CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9517 |
0.9467 |
-0.0050 |
-0.5% |
0.9443 |
| High |
0.9558 |
0.9580 |
0.0022 |
0.2% |
0.9608 |
| Low |
0.9449 |
0.9436 |
-0.0013 |
-0.1% |
0.9423 |
| Close |
0.9491 |
0.9440 |
-0.0051 |
-0.5% |
0.9440 |
| Range |
0.0109 |
0.0144 |
0.0035 |
32.1% |
0.0185 |
| ATR |
0.0120 |
0.0121 |
0.0002 |
1.5% |
0.0000 |
| Volume |
2,848 |
1,776 |
-1,072 |
-37.6% |
9,794 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9917 |
0.9823 |
0.9519 |
|
| R3 |
0.9773 |
0.9679 |
0.9480 |
|
| R2 |
0.9629 |
0.9629 |
0.9466 |
|
| R1 |
0.9535 |
0.9535 |
0.9453 |
0.9510 |
| PP |
0.9485 |
0.9485 |
0.9485 |
0.9473 |
| S1 |
0.9391 |
0.9391 |
0.9427 |
0.9366 |
| S2 |
0.9341 |
0.9341 |
0.9414 |
|
| S3 |
0.9197 |
0.9247 |
0.9400 |
|
| S4 |
0.9053 |
0.9103 |
0.9361 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0045 |
0.9928 |
0.9542 |
|
| R3 |
0.9860 |
0.9743 |
0.9491 |
|
| R2 |
0.9675 |
0.9675 |
0.9474 |
|
| R1 |
0.9558 |
0.9558 |
0.9457 |
0.9524 |
| PP |
0.9490 |
0.9490 |
0.9490 |
0.9474 |
| S1 |
0.9373 |
0.9373 |
0.9423 |
0.9339 |
| S2 |
0.9305 |
0.9305 |
0.9406 |
|
| S3 |
0.9120 |
0.9188 |
0.9389 |
|
| S4 |
0.8935 |
0.9003 |
0.9338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9608 |
0.9423 |
0.0185 |
2.0% |
0.0110 |
1.2% |
9% |
False |
False |
1,958 |
| 10 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0123 |
1.3% |
45% |
False |
False |
1,344 |
| 20 |
0.9608 |
0.9280 |
0.0328 |
3.5% |
0.0120 |
1.3% |
49% |
False |
False |
930 |
| 40 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0118 |
1.3% |
39% |
False |
False |
618 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0109 |
1.2% |
49% |
False |
False |
436 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0192 |
|
2.618 |
0.9957 |
|
1.618 |
0.9813 |
|
1.000 |
0.9724 |
|
0.618 |
0.9669 |
|
HIGH |
0.9580 |
|
0.618 |
0.9525 |
|
0.500 |
0.9508 |
|
0.382 |
0.9491 |
|
LOW |
0.9436 |
|
0.618 |
0.9347 |
|
1.000 |
0.9292 |
|
1.618 |
0.9203 |
|
2.618 |
0.9059 |
|
4.250 |
0.8824 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9508 |
0.9510 |
| PP |
0.9485 |
0.9486 |
| S1 |
0.9463 |
0.9463 |
|