CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 18-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Dec-2009 |
18-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9421 |
0.9339 |
-0.0082 |
-0.9% |
0.9423 |
| High |
0.9424 |
0.9408 |
-0.0016 |
-0.2% |
0.9476 |
| Low |
0.9303 |
0.9322 |
0.0019 |
0.2% |
0.9303 |
| Close |
0.9344 |
0.9382 |
0.0038 |
0.4% |
0.9382 |
| Range |
0.0121 |
0.0086 |
-0.0035 |
-28.9% |
0.0173 |
| ATR |
0.0117 |
0.0115 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
70,848 |
93,955 |
23,107 |
32.6% |
387,512 |
|
| Daily Pivots for day following 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9629 |
0.9591 |
0.9429 |
|
| R3 |
0.9543 |
0.9505 |
0.9406 |
|
| R2 |
0.9457 |
0.9457 |
0.9398 |
|
| R1 |
0.9419 |
0.9419 |
0.9390 |
0.9438 |
| PP |
0.9371 |
0.9371 |
0.9371 |
0.9380 |
| S1 |
0.9333 |
0.9333 |
0.9374 |
0.9352 |
| S2 |
0.9285 |
0.9285 |
0.9366 |
|
| S3 |
0.9199 |
0.9247 |
0.9358 |
|
| S4 |
0.9113 |
0.9161 |
0.9335 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9906 |
0.9817 |
0.9477 |
|
| R3 |
0.9733 |
0.9644 |
0.9430 |
|
| R2 |
0.9560 |
0.9560 |
0.9414 |
|
| R1 |
0.9471 |
0.9471 |
0.9398 |
0.9429 |
| PP |
0.9387 |
0.9387 |
0.9387 |
0.9366 |
| S1 |
0.9298 |
0.9298 |
0.9366 |
0.9256 |
| S2 |
0.9214 |
0.9214 |
0.9350 |
|
| S3 |
0.9041 |
0.9125 |
0.9334 |
|
| S4 |
0.8868 |
0.8952 |
0.9287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9476 |
0.9303 |
0.0173 |
1.8% |
0.0090 |
1.0% |
46% |
False |
False |
77,502 |
| 10 |
0.9545 |
0.9303 |
0.0242 |
2.6% |
0.0113 |
1.2% |
33% |
False |
False |
54,218 |
| 20 |
0.9608 |
0.9303 |
0.0305 |
3.3% |
0.0118 |
1.3% |
26% |
False |
False |
27,781 |
| 40 |
0.9608 |
0.9217 |
0.0391 |
4.2% |
0.0115 |
1.2% |
42% |
False |
False |
14,097 |
| 60 |
0.9792 |
0.9100 |
0.0692 |
7.4% |
0.0114 |
1.2% |
41% |
False |
False |
9,463 |
| 80 |
0.9792 |
0.9010 |
0.0782 |
8.3% |
0.0102 |
1.1% |
48% |
False |
False |
7,114 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9774 |
|
2.618 |
0.9633 |
|
1.618 |
0.9547 |
|
1.000 |
0.9494 |
|
0.618 |
0.9461 |
|
HIGH |
0.9408 |
|
0.618 |
0.9375 |
|
0.500 |
0.9365 |
|
0.382 |
0.9355 |
|
LOW |
0.9322 |
|
0.618 |
0.9269 |
|
1.000 |
0.9236 |
|
1.618 |
0.9183 |
|
2.618 |
0.9097 |
|
4.250 |
0.8957 |
|
|
| Fisher Pivots for day following 18-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9376 |
0.9383 |
| PP |
0.9371 |
0.9382 |
| S1 |
0.9365 |
0.9382 |
|