CME Canadian Dollar Future September 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 |
0.9567 |
0.9580 |
0.0013 |
0.1% |
0.9460 |
| High |
0.9567 |
0.9590 |
0.0023 |
0.2% |
0.9567 |
| Low |
0.9567 |
0.9580 |
0.0013 |
0.1% |
0.9410 |
| Close |
0.9524 |
0.9585 |
0.0061 |
0.6% |
0.9524 |
| Range |
0.0000 |
0.0010 |
0.0010 |
|
0.0157 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.4% |
0.0000 |
| Volume |
32 |
2 |
-30 |
-93.8% |
83 |
|
| Daily Pivots for day following 28-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9615 |
0.9610 |
0.9591 |
|
| R3 |
0.9605 |
0.9600 |
0.9588 |
|
| R2 |
0.9595 |
0.9595 |
0.9587 |
|
| R1 |
0.9590 |
0.9590 |
0.9586 |
0.9593 |
| PP |
0.9585 |
0.9585 |
0.9585 |
0.9586 |
| S1 |
0.9580 |
0.9580 |
0.9584 |
0.9583 |
| S2 |
0.9575 |
0.9575 |
0.9583 |
|
| S3 |
0.9565 |
0.9570 |
0.9582 |
|
| S4 |
0.9555 |
0.9560 |
0.9580 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9971 |
0.9905 |
0.9610 |
|
| R3 |
0.9814 |
0.9748 |
0.9567 |
|
| R2 |
0.9657 |
0.9657 |
0.9553 |
|
| R1 |
0.9591 |
0.9591 |
0.9538 |
0.9624 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9517 |
| S1 |
0.9434 |
0.9434 |
0.9510 |
0.9467 |
| S2 |
0.9343 |
0.9343 |
0.9495 |
|
| S3 |
0.9186 |
0.9277 |
0.9481 |
|
| S4 |
0.9029 |
0.9120 |
0.9438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9590 |
0.9410 |
0.0180 |
1.9% |
0.0025 |
0.3% |
97% |
True |
False |
17 |
| 10 |
0.9590 |
0.9338 |
0.0252 |
2.6% |
0.0014 |
0.1% |
98% |
True |
False |
14 |
| 20 |
0.9590 |
0.9338 |
0.0252 |
2.6% |
0.0014 |
0.2% |
98% |
True |
False |
25 |
| 40 |
0.9590 |
0.9255 |
0.0335 |
3.5% |
0.0015 |
0.2% |
99% |
True |
False |
14 |
| 60 |
0.9710 |
0.9255 |
0.0455 |
4.7% |
0.0014 |
0.1% |
73% |
False |
False |
12 |
| 80 |
0.9710 |
0.9100 |
0.0610 |
6.4% |
0.0015 |
0.2% |
80% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9633 |
|
2.618 |
0.9616 |
|
1.618 |
0.9606 |
|
1.000 |
0.9600 |
|
0.618 |
0.9596 |
|
HIGH |
0.9590 |
|
0.618 |
0.9586 |
|
0.500 |
0.9585 |
|
0.382 |
0.9584 |
|
LOW |
0.9580 |
|
0.618 |
0.9574 |
|
1.000 |
0.9570 |
|
1.618 |
0.9564 |
|
2.618 |
0.9554 |
|
4.250 |
0.9538 |
|
|
| Fisher Pivots for day following 28-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9585 |
0.9572 |
| PP |
0.9585 |
0.9559 |
| S1 |
0.9585 |
0.9546 |
|