CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9510 |
0.9423 |
-0.0087 |
-0.9% |
0.9465 |
| High |
0.9540 |
0.9464 |
-0.0076 |
-0.8% |
0.9545 |
| Low |
0.9413 |
0.9378 |
-0.0035 |
-0.4% |
0.9369 |
| Close |
0.9428 |
0.9437 |
0.0009 |
0.1% |
0.9428 |
| Range |
0.0127 |
0.0086 |
-0.0041 |
-32.3% |
0.0176 |
| ATR |
0.0125 |
0.0123 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
69,222 |
90,072 |
20,850 |
30.1% |
154,672 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9684 |
0.9647 |
0.9484 |
|
| R3 |
0.9598 |
0.9561 |
0.9461 |
|
| R2 |
0.9512 |
0.9512 |
0.9453 |
|
| R1 |
0.9475 |
0.9475 |
0.9445 |
0.9494 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9436 |
| S1 |
0.9389 |
0.9389 |
0.9429 |
0.9408 |
| S2 |
0.9340 |
0.9340 |
0.9421 |
|
| S3 |
0.9254 |
0.9303 |
0.9413 |
|
| S4 |
0.9168 |
0.9217 |
0.9390 |
|
|
| 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% |
0.0122 |
1.3% |
39% |
False |
False |
47,381 |
| 10 |
0.9608 |
0.9369 |
0.0239 |
2.5% |
0.0124 |
1.3% |
28% |
False |
False |
25,320 |
| 20 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0123 |
1.3% |
44% |
False |
False |
13,106 |
| 40 |
0.9740 |
0.9217 |
0.0523 |
5.5% |
0.0121 |
1.3% |
42% |
False |
False |
6,692 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0115 |
1.2% |
49% |
False |
False |
4,509 |
| 80 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0100 |
1.1% |
55% |
False |
False |
3,398 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9830 |
|
2.618 |
0.9689 |
|
1.618 |
0.9603 |
|
1.000 |
0.9550 |
|
0.618 |
0.9517 |
|
HIGH |
0.9464 |
|
0.618 |
0.9431 |
|
0.500 |
0.9421 |
|
0.382 |
0.9411 |
|
LOW |
0.9378 |
|
0.618 |
0.9325 |
|
1.000 |
0.9292 |
|
1.618 |
0.9239 |
|
2.618 |
0.9153 |
|
4.250 |
0.9013 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9432 |
0.9462 |
| PP |
0.9426 |
0.9453 |
| S1 |
0.9421 |
0.9445 |
|