CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9465 |
0.9505 |
0.0040 |
0.4% |
0.9443 |
| High |
0.9540 |
0.9536 |
-0.0004 |
0.0% |
0.9608 |
| Low |
0.9389 |
0.9369 |
-0.0020 |
-0.2% |
0.9423 |
| Close |
0.9496 |
0.9371 |
-0.0125 |
-1.3% |
0.9440 |
| Range |
0.0151 |
0.0167 |
0.0016 |
10.6% |
0.0185 |
| ATR |
0.0124 |
0.0127 |
0.0003 |
2.5% |
0.0000 |
| Volume |
7,839 |
16,972 |
9,133 |
116.5% |
9,794 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9926 |
0.9816 |
0.9463 |
|
| R3 |
0.9759 |
0.9649 |
0.9417 |
|
| R2 |
0.9592 |
0.9592 |
0.9402 |
|
| R1 |
0.9482 |
0.9482 |
0.9386 |
0.9454 |
| PP |
0.9425 |
0.9425 |
0.9425 |
0.9411 |
| S1 |
0.9315 |
0.9315 |
0.9356 |
0.9287 |
| S2 |
0.9258 |
0.9258 |
0.9340 |
|
| S3 |
0.9091 |
0.9148 |
0.9325 |
|
| S4 |
0.8924 |
0.8981 |
0.9279 |
|
|
| 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 |
0.9583 |
0.9369 |
0.0214 |
2.3% |
0.0129 |
1.4% |
1% |
False |
True |
6,433 |
| 10 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0131 |
1.4% |
22% |
False |
False |
3,711 |
| 20 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0120 |
1.3% |
22% |
False |
False |
2,148 |
| 40 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0121 |
1.3% |
27% |
False |
False |
1,226 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0112 |
1.2% |
39% |
False |
False |
847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0246 |
|
2.618 |
0.9973 |
|
1.618 |
0.9806 |
|
1.000 |
0.9703 |
|
0.618 |
0.9639 |
|
HIGH |
0.9536 |
|
0.618 |
0.9472 |
|
0.500 |
0.9453 |
|
0.382 |
0.9433 |
|
LOW |
0.9369 |
|
0.618 |
0.9266 |
|
1.000 |
0.9202 |
|
1.618 |
0.9099 |
|
2.618 |
0.8932 |
|
4.250 |
0.8659 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9453 |
0.9475 |
| PP |
0.9425 |
0.9440 |
| S1 |
0.9398 |
0.9406 |
|