CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9433 |
0.9369 |
-0.0064 |
-0.7% |
0.9456 |
| High |
0.9537 |
0.9369 |
-0.0168 |
-1.8% |
0.9576 |
| Low |
0.9433 |
0.9369 |
-0.0064 |
-0.7% |
0.9440 |
| Close |
0.9494 |
0.9369 |
-0.0125 |
-1.3% |
0.9438 |
| Range |
0.0104 |
0.0000 |
-0.0104 |
-100.0% |
0.0136 |
| ATR |
0.0076 |
0.0079 |
0.0004 |
4.6% |
0.0000 |
| Volume |
25 |
79 |
54 |
216.0% |
134 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9369 |
0.9369 |
0.9369 |
|
| R3 |
0.9369 |
0.9369 |
0.9369 |
|
| R2 |
0.9369 |
0.9369 |
0.9369 |
|
| R1 |
0.9369 |
0.9369 |
0.9369 |
0.9369 |
| PP |
0.9369 |
0.9369 |
0.9369 |
0.9369 |
| S1 |
0.9369 |
0.9369 |
0.9369 |
0.9369 |
| S2 |
0.9369 |
0.9369 |
0.9369 |
|
| S3 |
0.9369 |
0.9369 |
0.9369 |
|
| S4 |
0.9369 |
0.9369 |
0.9369 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9893 |
0.9801 |
0.9513 |
|
| R3 |
0.9757 |
0.9665 |
0.9475 |
|
| R2 |
0.9621 |
0.9621 |
0.9463 |
|
| R1 |
0.9529 |
0.9529 |
0.9450 |
0.9507 |
| PP |
0.9485 |
0.9485 |
0.9485 |
0.9474 |
| S1 |
0.9393 |
0.9393 |
0.9426 |
0.9371 |
| S2 |
0.9349 |
0.9349 |
0.9413 |
|
| S3 |
0.9213 |
0.9257 |
0.9401 |
|
| S4 |
0.9077 |
0.9121 |
0.9363 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9537 |
0.9369 |
0.0168 |
1.8% |
0.0030 |
0.3% |
0% |
False |
True |
35 |
| 10 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0038 |
0.4% |
22% |
False |
False |
24 |
| 20 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0022 |
0.2% |
22% |
False |
False |
14 |
| 40 |
0.9710 |
0.9255 |
0.0455 |
4.9% |
0.0016 |
0.2% |
25% |
False |
False |
11 |
| 60 |
0.9710 |
0.9100 |
0.0610 |
6.5% |
0.0015 |
0.2% |
44% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9369 |
|
2.618 |
0.9369 |
|
1.618 |
0.9369 |
|
1.000 |
0.9369 |
|
0.618 |
0.9369 |
|
HIGH |
0.9369 |
|
0.618 |
0.9369 |
|
0.500 |
0.9369 |
|
0.382 |
0.9369 |
|
LOW |
0.9369 |
|
0.618 |
0.9369 |
|
1.000 |
0.9369 |
|
1.618 |
0.9369 |
|
2.618 |
0.9369 |
|
4.250 |
0.9369 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9369 |
0.9453 |
| PP |
0.9369 |
0.9425 |
| S1 |
0.9369 |
0.9397 |
|