CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9403 |
0.9477 |
0.0074 |
0.8% |
0.9443 |
| High |
0.9509 |
0.9545 |
0.0036 |
0.4% |
0.9608 |
| Low |
0.9377 |
0.9449 |
0.0072 |
0.8% |
0.9423 |
| Close |
0.9489 |
0.9522 |
0.0033 |
0.3% |
0.9440 |
| Range |
0.0132 |
0.0096 |
-0.0036 |
-27.3% |
0.0185 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
21,410 |
39,229 |
17,819 |
83.2% |
9,794 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9793 |
0.9754 |
0.9575 |
|
| R3 |
0.9697 |
0.9658 |
0.9548 |
|
| R2 |
0.9601 |
0.9601 |
0.9540 |
|
| R1 |
0.9562 |
0.9562 |
0.9531 |
0.9582 |
| PP |
0.9505 |
0.9505 |
0.9505 |
0.9515 |
| S1 |
0.9466 |
0.9466 |
0.9513 |
0.9486 |
| S2 |
0.9409 |
0.9409 |
0.9504 |
|
| S3 |
0.9313 |
0.9370 |
0.9496 |
|
| S4 |
0.9217 |
0.9274 |
0.9469 |
|
|
| 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 |
0.9580 |
0.9369 |
0.0211 |
2.2% |
0.0138 |
1.4% |
73% |
False |
False |
17,445 |
| 10 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0136 |
1.4% |
72% |
False |
False |
9,634 |
| 20 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0123 |
1.3% |
72% |
False |
False |
5,161 |
| 40 |
0.9792 |
0.9217 |
0.0575 |
6.0% |
0.0123 |
1.3% |
53% |
False |
False |
2,736 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0113 |
1.2% |
61% |
False |
False |
1,857 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9953 |
|
2.618 |
0.9796 |
|
1.618 |
0.9700 |
|
1.000 |
0.9641 |
|
0.618 |
0.9604 |
|
HIGH |
0.9545 |
|
0.618 |
0.9508 |
|
0.500 |
0.9497 |
|
0.382 |
0.9486 |
|
LOW |
0.9449 |
|
0.618 |
0.9390 |
|
1.000 |
0.9353 |
|
1.618 |
0.9294 |
|
2.618 |
0.9198 |
|
4.250 |
0.9041 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9514 |
0.9500 |
| PP |
0.9505 |
0.9479 |
| S1 |
0.9497 |
0.9457 |
|