CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 09-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Dec-2009 |
09-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9505 |
0.9403 |
-0.0102 |
-1.1% |
0.9443 |
| High |
0.9536 |
0.9509 |
-0.0027 |
-0.3% |
0.9608 |
| Low |
0.9369 |
0.9377 |
0.0008 |
0.1% |
0.9423 |
| Close |
0.9371 |
0.9489 |
0.0118 |
1.3% |
0.9440 |
| Range |
0.0167 |
0.0132 |
-0.0035 |
-21.0% |
0.0185 |
| ATR |
0.0127 |
0.0127 |
0.0001 |
0.6% |
0.0000 |
| Volume |
16,972 |
21,410 |
4,438 |
26.1% |
9,794 |
|
| Daily Pivots for day following 09-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9854 |
0.9804 |
0.9562 |
|
| R3 |
0.9722 |
0.9672 |
0.9525 |
|
| R2 |
0.9590 |
0.9590 |
0.9513 |
|
| R1 |
0.9540 |
0.9540 |
0.9501 |
0.9565 |
| PP |
0.9458 |
0.9458 |
0.9458 |
0.9471 |
| S1 |
0.9408 |
0.9408 |
0.9477 |
0.9433 |
| S2 |
0.9326 |
0.9326 |
0.9465 |
|
| S3 |
0.9194 |
0.9276 |
0.9453 |
|
| S4 |
0.9062 |
0.9144 |
0.9416 |
|
|
| Weekly Pivots for week ending 04-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0045 |
0.9928 |
0.9542 |
|
| R3 |
0.9860 |
0.9743 |
0.9491 |
|
| R2 |
0.9675 |
0.9675 |
0.9474 |
|
| R1 |
0.9558 |
0.9558 |
0.9457 |
0.9524 |
| PP |
0.9490 |
0.9490 |
0.9490 |
0.9474 |
| S1 |
0.9373 |
0.9373 |
0.9423 |
0.9339 |
| S2 |
0.9305 |
0.9305 |
0.9406 |
|
| S3 |
0.9120 |
0.9188 |
0.9389 |
|
| S4 |
0.8935 |
0.9003 |
0.9338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9580 |
0.9369 |
0.0211 |
2.2% |
0.0141 |
1.5% |
57% |
False |
False |
10,169 |
| 10 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0138 |
1.5% |
61% |
False |
False |
5,786 |
| 20 |
0.9608 |
0.9305 |
0.0303 |
3.2% |
0.0122 |
1.3% |
61% |
False |
False |
3,210 |
| 40 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0122 |
1.3% |
47% |
False |
False |
1,759 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0113 |
1.2% |
56% |
False |
False |
1,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0070 |
|
2.618 |
0.9855 |
|
1.618 |
0.9723 |
|
1.000 |
0.9641 |
|
0.618 |
0.9591 |
|
HIGH |
0.9509 |
|
0.618 |
0.9459 |
|
0.500 |
0.9443 |
|
0.382 |
0.9427 |
|
LOW |
0.9377 |
|
0.618 |
0.9295 |
|
1.000 |
0.9245 |
|
1.618 |
0.9163 |
|
2.618 |
0.9031 |
|
4.250 |
0.8816 |
|
|
| Fisher Pivots for day following 09-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9474 |
0.9478 |
| PP |
0.9458 |
0.9466 |
| S1 |
0.9443 |
0.9455 |
|