CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 15-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Dec-2009 |
15-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9422 |
0.9439 |
0.0017 |
0.2% |
0.9465 |
| High |
0.9462 |
0.9476 |
0.0014 |
0.1% |
0.9543 |
| Low |
0.9378 |
0.9388 |
0.0010 |
0.1% |
0.9370 |
| Close |
0.9437 |
0.9425 |
-0.0012 |
-0.1% |
0.9428 |
| Range |
0.0084 |
0.0088 |
0.0004 |
4.8% |
0.0173 |
| ATR |
0.0127 |
0.0124 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
21,849 |
3,425 |
-18,424 |
-84.3% |
493,672 |
|
| Daily Pivots for day following 15-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9694 |
0.9647 |
0.9473 |
|
| R3 |
0.9606 |
0.9559 |
0.9449 |
|
| R2 |
0.9518 |
0.9518 |
0.9441 |
|
| R1 |
0.9471 |
0.9471 |
0.9433 |
0.9451 |
| PP |
0.9430 |
0.9430 |
0.9430 |
0.9419 |
| S1 |
0.9383 |
0.9383 |
0.9417 |
0.9363 |
| S2 |
0.9342 |
0.9342 |
0.9409 |
|
| S3 |
0.9254 |
0.9295 |
0.9401 |
|
| S4 |
0.9166 |
0.9207 |
0.9377 |
|
|
| 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 |
0.9377 |
0.0166 |
1.8% |
0.0105 |
1.1% |
29% |
False |
False |
58,278 |
| 10 |
0.9587 |
0.9370 |
0.0217 |
2.3% |
0.0118 |
1.3% |
25% |
False |
False |
78,308 |
| 20 |
0.9609 |
0.9301 |
0.0308 |
3.3% |
0.0127 |
1.3% |
40% |
False |
False |
79,633 |
| 40 |
0.9741 |
0.9212 |
0.0529 |
5.6% |
0.0130 |
1.4% |
40% |
False |
False |
78,774 |
| 60 |
0.9798 |
0.9094 |
0.0704 |
7.5% |
0.0130 |
1.4% |
47% |
False |
False |
75,405 |
| 80 |
0.9798 |
0.9010 |
0.0788 |
8.4% |
0.0127 |
1.4% |
53% |
False |
False |
63,210 |
| 100 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0123 |
1.3% |
54% |
False |
False |
50,624 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0115 |
1.2% |
70% |
False |
False |
42,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9850 |
|
2.618 |
0.9706 |
|
1.618 |
0.9618 |
|
1.000 |
0.9564 |
|
0.618 |
0.9530 |
|
HIGH |
0.9476 |
|
0.618 |
0.9442 |
|
0.500 |
0.9432 |
|
0.382 |
0.9422 |
|
LOW |
0.9388 |
|
0.618 |
0.9334 |
|
1.000 |
0.9300 |
|
1.618 |
0.9246 |
|
2.618 |
0.9158 |
|
4.250 |
0.9014 |
|
|
| Fisher Pivots for day following 15-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9432 |
0.9458 |
| PP |
0.9430 |
0.9447 |
| S1 |
0.9427 |
0.9436 |
|