CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 14-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Dec-2009 |
14-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9509 |
0.9422 |
-0.0087 |
-0.9% |
0.9465 |
| High |
0.9538 |
0.9462 |
-0.0076 |
-0.8% |
0.9543 |
| Low |
0.9413 |
0.9378 |
-0.0035 |
-0.4% |
0.9370 |
| Close |
0.9428 |
0.9437 |
0.0009 |
0.1% |
0.9428 |
| Range |
0.0125 |
0.0084 |
-0.0041 |
-32.8% |
0.0173 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
61,613 |
21,849 |
-39,764 |
-64.5% |
493,672 |
|
| Daily Pivots for day following 14-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9678 |
0.9641 |
0.9483 |
|
| R3 |
0.9594 |
0.9557 |
0.9460 |
|
| R2 |
0.9510 |
0.9510 |
0.9452 |
|
| R1 |
0.9473 |
0.9473 |
0.9445 |
0.9492 |
| PP |
0.9426 |
0.9426 |
0.9426 |
0.9435 |
| S1 |
0.9389 |
0.9389 |
0.9429 |
0.9408 |
| S2 |
0.9342 |
0.9342 |
0.9422 |
|
| S3 |
0.9258 |
0.9305 |
0.9414 |
|
| S4 |
0.9174 |
0.9221 |
0.9391 |
|
|
| 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% |
0.0120 |
1.3% |
39% |
False |
False |
78,188 |
| 10 |
0.9609 |
0.9370 |
0.0239 |
2.5% |
0.0125 |
1.3% |
28% |
False |
False |
86,716 |
| 20 |
0.9609 |
0.9301 |
0.0308 |
3.3% |
0.0128 |
1.4% |
44% |
False |
False |
82,656 |
| 40 |
0.9741 |
0.9212 |
0.0529 |
5.6% |
0.0131 |
1.4% |
43% |
False |
False |
80,392 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.5% |
0.0131 |
1.4% |
49% |
False |
False |
76,192 |
| 80 |
0.9798 |
0.9010 |
0.0788 |
8.4% |
0.0127 |
1.3% |
54% |
False |
False |
63,171 |
| 100 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0122 |
1.3% |
55% |
False |
False |
50,591 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0115 |
1.2% |
71% |
False |
False |
42,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9819 |
|
2.618 |
0.9682 |
|
1.618 |
0.9598 |
|
1.000 |
0.9546 |
|
0.618 |
0.9514 |
|
HIGH |
0.9462 |
|
0.618 |
0.9430 |
|
0.500 |
0.9420 |
|
0.382 |
0.9410 |
|
LOW |
0.9378 |
|
0.618 |
0.9326 |
|
1.000 |
0.9294 |
|
1.618 |
0.9242 |
|
2.618 |
0.9158 |
|
4.250 |
0.9021 |
|
|
| Fisher Pivots for day following 14-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9431 |
0.9461 |
| PP |
0.9426 |
0.9453 |
| S1 |
0.9420 |
0.9445 |
|