CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9423 |
0.9440 |
0.0017 |
0.2% |
0.9465 |
| High |
0.9464 |
0.9476 |
0.0012 |
0.1% |
0.9545 |
| Low |
0.9378 |
0.9386 |
0.0008 |
0.1% |
0.9369 |
| Close |
0.9437 |
0.9421 |
-0.0016 |
-0.2% |
0.9428 |
| Range |
0.0086 |
0.0090 |
0.0004 |
4.7% |
0.0176 |
| ATR |
0.0123 |
0.0120 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
90,072 |
68,429 |
-21,643 |
-24.0% |
154,672 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9698 |
0.9649 |
0.9471 |
|
| R3 |
0.9608 |
0.9559 |
0.9446 |
|
| R2 |
0.9518 |
0.9518 |
0.9438 |
|
| R1 |
0.9469 |
0.9469 |
0.9429 |
0.9449 |
| PP |
0.9428 |
0.9428 |
0.9428 |
0.9417 |
| S1 |
0.9379 |
0.9379 |
0.9413 |
0.9359 |
| S2 |
0.9338 |
0.9338 |
0.9405 |
|
| S3 |
0.9248 |
0.9289 |
0.9396 |
|
| S4 |
0.9158 |
0.9199 |
0.9372 |
|
|
| 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 |
0.9377 |
0.0168 |
1.8% |
0.0106 |
1.1% |
26% |
False |
False |
57,672 |
| 10 |
0.9583 |
0.9369 |
0.0214 |
2.3% |
0.0118 |
1.2% |
24% |
False |
False |
32,052 |
| 20 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0123 |
1.3% |
38% |
False |
False |
16,518 |
| 40 |
0.9740 |
0.9217 |
0.0523 |
5.6% |
0.0121 |
1.3% |
39% |
False |
False |
8,396 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0116 |
1.2% |
46% |
False |
False |
5,649 |
| 80 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0101 |
1.1% |
53% |
False |
False |
4,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9859 |
|
2.618 |
0.9712 |
|
1.618 |
0.9622 |
|
1.000 |
0.9566 |
|
0.618 |
0.9532 |
|
HIGH |
0.9476 |
|
0.618 |
0.9442 |
|
0.500 |
0.9431 |
|
0.382 |
0.9420 |
|
LOW |
0.9386 |
|
0.618 |
0.9330 |
|
1.000 |
0.9296 |
|
1.618 |
0.9240 |
|
2.618 |
0.9150 |
|
4.250 |
0.9004 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9431 |
0.9459 |
| PP |
0.9428 |
0.9446 |
| S1 |
0.9424 |
0.9434 |
|