CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9524 |
0.9430 |
-0.0094 |
-1.0% |
0.9433 |
| High |
0.9524 |
0.9430 |
-0.0094 |
-1.0% |
0.9537 |
| Low |
0.9524 |
0.9430 |
-0.0094 |
-1.0% |
0.9369 |
| Close |
0.9520 |
0.9426 |
-0.0094 |
-1.0% |
0.9426 |
| Range |
|
|
|
|
|
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.0% |
0.0000 |
| Volume |
36 |
14 |
-22 |
-61.1% |
232 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9429 |
0.9427 |
0.9426 |
|
| R3 |
0.9429 |
0.9427 |
0.9426 |
|
| R2 |
0.9429 |
0.9429 |
0.9426 |
|
| R1 |
0.9427 |
0.9427 |
0.9426 |
0.9428 |
| PP |
0.9429 |
0.9429 |
0.9429 |
0.9429 |
| S1 |
0.9427 |
0.9427 |
0.9426 |
0.9428 |
| S2 |
0.9429 |
0.9429 |
0.9426 |
|
| S3 |
0.9429 |
0.9427 |
0.9426 |
|
| S4 |
0.9429 |
0.9427 |
0.9426 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9948 |
0.9855 |
0.9518 |
|
| R3 |
0.9780 |
0.9687 |
0.9472 |
|
| R2 |
0.9612 |
0.9612 |
0.9457 |
|
| R1 |
0.9519 |
0.9519 |
0.9441 |
0.9482 |
| PP |
0.9444 |
0.9444 |
0.9444 |
0.9425 |
| S1 |
0.9351 |
0.9351 |
0.9411 |
0.9314 |
| S2 |
0.9276 |
0.9276 |
0.9395 |
|
| S3 |
0.9108 |
0.9183 |
0.9380 |
|
| S4 |
0.8940 |
0.9015 |
0.9334 |
|
|
| 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% |
0.0021 |
0.2% |
34% |
False |
False |
46 |
| 10 |
0.9576 |
0.9369 |
0.0207 |
2.2% |
0.0015 |
0.2% |
28% |
False |
False |
36 |
| 20 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0022 |
0.2% |
43% |
False |
False |
20 |
| 40 |
0.9710 |
0.9255 |
0.0455 |
4.8% |
0.0015 |
0.2% |
38% |
False |
False |
14 |
| 60 |
0.9710 |
0.9100 |
0.0610 |
6.5% |
0.0015 |
0.2% |
53% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9430 |
|
2.618 |
0.9430 |
|
1.618 |
0.9430 |
|
1.000 |
0.9430 |
|
0.618 |
0.9430 |
|
HIGH |
0.9430 |
|
0.618 |
0.9430 |
|
0.500 |
0.9430 |
|
0.382 |
0.9430 |
|
LOW |
0.9430 |
|
0.618 |
0.9430 |
|
1.000 |
0.9430 |
|
1.618 |
0.9430 |
|
2.618 |
0.9430 |
|
4.250 |
0.9430 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9430 |
0.9477 |
| PP |
0.9429 |
0.9460 |
| S1 |
0.9427 |
0.9443 |
|