CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9467 |
0.9465 |
-0.0002 |
0.0% |
0.9443 |
| High |
0.9580 |
0.9540 |
-0.0040 |
-0.4% |
0.9608 |
| Low |
0.9436 |
0.9389 |
-0.0047 |
-0.5% |
0.9423 |
| Close |
0.9440 |
0.9496 |
0.0056 |
0.6% |
0.9440 |
| Range |
0.0144 |
0.0151 |
0.0007 |
4.9% |
0.0185 |
| ATR |
0.0121 |
0.0124 |
0.0002 |
1.7% |
0.0000 |
| Volume |
1,776 |
7,839 |
6,063 |
341.4% |
9,794 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9863 |
0.9579 |
|
| R3 |
0.9777 |
0.9712 |
0.9538 |
|
| R2 |
0.9626 |
0.9626 |
0.9524 |
|
| R1 |
0.9561 |
0.9561 |
0.9510 |
0.9594 |
| PP |
0.9475 |
0.9475 |
0.9475 |
0.9491 |
| S1 |
0.9410 |
0.9410 |
0.9482 |
0.9443 |
| S2 |
0.9324 |
0.9324 |
0.9468 |
|
| S3 |
0.9173 |
0.9259 |
0.9454 |
|
| S4 |
0.9022 |
0.9108 |
0.9413 |
|
|
| 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 |
0.9389 |
0.0219 |
2.3% |
0.0126 |
1.3% |
49% |
False |
True |
3,259 |
| 10 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0129 |
1.4% |
63% |
False |
False |
2,073 |
| 20 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0121 |
1.3% |
63% |
False |
False |
1,311 |
| 40 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0119 |
1.3% |
49% |
False |
False |
808 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0111 |
1.2% |
57% |
False |
False |
566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0182 |
|
2.618 |
0.9935 |
|
1.618 |
0.9784 |
|
1.000 |
0.9691 |
|
0.618 |
0.9633 |
|
HIGH |
0.9540 |
|
0.618 |
0.9482 |
|
0.500 |
0.9465 |
|
0.382 |
0.9447 |
|
LOW |
0.9389 |
|
0.618 |
0.9296 |
|
1.000 |
0.9238 |
|
1.618 |
0.9145 |
|
2.618 |
0.8994 |
|
4.250 |
0.8747 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9486 |
0.9492 |
| PP |
0.9475 |
0.9488 |
| S1 |
0.9465 |
0.9485 |
|