CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 17-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Dec-2009 |
17-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9423 |
0.9421 |
-0.0002 |
0.0% |
0.9465 |
| High |
0.9462 |
0.9424 |
-0.0038 |
-0.4% |
0.9545 |
| Low |
0.9393 |
0.9303 |
-0.0090 |
-1.0% |
0.9369 |
| Close |
0.9407 |
0.9344 |
-0.0063 |
-0.7% |
0.9428 |
| Range |
0.0069 |
0.0121 |
0.0052 |
75.4% |
0.0176 |
| ATR |
0.0117 |
0.0117 |
0.0000 |
0.3% |
0.0000 |
| Volume |
64,208 |
70,848 |
6,640 |
10.3% |
154,672 |
|
| Daily Pivots for day following 17-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9720 |
0.9653 |
0.9411 |
|
| R3 |
0.9599 |
0.9532 |
0.9377 |
|
| R2 |
0.9478 |
0.9478 |
0.9366 |
|
| R1 |
0.9411 |
0.9411 |
0.9355 |
0.9384 |
| PP |
0.9357 |
0.9357 |
0.9357 |
0.9344 |
| S1 |
0.9290 |
0.9290 |
0.9333 |
0.9263 |
| S2 |
0.9236 |
0.9236 |
0.9322 |
|
| S3 |
0.9115 |
0.9169 |
0.9311 |
|
| S4 |
0.8994 |
0.9048 |
0.9277 |
|
|
| Weekly Pivots for week ending 11-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9975 |
0.9878 |
0.9525 |
|
| R3 |
0.9799 |
0.9702 |
0.9476 |
|
| R2 |
0.9623 |
0.9623 |
0.9460 |
|
| R1 |
0.9526 |
0.9526 |
0.9444 |
0.9487 |
| PP |
0.9447 |
0.9447 |
0.9447 |
0.9428 |
| S1 |
0.9350 |
0.9350 |
0.9412 |
0.9311 |
| S2 |
0.9271 |
0.9271 |
0.9396 |
|
| S3 |
0.9095 |
0.9174 |
0.9380 |
|
| S4 |
0.8919 |
0.8998 |
0.9331 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9540 |
0.9303 |
0.0237 |
2.5% |
0.0099 |
1.1% |
17% |
False |
True |
72,555 |
| 10 |
0.9580 |
0.9303 |
0.0277 |
3.0% |
0.0118 |
1.3% |
15% |
False |
True |
45,000 |
| 20 |
0.9608 |
0.9303 |
0.0305 |
3.3% |
0.0120 |
1.3% |
13% |
False |
True |
23,105 |
| 40 |
0.9608 |
0.9217 |
0.0391 |
4.2% |
0.0115 |
1.2% |
32% |
False |
False |
11,757 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0116 |
1.2% |
35% |
False |
False |
7,898 |
| 80 |
0.9792 |
0.9010 |
0.0782 |
8.4% |
0.0102 |
1.1% |
43% |
False |
False |
5,940 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9938 |
|
2.618 |
0.9741 |
|
1.618 |
0.9620 |
|
1.000 |
0.9545 |
|
0.618 |
0.9499 |
|
HIGH |
0.9424 |
|
0.618 |
0.9378 |
|
0.500 |
0.9364 |
|
0.382 |
0.9349 |
|
LOW |
0.9303 |
|
0.618 |
0.9228 |
|
1.000 |
0.9182 |
|
1.618 |
0.9107 |
|
2.618 |
0.8986 |
|
4.250 |
0.8789 |
|
|
| Fisher Pivots for day following 17-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9364 |
0.9390 |
| PP |
0.9357 |
0.9374 |
| S1 |
0.9351 |
0.9359 |
|