CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 03-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Dec-2009 |
03-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9556 |
0.9517 |
-0.0039 |
-0.4% |
0.9343 |
| High |
0.9583 |
0.9558 |
-0.0025 |
-0.3% |
0.9568 |
| Low |
0.9510 |
0.9449 |
-0.0061 |
-0.6% |
0.9305 |
| Close |
0.9512 |
0.9491 |
-0.0021 |
-0.2% |
0.9411 |
| Range |
0.0073 |
0.0109 |
0.0036 |
49.3% |
0.0263 |
| ATR |
0.0120 |
0.0120 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
2,731 |
2,848 |
117 |
4.3% |
3,098 |
|
| Daily Pivots for day following 03-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9768 |
0.9551 |
|
| R3 |
0.9717 |
0.9659 |
0.9521 |
|
| R2 |
0.9608 |
0.9608 |
0.9511 |
|
| R1 |
0.9550 |
0.9550 |
0.9501 |
0.9525 |
| PP |
0.9499 |
0.9499 |
0.9499 |
0.9487 |
| S1 |
0.9441 |
0.9441 |
0.9481 |
0.9416 |
| S2 |
0.9390 |
0.9390 |
0.9471 |
|
| S3 |
0.9281 |
0.9332 |
0.9461 |
|
| S4 |
0.9172 |
0.9223 |
0.9431 |
|
|
| 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% |
0.0134 |
1.4% |
61% |
False |
False |
1,824 |
| 10 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0121 |
1.3% |
61% |
False |
False |
1,210 |
| 20 |
0.9608 |
0.9280 |
0.0328 |
3.5% |
0.0115 |
1.2% |
64% |
False |
False |
854 |
| 40 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0117 |
1.2% |
48% |
False |
False |
574 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0108 |
1.1% |
57% |
False |
False |
410 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0021 |
|
2.618 |
0.9843 |
|
1.618 |
0.9734 |
|
1.000 |
0.9667 |
|
0.618 |
0.9625 |
|
HIGH |
0.9558 |
|
0.618 |
0.9516 |
|
0.500 |
0.9504 |
|
0.382 |
0.9491 |
|
LOW |
0.9449 |
|
0.618 |
0.9382 |
|
1.000 |
0.9340 |
|
1.618 |
0.9273 |
|
2.618 |
0.9164 |
|
4.250 |
0.8986 |
|
|
| Fisher Pivots for day following 03-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9504 |
0.9529 |
| PP |
0.9499 |
0.9516 |
| S1 |
0.9495 |
0.9504 |
|