CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9407 |
0.9461 |
0.0054 |
0.6% |
0.9423 |
| High |
0.9488 |
0.9556 |
0.0068 |
0.7% |
0.9476 |
| Low |
0.9402 |
0.9453 |
0.0051 |
0.5% |
0.9303 |
| Close |
0.9473 |
0.9543 |
0.0070 |
0.7% |
0.9382 |
| Range |
0.0086 |
0.0103 |
0.0017 |
19.8% |
0.0173 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
69,075 |
55,808 |
-13,267 |
-19.2% |
387,512 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9826 |
0.9788 |
0.9600 |
|
| R3 |
0.9723 |
0.9685 |
0.9571 |
|
| R2 |
0.9620 |
0.9620 |
0.9562 |
|
| R1 |
0.9582 |
0.9582 |
0.9552 |
0.9601 |
| PP |
0.9517 |
0.9517 |
0.9517 |
0.9527 |
| S1 |
0.9479 |
0.9479 |
0.9534 |
0.9498 |
| S2 |
0.9414 |
0.9414 |
0.9524 |
|
| S3 |
0.9311 |
0.9376 |
0.9515 |
|
| S4 |
0.9208 |
0.9273 |
0.9486 |
|
|
| 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 |
0.9556 |
0.9303 |
0.0253 |
2.7% |
0.0093 |
1.0% |
95% |
True |
False |
70,778 |
| 10 |
0.9556 |
0.9303 |
0.0253 |
2.7% |
0.0100 |
1.0% |
95% |
True |
False |
64,225 |
| 20 |
0.9608 |
0.9303 |
0.0305 |
3.2% |
0.0116 |
1.2% |
79% |
False |
False |
33,968 |
| 40 |
0.9608 |
0.9217 |
0.0391 |
4.1% |
0.0115 |
1.2% |
83% |
False |
False |
17,196 |
| 60 |
0.9792 |
0.9148 |
0.0644 |
6.7% |
0.0113 |
1.2% |
61% |
False |
False |
11,540 |
| 80 |
0.9792 |
0.9010 |
0.0782 |
8.2% |
0.0103 |
1.1% |
68% |
False |
False |
8,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9994 |
|
2.618 |
0.9826 |
|
1.618 |
0.9723 |
|
1.000 |
0.9659 |
|
0.618 |
0.9620 |
|
HIGH |
0.9556 |
|
0.618 |
0.9517 |
|
0.500 |
0.9505 |
|
0.382 |
0.9492 |
|
LOW |
0.9453 |
|
0.618 |
0.9389 |
|
1.000 |
0.9350 |
|
1.618 |
0.9286 |
|
2.618 |
0.9183 |
|
4.250 |
0.9015 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9530 |
0.9508 |
| PP |
0.9517 |
0.9474 |
| S1 |
0.9505 |
0.9439 |
|