CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 11-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Dec-2009 |
11-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9481 |
0.9509 |
0.0028 |
0.3% |
0.9465 |
| High |
0.9543 |
0.9538 |
-0.0005 |
-0.1% |
0.9543 |
| Low |
0.9448 |
0.9413 |
-0.0035 |
-0.4% |
0.9370 |
| Close |
0.9522 |
0.9428 |
-0.0094 |
-1.0% |
0.9428 |
| Range |
0.0095 |
0.0125 |
0.0030 |
31.6% |
0.0173 |
| ATR |
0.0131 |
0.0130 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
97,716 |
61,613 |
-36,103 |
-36.9% |
493,672 |
|
| Daily Pivots for day following 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9835 |
0.9756 |
0.9497 |
|
| R3 |
0.9710 |
0.9631 |
0.9462 |
|
| R2 |
0.9585 |
0.9585 |
0.9451 |
|
| R1 |
0.9506 |
0.9506 |
0.9439 |
0.9483 |
| PP |
0.9460 |
0.9460 |
0.9460 |
0.9448 |
| S1 |
0.9381 |
0.9381 |
0.9417 |
0.9358 |
| S2 |
0.9335 |
0.9335 |
0.9405 |
|
| S3 |
0.9210 |
0.9256 |
0.9394 |
|
| S4 |
0.9085 |
0.9131 |
0.9359 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9966 |
0.9870 |
0.9523 |
|
| R3 |
0.9793 |
0.9697 |
0.9476 |
|
| R2 |
0.9620 |
0.9620 |
0.9460 |
|
| R1 |
0.9524 |
0.9524 |
0.9444 |
0.9486 |
| PP |
0.9447 |
0.9447 |
0.9447 |
0.9428 |
| S1 |
0.9351 |
0.9351 |
0.9412 |
0.9313 |
| S2 |
0.9274 |
0.9274 |
0.9396 |
|
| S3 |
0.9101 |
0.9178 |
0.9380 |
|
| S4 |
0.8928 |
0.9005 |
0.9333 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9543 |
0.9370 |
0.0173 |
1.8% |
0.0134 |
1.4% |
34% |
False |
False |
98,734 |
| 10 |
0.9609 |
0.9370 |
0.0239 |
2.5% |
0.0125 |
1.3% |
24% |
False |
False |
96,304 |
| 20 |
0.9609 |
0.9301 |
0.0308 |
3.3% |
0.0128 |
1.4% |
41% |
False |
False |
85,386 |
| 40 |
0.9741 |
0.9212 |
0.0529 |
5.6% |
0.0132 |
1.4% |
41% |
False |
False |
81,782 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.5% |
0.0131 |
1.4% |
47% |
False |
False |
76,843 |
| 80 |
0.9798 |
0.9010 |
0.0788 |
8.4% |
0.0128 |
1.4% |
53% |
False |
False |
62,902 |
| 100 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0122 |
1.3% |
54% |
False |
False |
50,374 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0115 |
1.2% |
71% |
False |
False |
41,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0069 |
|
2.618 |
0.9865 |
|
1.618 |
0.9740 |
|
1.000 |
0.9663 |
|
0.618 |
0.9615 |
|
HIGH |
0.9538 |
|
0.618 |
0.9490 |
|
0.500 |
0.9476 |
|
0.382 |
0.9461 |
|
LOW |
0.9413 |
|
0.618 |
0.9336 |
|
1.000 |
0.9288 |
|
1.618 |
0.9211 |
|
2.618 |
0.9086 |
|
4.250 |
0.8882 |
|
|
| Fisher Pivots for day following 11-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9476 |
0.9460 |
| PP |
0.9460 |
0.9449 |
| S1 |
0.9444 |
0.9439 |
|