CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 16-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Dec-2009 |
16-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9440 |
0.9423 |
-0.0017 |
-0.2% |
0.9465 |
| High |
0.9476 |
0.9462 |
-0.0014 |
-0.1% |
0.9545 |
| Low |
0.9386 |
0.9393 |
0.0007 |
0.1% |
0.9369 |
| Close |
0.9421 |
0.9407 |
-0.0014 |
-0.1% |
0.9428 |
| Range |
0.0090 |
0.0069 |
-0.0021 |
-23.3% |
0.0176 |
| ATR |
0.0120 |
0.0117 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
68,429 |
64,208 |
-4,221 |
-6.2% |
154,672 |
|
| Daily Pivots for day following 16-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9628 |
0.9586 |
0.9445 |
|
| R3 |
0.9559 |
0.9517 |
0.9426 |
|
| R2 |
0.9490 |
0.9490 |
0.9420 |
|
| R1 |
0.9448 |
0.9448 |
0.9413 |
0.9435 |
| PP |
0.9421 |
0.9421 |
0.9421 |
0.9414 |
| S1 |
0.9379 |
0.9379 |
0.9401 |
0.9366 |
| S2 |
0.9352 |
0.9352 |
0.9394 |
|
| S3 |
0.9283 |
0.9310 |
0.9388 |
|
| S4 |
0.9214 |
0.9241 |
0.9369 |
|
|
| 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 |
0.9378 |
0.0167 |
1.8% |
0.0094 |
1.0% |
17% |
False |
False |
66,232 |
| 10 |
0.9580 |
0.9369 |
0.0211 |
2.2% |
0.0117 |
1.2% |
18% |
False |
False |
38,200 |
| 20 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0119 |
1.3% |
34% |
False |
False |
19,693 |
| 40 |
0.9631 |
0.9217 |
0.0414 |
4.4% |
0.0117 |
1.2% |
46% |
False |
False |
9,999 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0115 |
1.2% |
44% |
False |
False |
6,719 |
| 80 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0101 |
1.1% |
51% |
False |
False |
5,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9755 |
|
2.618 |
0.9643 |
|
1.618 |
0.9574 |
|
1.000 |
0.9531 |
|
0.618 |
0.9505 |
|
HIGH |
0.9462 |
|
0.618 |
0.9436 |
|
0.500 |
0.9428 |
|
0.382 |
0.9419 |
|
LOW |
0.9393 |
|
0.618 |
0.9350 |
|
1.000 |
0.9324 |
|
1.618 |
0.9281 |
|
2.618 |
0.9212 |
|
4.250 |
0.9100 |
|
|
| Fisher Pivots for day following 16-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9428 |
0.9427 |
| PP |
0.9421 |
0.9420 |
| S1 |
0.9414 |
0.9414 |
|