CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 07-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Dec-2009 |
07-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9459 |
0.9465 |
0.0006 |
0.1% |
0.9429 |
| High |
0.9584 |
0.9540 |
-0.0044 |
-0.5% |
0.9609 |
| Low |
0.9436 |
0.9389 |
-0.0047 |
-0.5% |
0.9410 |
| Close |
0.9441 |
0.9496 |
0.0055 |
0.6% |
0.9441 |
| Range |
0.0148 |
0.0151 |
0.0003 |
2.0% |
0.0199 |
| ATR |
0.0129 |
0.0131 |
0.0002 |
1.2% |
0.0000 |
| Volume |
91,746 |
124,579 |
32,833 |
35.8% |
469,375 |
|
| Daily Pivots for day following 07-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9928 |
0.9863 |
0.9579 |
|
| R3 |
0.9777 |
0.9712 |
0.9538 |
|
| R2 |
0.9626 |
0.9626 |
0.9524 |
|
| R1 |
0.9561 |
0.9561 |
0.9510 |
0.9594 |
| PP |
0.9475 |
0.9475 |
0.9475 |
0.9491 |
| S1 |
0.9410 |
0.9410 |
0.9482 |
0.9443 |
| S2 |
0.9324 |
0.9324 |
0.9468 |
|
| S3 |
0.9173 |
0.9259 |
0.9454 |
|
| S4 |
0.9022 |
0.9108 |
0.9413 |
|
|
| 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 |
0.9389 |
0.0220 |
2.3% |
0.0129 |
1.4% |
49% |
False |
True |
95,244 |
| 10 |
0.9609 |
0.9301 |
0.0308 |
3.2% |
0.0136 |
1.4% |
63% |
False |
False |
88,763 |
| 20 |
0.9609 |
0.9301 |
0.0308 |
3.2% |
0.0127 |
1.3% |
63% |
False |
False |
81,031 |
| 40 |
0.9798 |
0.9212 |
0.0586 |
6.2% |
0.0131 |
1.4% |
48% |
False |
False |
78,503 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0130 |
1.4% |
57% |
False |
False |
75,213 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0126 |
1.3% |
63% |
False |
False |
58,303 |
| 100 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0121 |
1.3% |
63% |
False |
False |
46,691 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0113 |
1.2% |
76% |
False |
False |
38,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0182 |
|
2.618 |
0.9935 |
|
1.618 |
0.9784 |
|
1.000 |
0.9691 |
|
0.618 |
0.9633 |
|
HIGH |
0.9540 |
|
0.618 |
0.9482 |
|
0.500 |
0.9465 |
|
0.382 |
0.9447 |
|
LOW |
0.9389 |
|
0.618 |
0.9296 |
|
1.000 |
0.9238 |
|
1.618 |
0.9145 |
|
2.618 |
0.8994 |
|
4.250 |
0.8747 |
|
|
| Fisher Pivots for day following 07-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9486 |
0.9493 |
| PP |
0.9475 |
0.9490 |
| S1 |
0.9465 |
0.9487 |
|