CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9508 |
0.9406 |
-0.0102 |
-1.1% |
0.9429 |
| High |
0.9536 |
0.9508 |
-0.0028 |
-0.3% |
0.9609 |
| Low |
0.9370 |
0.9377 |
0.0007 |
0.1% |
0.9410 |
| Close |
0.9371 |
0.9489 |
0.0118 |
1.3% |
0.9441 |
| Range |
0.0166 |
0.0131 |
-0.0035 |
-21.1% |
0.0199 |
| ATR |
0.0133 |
0.0133 |
0.0000 |
0.2% |
0.0000 |
| Volume |
102,974 |
106,790 |
3,816 |
3.7% |
469,375 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9851 |
0.9801 |
0.9561 |
|
| R3 |
0.9720 |
0.9670 |
0.9525 |
|
| R2 |
0.9589 |
0.9589 |
0.9513 |
|
| R1 |
0.9539 |
0.9539 |
0.9501 |
0.9564 |
| PP |
0.9458 |
0.9458 |
0.9458 |
0.9471 |
| S1 |
0.9408 |
0.9408 |
0.9477 |
0.9433 |
| S2 |
0.9327 |
0.9327 |
0.9465 |
|
| S3 |
0.9196 |
0.9277 |
0.9453 |
|
| S4 |
0.9065 |
0.9146 |
0.9417 |
|
|
| 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 |
0.9584 |
0.9370 |
0.0214 |
2.3% |
0.0142 |
1.5% |
56% |
False |
False |
101,317 |
| 10 |
0.9609 |
0.9301 |
0.0308 |
3.2% |
0.0142 |
1.5% |
61% |
False |
False |
96,033 |
| 20 |
0.9609 |
0.9301 |
0.0308 |
3.2% |
0.0127 |
1.3% |
61% |
False |
False |
83,623 |
| 40 |
0.9798 |
0.9212 |
0.0586 |
6.2% |
0.0133 |
1.4% |
47% |
False |
False |
81,071 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0130 |
1.4% |
56% |
False |
False |
76,366 |
| 80 |
0.9798 |
0.9001 |
0.0797 |
8.4% |
0.0128 |
1.3% |
61% |
False |
False |
60,918 |
| 100 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0122 |
1.3% |
62% |
False |
False |
48,787 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0114 |
1.2% |
75% |
False |
False |
40,667 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0065 |
|
2.618 |
0.9851 |
|
1.618 |
0.9720 |
|
1.000 |
0.9639 |
|
0.618 |
0.9589 |
|
HIGH |
0.9508 |
|
0.618 |
0.9458 |
|
0.500 |
0.9443 |
|
0.382 |
0.9427 |
|
LOW |
0.9377 |
|
0.618 |
0.9296 |
|
1.000 |
0.9246 |
|
1.618 |
0.9165 |
|
2.618 |
0.9034 |
|
4.250 |
0.8820 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9474 |
0.9478 |
| PP |
0.9458 |
0.9466 |
| S1 |
0.9443 |
0.9455 |
|