CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 01-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Nov-2009 |
01-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9443 |
0.9470 |
0.0027 |
0.3% |
0.9343 |
High |
0.9493 |
0.9608 |
0.0115 |
1.2% |
0.9568 |
Low |
0.9423 |
0.9453 |
0.0030 |
0.3% |
0.9305 |
Close |
0.9460 |
0.9580 |
0.0120 |
1.3% |
0.9411 |
Range |
0.0070 |
0.0155 |
0.0085 |
121.4% |
0.0263 |
ATR |
0.0122 |
0.0124 |
0.0002 |
1.9% |
0.0000 |
Volume |
1,334 |
1,105 |
-229 |
-17.2% |
3,098 |
|
Daily Pivots for day following 01-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0012 |
0.9951 |
0.9665 |
|
R3 |
0.9857 |
0.9796 |
0.9623 |
|
R2 |
0.9702 |
0.9702 |
0.9608 |
|
R1 |
0.9641 |
0.9641 |
0.9594 |
0.9672 |
PP |
0.9547 |
0.9547 |
0.9547 |
0.9562 |
S1 |
0.9486 |
0.9486 |
0.9566 |
0.9517 |
S2 |
0.9392 |
0.9392 |
0.9552 |
|
S3 |
0.9237 |
0.9331 |
0.9537 |
|
S4 |
0.9082 |
0.9176 |
0.9495 |
|
|
Weekly Pivots for week ending 27-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0217 |
1.0077 |
0.9556 |
|
R3 |
0.9954 |
0.9814 |
0.9483 |
|
R2 |
0.9691 |
0.9691 |
0.9459 |
|
R1 |
0.9551 |
0.9551 |
0.9435 |
0.9621 |
PP |
0.9428 |
0.9428 |
0.9428 |
0.9463 |
S1 |
0.9288 |
0.9288 |
0.9387 |
0.9358 |
S2 |
0.9165 |
0.9165 |
0.9363 |
|
S3 |
0.8902 |
0.9025 |
0.9339 |
|
S4 |
0.8639 |
0.8762 |
0.9266 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0134 |
1.4% |
91% |
True |
False |
989 |
10 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0128 |
1.3% |
91% |
True |
False |
985 |
20 |
0.9608 |
0.9217 |
0.0391 |
4.1% |
0.0117 |
1.2% |
93% |
True |
False |
596 |
40 |
0.9792 |
0.9217 |
0.0575 |
6.0% |
0.0117 |
1.2% |
63% |
False |
False |
440 |
60 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0107 |
1.1% |
69% |
False |
False |
322 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0267 |
2.618 |
1.0014 |
1.618 |
0.9859 |
1.000 |
0.9763 |
0.618 |
0.9704 |
HIGH |
0.9608 |
0.618 |
0.9549 |
0.500 |
0.9531 |
0.382 |
0.9512 |
LOW |
0.9453 |
0.618 |
0.9357 |
1.000 |
0.9298 |
1.618 |
0.9202 |
2.618 |
0.9047 |
4.250 |
0.8794 |
|
|
Fisher Pivots for day following 01-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9564 |
0.9539 |
PP |
0.9547 |
0.9498 |
S1 |
0.9531 |
0.9457 |
|