CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 04-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Dec-2009 |
04-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9512 |
0.9459 |
-0.0053 |
-0.6% |
0.9429 |
| High |
0.9558 |
0.9584 |
0.0026 |
0.3% |
0.9609 |
| Low |
0.9446 |
0.9436 |
-0.0010 |
-0.1% |
0.9410 |
| Close |
0.9491 |
0.9441 |
-0.0050 |
-0.5% |
0.9441 |
| Range |
0.0112 |
0.0148 |
0.0036 |
32.1% |
0.0199 |
| ATR |
0.0128 |
0.0129 |
0.0001 |
1.1% |
0.0000 |
| Volume |
80,497 |
91,746 |
11,249 |
14.0% |
469,375 |
|
| Daily Pivots for day following 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9931 |
0.9834 |
0.9522 |
|
| R3 |
0.9783 |
0.9686 |
0.9482 |
|
| R2 |
0.9635 |
0.9635 |
0.9468 |
|
| R1 |
0.9538 |
0.9538 |
0.9455 |
0.9513 |
| PP |
0.9487 |
0.9487 |
0.9487 |
0.9474 |
| S1 |
0.9390 |
0.9390 |
0.9427 |
0.9365 |
| S2 |
0.9339 |
0.9339 |
0.9414 |
|
| S3 |
0.9191 |
0.9242 |
0.9400 |
|
| S4 |
0.9043 |
0.9094 |
0.9360 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0084 |
0.9961 |
0.9550 |
|
| R3 |
0.9885 |
0.9762 |
0.9496 |
|
| R2 |
0.9686 |
0.9686 |
0.9477 |
|
| R1 |
0.9563 |
0.9563 |
0.9459 |
0.9625 |
| PP |
0.9487 |
0.9487 |
0.9487 |
0.9517 |
| S1 |
0.9364 |
0.9364 |
0.9423 |
0.9426 |
| S2 |
0.9288 |
0.9288 |
0.9405 |
|
| S3 |
0.9089 |
0.9165 |
0.9386 |
|
| S4 |
0.8890 |
0.8966 |
0.9332 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9609 |
0.9410 |
0.0199 |
2.1% |
0.0116 |
1.2% |
16% |
False |
False |
93,875 |
| 10 |
0.9609 |
0.9301 |
0.0308 |
3.3% |
0.0131 |
1.4% |
45% |
False |
False |
85,411 |
| 20 |
0.9609 |
0.9274 |
0.0335 |
3.5% |
0.0127 |
1.3% |
50% |
False |
False |
78,007 |
| 40 |
0.9798 |
0.9212 |
0.0586 |
6.2% |
0.0131 |
1.4% |
39% |
False |
False |
77,189 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.5% |
0.0128 |
1.4% |
49% |
False |
False |
74,150 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0126 |
1.3% |
56% |
False |
False |
56,755 |
| 100 |
0.9798 |
0.8942 |
0.0856 |
9.1% |
0.0120 |
1.3% |
58% |
False |
False |
45,446 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0112 |
1.2% |
72% |
False |
False |
37,883 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
0.9971 |
|
1.618 |
0.9823 |
|
1.000 |
0.9732 |
|
0.618 |
0.9675 |
|
HIGH |
0.9584 |
|
0.618 |
0.9527 |
|
0.500 |
0.9510 |
|
0.382 |
0.9493 |
|
LOW |
0.9436 |
|
0.618 |
0.9345 |
|
1.000 |
0.9288 |
|
1.618 |
0.9197 |
|
2.618 |
0.9049 |
|
4.250 |
0.8807 |
|
|
| Fisher Pivots for day following 04-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9510 |
0.9512 |
| PP |
0.9487 |
0.9488 |
| S1 |
0.9464 |
0.9465 |
|