CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 28-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Dec-2009 |
28-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9536 |
0.9538 |
0.0002 |
0.0% |
0.9407 |
| High |
0.9574 |
0.9599 |
0.0025 |
0.3% |
0.9574 |
| Low |
0.9516 |
0.9522 |
0.0006 |
0.1% |
0.9402 |
| Close |
0.9528 |
0.9589 |
0.0061 |
0.6% |
0.9528 |
| Range |
0.0058 |
0.0077 |
0.0019 |
32.8% |
0.0172 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
53,896 |
22,714 |
-31,182 |
-57.9% |
178,779 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9801 |
0.9772 |
0.9631 |
|
| R3 |
0.9724 |
0.9695 |
0.9610 |
|
| R2 |
0.9647 |
0.9647 |
0.9603 |
|
| R1 |
0.9618 |
0.9618 |
0.9596 |
0.9633 |
| PP |
0.9570 |
0.9570 |
0.9570 |
0.9577 |
| S1 |
0.9541 |
0.9541 |
0.9582 |
0.9556 |
| S2 |
0.9493 |
0.9493 |
0.9575 |
|
| S3 |
0.9416 |
0.9464 |
0.9568 |
|
| S4 |
0.9339 |
0.9387 |
0.9547 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0017 |
0.9945 |
0.9623 |
|
| R3 |
0.9845 |
0.9773 |
0.9575 |
|
| R2 |
0.9673 |
0.9673 |
0.9560 |
|
| R1 |
0.9601 |
0.9601 |
0.9544 |
0.9637 |
| PP |
0.9501 |
0.9501 |
0.9501 |
0.9520 |
| S1 |
0.9429 |
0.9429 |
0.9512 |
0.9465 |
| S2 |
0.9329 |
0.9329 |
0.9496 |
|
| S3 |
0.9157 |
0.9257 |
0.9481 |
|
| S4 |
0.8985 |
0.9085 |
0.9433 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9599 |
0.9322 |
0.0277 |
2.9% |
0.0082 |
0.9% |
96% |
True |
False |
59,089 |
| 10 |
0.9599 |
0.9303 |
0.0296 |
3.1% |
0.0090 |
0.9% |
97% |
True |
False |
65,822 |
| 20 |
0.9608 |
0.9303 |
0.0305 |
3.2% |
0.0113 |
1.2% |
94% |
False |
False |
37,728 |
| 40 |
0.9608 |
0.9217 |
0.0391 |
4.1% |
0.0113 |
1.2% |
95% |
False |
False |
19,096 |
| 60 |
0.9792 |
0.9148 |
0.0644 |
6.7% |
0.0113 |
1.2% |
68% |
False |
False |
12,814 |
| 80 |
0.9792 |
0.9056 |
0.0736 |
7.7% |
0.0103 |
1.1% |
72% |
False |
False |
9,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9926 |
|
2.618 |
0.9801 |
|
1.618 |
0.9724 |
|
1.000 |
0.9676 |
|
0.618 |
0.9647 |
|
HIGH |
0.9599 |
|
0.618 |
0.9570 |
|
0.500 |
0.9561 |
|
0.382 |
0.9551 |
|
LOW |
0.9522 |
|
0.618 |
0.9474 |
|
1.000 |
0.9445 |
|
1.618 |
0.9397 |
|
2.618 |
0.9320 |
|
4.250 |
0.9195 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9580 |
0.9568 |
| PP |
0.9570 |
0.9547 |
| S1 |
0.9561 |
0.9526 |
|