CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 08-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Dec-2009 |
08-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9465 |
0.9508 |
0.0043 |
0.5% |
0.9429 |
| High |
0.9540 |
0.9536 |
-0.0004 |
0.0% |
0.9609 |
| Low |
0.9389 |
0.9370 |
-0.0019 |
-0.2% |
0.9410 |
| Close |
0.9496 |
0.9371 |
-0.0125 |
-1.3% |
0.9441 |
| Range |
0.0151 |
0.0166 |
0.0015 |
9.9% |
0.0199 |
| ATR |
0.0131 |
0.0133 |
0.0003 |
1.9% |
0.0000 |
| Volume |
124,579 |
102,974 |
-21,605 |
-17.3% |
469,375 |
|
| Daily Pivots for day following 08-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9924 |
0.9813 |
0.9462 |
|
| R3 |
0.9758 |
0.9647 |
0.9417 |
|
| R2 |
0.9592 |
0.9592 |
0.9401 |
|
| R1 |
0.9481 |
0.9481 |
0.9386 |
0.9454 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9412 |
| S1 |
0.9315 |
0.9315 |
0.9356 |
0.9288 |
| S2 |
0.9260 |
0.9260 |
0.9341 |
|
| S3 |
0.9094 |
0.9149 |
0.9325 |
|
| S4 |
0.8928 |
0.8983 |
0.9280 |
|
|
| 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 |
0.9587 |
0.9370 |
0.0217 |
2.3% |
0.0131 |
1.4% |
0% |
False |
True |
98,339 |
| 10 |
0.9609 |
0.9301 |
0.0308 |
3.3% |
0.0137 |
1.5% |
23% |
False |
False |
92,046 |
| 20 |
0.9609 |
0.9301 |
0.0308 |
3.3% |
0.0126 |
1.3% |
23% |
False |
False |
81,717 |
| 40 |
0.9798 |
0.9212 |
0.0586 |
6.3% |
0.0132 |
1.4% |
27% |
False |
False |
79,280 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.5% |
0.0130 |
1.4% |
39% |
False |
False |
75,702 |
| 80 |
0.9798 |
0.9001 |
0.0797 |
8.5% |
0.0127 |
1.4% |
46% |
False |
False |
59,585 |
| 100 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0122 |
1.3% |
47% |
False |
False |
47,721 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0114 |
1.2% |
66% |
False |
False |
39,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0242 |
|
2.618 |
0.9971 |
|
1.618 |
0.9805 |
|
1.000 |
0.9702 |
|
0.618 |
0.9639 |
|
HIGH |
0.9536 |
|
0.618 |
0.9473 |
|
0.500 |
0.9453 |
|
0.382 |
0.9433 |
|
LOW |
0.9370 |
|
0.618 |
0.9267 |
|
1.000 |
0.9204 |
|
1.618 |
0.9101 |
|
2.618 |
0.8935 |
|
4.250 |
0.8665 |
|
|
| Fisher Pivots for day following 08-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9453 |
0.9477 |
| PP |
0.9426 |
0.9442 |
| S1 |
0.9398 |
0.9406 |
|