CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9477 |
0.9510 |
0.0033 |
0.3% |
0.9465 |
| High |
0.9545 |
0.9540 |
-0.0005 |
-0.1% |
0.9545 |
| Low |
0.9449 |
0.9413 |
-0.0036 |
-0.4% |
0.9369 |
| Close |
0.9522 |
0.9428 |
-0.0094 |
-1.0% |
0.9428 |
| Range |
0.0096 |
0.0127 |
0.0031 |
32.3% |
0.0176 |
| ATR |
0.0125 |
0.0125 |
0.0000 |
0.1% |
0.0000 |
| Volume |
39,229 |
69,222 |
29,993 |
76.5% |
154,672 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9841 |
0.9762 |
0.9498 |
|
| R3 |
0.9714 |
0.9635 |
0.9463 |
|
| R2 |
0.9587 |
0.9587 |
0.9451 |
|
| R1 |
0.9508 |
0.9508 |
0.9440 |
0.9484 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9449 |
| S1 |
0.9381 |
0.9381 |
0.9416 |
0.9357 |
| S2 |
0.9333 |
0.9333 |
0.9405 |
|
| S3 |
0.9206 |
0.9254 |
0.9393 |
|
| S4 |
0.9079 |
0.9127 |
0.9358 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9975 |
0.9878 |
0.9525 |
|
| R3 |
0.9799 |
0.9702 |
0.9476 |
|
| R2 |
0.9623 |
0.9623 |
0.9460 |
|
| R1 |
0.9526 |
0.9526 |
0.9444 |
0.9487 |
| PP |
0.9447 |
0.9447 |
0.9447 |
0.9428 |
| S1 |
0.9350 |
0.9350 |
0.9412 |
0.9311 |
| S2 |
0.9271 |
0.9271 |
0.9396 |
|
| S3 |
0.9095 |
0.9174 |
0.9380 |
|
| S4 |
0.8919 |
0.8998 |
0.9331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9545 |
0.9369 |
0.0176 |
1.9% |
0.0135 |
1.4% |
34% |
False |
False |
30,934 |
| 10 |
0.9608 |
0.9369 |
0.0239 |
2.5% |
0.0122 |
1.3% |
25% |
False |
False |
16,446 |
| 20 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0123 |
1.3% |
41% |
False |
False |
8,611 |
| 40 |
0.9740 |
0.9217 |
0.0523 |
5.5% |
0.0122 |
1.3% |
40% |
False |
False |
4,460 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0115 |
1.2% |
47% |
False |
False |
3,009 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0080 |
|
2.618 |
0.9872 |
|
1.618 |
0.9745 |
|
1.000 |
0.9667 |
|
0.618 |
0.9618 |
|
HIGH |
0.9540 |
|
0.618 |
0.9491 |
|
0.500 |
0.9477 |
|
0.382 |
0.9462 |
|
LOW |
0.9413 |
|
0.618 |
0.9335 |
|
1.000 |
0.9286 |
|
1.618 |
0.9208 |
|
2.618 |
0.9081 |
|
4.250 |
0.8873 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9477 |
0.9461 |
| PP |
0.9460 |
0.9450 |
| S1 |
0.9444 |
0.9439 |
|