CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 10-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Dec-2009 |
10-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9406 |
0.9481 |
0.0075 |
0.8% |
0.9429 |
| High |
0.9508 |
0.9543 |
0.0035 |
0.4% |
0.9609 |
| Low |
0.9377 |
0.9448 |
0.0071 |
0.8% |
0.9410 |
| Close |
0.9489 |
0.9522 |
0.0033 |
0.3% |
0.9441 |
| Range |
0.0131 |
0.0095 |
-0.0036 |
-27.5% |
0.0199 |
| ATR |
0.0133 |
0.0131 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
106,790 |
97,716 |
-9,074 |
-8.5% |
469,375 |
|
| Daily Pivots for day following 10-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9789 |
0.9751 |
0.9574 |
|
| R3 |
0.9694 |
0.9656 |
0.9548 |
|
| R2 |
0.9599 |
0.9599 |
0.9539 |
|
| R1 |
0.9561 |
0.9561 |
0.9531 |
0.9580 |
| PP |
0.9504 |
0.9504 |
0.9504 |
0.9514 |
| S1 |
0.9466 |
0.9466 |
0.9513 |
0.9485 |
| S2 |
0.9409 |
0.9409 |
0.9505 |
|
| S3 |
0.9314 |
0.9371 |
0.9496 |
|
| S4 |
0.9219 |
0.9276 |
0.9470 |
|
|
| 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 |
2.2% |
0.0138 |
1.5% |
71% |
False |
False |
104,761 |
| 10 |
0.9609 |
0.9301 |
0.0308 |
3.2% |
0.0139 |
1.5% |
72% |
False |
False |
98,474 |
| 20 |
0.9609 |
0.9301 |
0.0308 |
3.2% |
0.0129 |
1.4% |
72% |
False |
False |
85,123 |
| 40 |
0.9798 |
0.9212 |
0.0586 |
6.2% |
0.0133 |
1.4% |
53% |
False |
False |
81,834 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0130 |
1.4% |
61% |
False |
False |
76,834 |
| 80 |
0.9798 |
0.9010 |
0.0788 |
8.3% |
0.0128 |
1.3% |
65% |
False |
False |
62,134 |
| 100 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0122 |
1.3% |
66% |
False |
False |
49,760 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0115 |
1.2% |
78% |
False |
False |
41,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9947 |
|
2.618 |
0.9792 |
|
1.618 |
0.9697 |
|
1.000 |
0.9638 |
|
0.618 |
0.9602 |
|
HIGH |
0.9543 |
|
0.618 |
0.9507 |
|
0.500 |
0.9496 |
|
0.382 |
0.9484 |
|
LOW |
0.9448 |
|
0.618 |
0.9389 |
|
1.000 |
0.9353 |
|
1.618 |
0.9294 |
|
2.618 |
0.9199 |
|
4.250 |
0.9044 |
|
|
| Fisher Pivots for day following 10-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9513 |
0.9500 |
| PP |
0.9504 |
0.9478 |
| S1 |
0.9496 |
0.9457 |
|