CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 24-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Dec-2009 |
24-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9461 |
0.9536 |
0.0075 |
0.8% |
0.9423 |
| High |
0.9556 |
0.9574 |
0.0018 |
0.2% |
0.9476 |
| Low |
0.9453 |
0.9516 |
0.0063 |
0.7% |
0.9303 |
| Close |
0.9543 |
0.9528 |
-0.0015 |
-0.2% |
0.9382 |
| Range |
0.0103 |
0.0058 |
-0.0045 |
-43.7% |
0.0173 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
55,808 |
53,896 |
-1,912 |
-3.4% |
387,512 |
|
| Daily Pivots for day following 24-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9713 |
0.9679 |
0.9560 |
|
| R3 |
0.9655 |
0.9621 |
0.9544 |
|
| R2 |
0.9597 |
0.9597 |
0.9539 |
|
| R1 |
0.9563 |
0.9563 |
0.9533 |
0.9551 |
| PP |
0.9539 |
0.9539 |
0.9539 |
0.9534 |
| S1 |
0.9505 |
0.9505 |
0.9523 |
0.9493 |
| S2 |
0.9481 |
0.9481 |
0.9517 |
|
| S3 |
0.9423 |
0.9447 |
0.9512 |
|
| S4 |
0.9365 |
0.9389 |
0.9496 |
|
|
| 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 |
0.9574 |
0.9303 |
0.0271 |
2.8% |
0.0091 |
1.0% |
83% |
True |
False |
68,716 |
| 10 |
0.9574 |
0.9303 |
0.0271 |
2.8% |
0.0092 |
1.0% |
83% |
True |
False |
67,474 |
| 20 |
0.9608 |
0.9303 |
0.0305 |
3.2% |
0.0115 |
1.2% |
74% |
False |
False |
36,630 |
| 40 |
0.9608 |
0.9217 |
0.0391 |
4.1% |
0.0114 |
1.2% |
80% |
False |
False |
18,535 |
| 60 |
0.9792 |
0.9148 |
0.0644 |
6.8% |
0.0113 |
1.2% |
59% |
False |
False |
12,436 |
| 80 |
0.9792 |
0.9010 |
0.0782 |
8.2% |
0.0103 |
1.1% |
66% |
False |
False |
9,347 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9821 |
|
2.618 |
0.9726 |
|
1.618 |
0.9668 |
|
1.000 |
0.9632 |
|
0.618 |
0.9610 |
|
HIGH |
0.9574 |
|
0.618 |
0.9552 |
|
0.500 |
0.9545 |
|
0.382 |
0.9538 |
|
LOW |
0.9516 |
|
0.618 |
0.9480 |
|
1.000 |
0.9458 |
|
1.618 |
0.9422 |
|
2.618 |
0.9364 |
|
4.250 |
0.9270 |
|
|
| Fisher Pivots for day following 24-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9545 |
0.9515 |
| PP |
0.9539 |
0.9501 |
| S1 |
0.9534 |
0.9488 |
|