CME Canadian Dollar Future March 2010
Trading Metrics calculated at close of trading on 30-Dec-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2009 |
30-Dec-2009 |
Change |
Change % |
Previous Week |
Open |
0.9591 |
0.9586 |
-0.0005 |
-0.1% |
0.9407 |
High |
0.9650 |
0.9586 |
-0.0064 |
-0.7% |
0.9574 |
Low |
0.9573 |
0.9452 |
-0.0121 |
-1.3% |
0.9402 |
Close |
0.9586 |
0.9475 |
-0.0111 |
-1.2% |
0.9528 |
Range |
0.0077 |
0.0134 |
0.0057 |
74.0% |
0.0172 |
ATR |
0.0105 |
0.0107 |
0.0002 |
2.0% |
0.0000 |
Volume |
26,089 |
40,076 |
13,987 |
53.6% |
178,779 |
|
Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9906 |
0.9825 |
0.9549 |
|
R3 |
0.9772 |
0.9691 |
0.9512 |
|
R2 |
0.9638 |
0.9638 |
0.9500 |
|
R1 |
0.9557 |
0.9557 |
0.9487 |
0.9531 |
PP |
0.9504 |
0.9504 |
0.9504 |
0.9491 |
S1 |
0.9423 |
0.9423 |
0.9463 |
0.9397 |
S2 |
0.9370 |
0.9370 |
0.9450 |
|
S3 |
0.9236 |
0.9289 |
0.9438 |
|
S4 |
0.9102 |
0.9155 |
0.9401 |
|
|
Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0017 |
0.9945 |
0.9623 |
|
R3 |
0.9845 |
0.9773 |
0.9575 |
|
R2 |
0.9673 |
0.9673 |
0.9560 |
|
R1 |
0.9601 |
0.9601 |
0.9544 |
0.9637 |
PP |
0.9501 |
0.9501 |
0.9501 |
0.9520 |
S1 |
0.9429 |
0.9429 |
0.9512 |
0.9465 |
S2 |
0.9329 |
0.9329 |
0.9496 |
|
S3 |
0.9157 |
0.9257 |
0.9481 |
|
S4 |
0.8985 |
0.9085 |
0.9433 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9650 |
0.9452 |
0.0198 |
2.1% |
0.0090 |
0.9% |
12% |
False |
True |
39,716 |
10 |
0.9650 |
0.9303 |
0.0347 |
3.7% |
0.0090 |
1.0% |
50% |
False |
False |
56,509 |
20 |
0.9650 |
0.9303 |
0.0347 |
3.7% |
0.0107 |
1.1% |
50% |
False |
False |
40,915 |
40 |
0.9650 |
0.9217 |
0.0433 |
4.6% |
0.0111 |
1.2% |
60% |
False |
False |
20,739 |
60 |
0.9792 |
0.9217 |
0.0575 |
6.1% |
0.0112 |
1.2% |
45% |
False |
False |
13,914 |
80 |
0.9792 |
0.9100 |
0.0692 |
7.3% |
0.0105 |
1.1% |
54% |
False |
False |
10,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0156 |
2.618 |
0.9937 |
1.618 |
0.9803 |
1.000 |
0.9720 |
0.618 |
0.9669 |
HIGH |
0.9586 |
0.618 |
0.9535 |
0.500 |
0.9519 |
0.382 |
0.9503 |
LOW |
0.9452 |
0.618 |
0.9369 |
1.000 |
0.9318 |
1.618 |
0.9235 |
2.618 |
0.9101 |
4.250 |
0.8883 |
|
|
Fisher Pivots for day following 30-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9519 |
0.9551 |
PP |
0.9504 |
0.9526 |
S1 |
0.9490 |
0.9500 |
|