CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 22-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Dec-2009 |
22-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9460 |
0.9437 |
-0.0023 |
-0.2% |
0.9400 |
| High |
0.9477 |
0.9437 |
-0.0040 |
-0.4% |
0.9417 |
| Low |
0.9410 |
0.9437 |
0.0027 |
0.3% |
0.9338 |
| Close |
0.9418 |
0.9469 |
0.0051 |
0.5% |
0.9377 |
| Range |
0.0067 |
0.0000 |
-0.0067 |
-100.0% |
0.0079 |
| ATR |
0.0068 |
0.0064 |
-0.0003 |
-5.1% |
0.0000 |
| Volume |
2 |
7 |
5 |
250.0% |
64 |
|
| Daily Pivots for day following 22-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9448 |
0.9458 |
0.9469 |
|
| R3 |
0.9448 |
0.9458 |
0.9469 |
|
| R2 |
0.9448 |
0.9448 |
0.9469 |
|
| R1 |
0.9458 |
0.9458 |
0.9469 |
0.9453 |
| PP |
0.9448 |
0.9448 |
0.9448 |
0.9445 |
| S1 |
0.9458 |
0.9458 |
0.9469 |
0.9453 |
| S2 |
0.9448 |
0.9448 |
0.9469 |
|
| S3 |
0.9448 |
0.9458 |
0.9469 |
|
| S4 |
0.9448 |
0.9458 |
0.9469 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9614 |
0.9575 |
0.9420 |
|
| R3 |
0.9535 |
0.9496 |
0.9399 |
|
| R2 |
0.9456 |
0.9456 |
0.9391 |
|
| R1 |
0.9417 |
0.9417 |
0.9384 |
0.9397 |
| PP |
0.9377 |
0.9377 |
0.9377 |
0.9368 |
| S1 |
0.9338 |
0.9338 |
0.9370 |
0.9318 |
| S2 |
0.9298 |
0.9298 |
0.9363 |
|
| S3 |
0.9219 |
0.9259 |
0.9355 |
|
| S4 |
0.9140 |
0.9180 |
0.9334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9477 |
0.9338 |
0.0139 |
1.5% |
0.0016 |
0.2% |
94% |
False |
False |
10 |
| 10 |
0.9524 |
0.9338 |
0.0186 |
2.0% |
0.0008 |
0.1% |
70% |
False |
False |
20 |
| 20 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0023 |
0.2% |
60% |
False |
False |
22 |
| 40 |
0.9576 |
0.9255 |
0.0321 |
3.4% |
0.0015 |
0.2% |
67% |
False |
False |
13 |
| 60 |
0.9710 |
0.9220 |
0.0490 |
5.2% |
0.0013 |
0.1% |
51% |
False |
False |
11 |
| 80 |
0.9710 |
0.9024 |
0.0686 |
7.2% |
0.0014 |
0.1% |
65% |
False |
False |
14 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9437 |
|
2.618 |
0.9437 |
|
1.618 |
0.9437 |
|
1.000 |
0.9437 |
|
0.618 |
0.9437 |
|
HIGH |
0.9437 |
|
0.618 |
0.9437 |
|
0.500 |
0.9437 |
|
0.382 |
0.9437 |
|
LOW |
0.9437 |
|
0.618 |
0.9437 |
|
1.000 |
0.9437 |
|
1.618 |
0.9437 |
|
2.618 |
0.9437 |
|
4.250 |
0.9437 |
|
|
| Fisher Pivots for day following 22-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9458 |
0.9455 |
| PP |
0.9448 |
0.9440 |
| S1 |
0.9437 |
0.9426 |
|