CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9339 |
0.9407 |
0.0068 |
0.7% |
0.9423 |
| High |
0.9408 |
0.9488 |
0.0080 |
0.9% |
0.9476 |
| Low |
0.9322 |
0.9402 |
0.0080 |
0.9% |
0.9303 |
| Close |
0.9382 |
0.9473 |
0.0091 |
1.0% |
0.9382 |
| Range |
0.0086 |
0.0086 |
0.0000 |
0.0% |
0.0173 |
| ATR |
0.0115 |
0.0114 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
93,955 |
69,075 |
-24,880 |
-26.5% |
387,512 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9712 |
0.9679 |
0.9520 |
|
| R3 |
0.9626 |
0.9593 |
0.9497 |
|
| R2 |
0.9540 |
0.9540 |
0.9489 |
|
| R1 |
0.9507 |
0.9507 |
0.9481 |
0.9524 |
| PP |
0.9454 |
0.9454 |
0.9454 |
0.9463 |
| S1 |
0.9421 |
0.9421 |
0.9465 |
0.9438 |
| S2 |
0.9368 |
0.9368 |
0.9457 |
|
| S3 |
0.9282 |
0.9335 |
0.9449 |
|
| S4 |
0.9196 |
0.9249 |
0.9426 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9817 |
0.9477 |
|
| R3 |
0.9733 |
0.9644 |
0.9430 |
|
| R2 |
0.9560 |
0.9560 |
0.9414 |
|
| R1 |
0.9471 |
0.9471 |
0.9398 |
0.9429 |
| PP |
0.9387 |
0.9387 |
0.9387 |
0.9366 |
| S1 |
0.9298 |
0.9298 |
0.9366 |
0.9256 |
| S2 |
0.9214 |
0.9214 |
0.9350 |
|
| S3 |
0.9041 |
0.9125 |
0.9334 |
|
| S4 |
0.8868 |
0.8952 |
0.9287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9488 |
0.9303 |
0.0185 |
2.0% |
0.0090 |
1.0% |
92% |
True |
False |
73,303 |
| 10 |
0.9545 |
0.9303 |
0.0242 |
2.6% |
0.0106 |
1.1% |
70% |
False |
False |
60,342 |
| 20 |
0.9608 |
0.9303 |
0.0305 |
3.2% |
0.0117 |
1.2% |
56% |
False |
False |
31,207 |
| 40 |
0.9608 |
0.9217 |
0.0391 |
4.1% |
0.0116 |
1.2% |
65% |
False |
False |
15,805 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0114 |
1.2% |
54% |
False |
False |
10,611 |
| 80 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0103 |
1.1% |
59% |
False |
False |
7,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9854 |
|
2.618 |
0.9713 |
|
1.618 |
0.9627 |
|
1.000 |
0.9574 |
|
0.618 |
0.9541 |
|
HIGH |
0.9488 |
|
0.618 |
0.9455 |
|
0.500 |
0.9445 |
|
0.382 |
0.9435 |
|
LOW |
0.9402 |
|
0.618 |
0.9349 |
|
1.000 |
0.9316 |
|
1.618 |
0.9263 |
|
2.618 |
0.9177 |
|
4.250 |
0.9037 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9464 |
0.9447 |
| PP |
0.9454 |
0.9421 |
| S1 |
0.9445 |
0.9396 |
|