Daily Pivots for day following 02-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9754 |
0.9706 |
0.9552 |
|
| R3 |
0.9681 |
0.9633 |
0.9532 |
|
| R2 |
0.9608 |
0.9608 |
0.9525 |
|
| R1 |
0.9560 |
0.9560 |
0.9519 |
0.9548 |
| PP |
0.9535 |
0.9535 |
0.9535 |
0.9529 |
| S1 |
0.9487 |
0.9487 |
0.9505 |
0.9475 |
| S2 |
0.9462 |
0.9462 |
0.9499 |
|
| S3 |
0.9389 |
0.9414 |
0.9492 |
|
| S4 |
0.9316 |
0.9341 |
0.9472 |
|
|
| Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0217 |
1.0077 |
0.9556 |
|
| R3 |
0.9954 |
0.9814 |
0.9483 |
|
| R2 |
0.9691 |
0.9691 |
0.9459 |
|
| R1 |
0.9551 |
0.9551 |
0.9435 |
0.9621 |
| PP |
0.9428 |
0.9428 |
0.9428 |
0.9463 |
| S1 |
0.9288 |
0.9288 |
0.9387 |
0.9358 |
| S2 |
0.9165 |
0.9165 |
0.9363 |
|
| S3 |
0.8902 |
0.9025 |
0.9339 |
|
| S4 |
0.8639 |
0.8762 |
0.9266 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0135 |
1.4% |
68% |
False |
False |
1,403 |
| 10 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0122 |
1.3% |
68% |
False |
False |
1,186 |
| 20 |
0.9608 |
0.9280 |
0.0328 |
3.4% |
0.0113 |
1.2% |
71% |
False |
False |
720 |
| 40 |
0.9792 |
0.9217 |
0.0575 |
6.0% |
0.0116 |
1.2% |
51% |
False |
False |
507 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0107 |
1.1% |
60% |
False |
False |
367 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9893 |
|
2.618 |
0.9774 |
|
1.618 |
0.9701 |
|
1.000 |
0.9656 |
|
0.618 |
0.9628 |
|
HIGH |
0.9583 |
|
0.618 |
0.9555 |
|
0.500 |
0.9547 |
|
0.382 |
0.9538 |
|
LOW |
0.9510 |
|
0.618 |
0.9465 |
|
1.000 |
0.9437 |
|
1.618 |
0.9392 |
|
2.618 |
0.9319 |
|
4.250 |
0.9200 |
|
|
| Fisher Pivots for day following 02-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9547 |
0.9516 |
| PP |
0.9535 |
0.9514 |
| S1 |
0.9524 |
0.9513 |
|