CME Canadian Dollar Future March 2010
| Trading Metrics calculated at close of trading on 31-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2009 |
31-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9586 |
0.9480 |
-0.0106 |
-1.1% |
0.9407 |
| High |
0.9586 |
0.9566 |
-0.0020 |
-0.2% |
0.9574 |
| Low |
0.9452 |
0.9475 |
0.0023 |
0.2% |
0.9402 |
| Close |
0.9475 |
0.9562 |
0.0087 |
0.9% |
0.9528 |
| Range |
0.0134 |
0.0091 |
-0.0043 |
-32.1% |
0.0172 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
40,076 |
61,432 |
21,356 |
53.3% |
178,779 |
|
| Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9807 |
0.9776 |
0.9612 |
|
| R3 |
0.9716 |
0.9685 |
0.9587 |
|
| R2 |
0.9625 |
0.9625 |
0.9579 |
|
| R1 |
0.9594 |
0.9594 |
0.9570 |
0.9610 |
| PP |
0.9534 |
0.9534 |
0.9534 |
0.9542 |
| S1 |
0.9503 |
0.9503 |
0.9554 |
0.9519 |
| S2 |
0.9443 |
0.9443 |
0.9545 |
|
| S3 |
0.9352 |
0.9412 |
0.9537 |
|
| S4 |
0.9261 |
0.9321 |
0.9512 |
|
|
| 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% |
0.0087 |
0.9% |
56% |
False |
False |
40,841 |
| 10 |
0.9650 |
0.9303 |
0.0347 |
3.6% |
0.0090 |
0.9% |
75% |
False |
False |
55,810 |
| 20 |
0.9650 |
0.9303 |
0.0347 |
3.6% |
0.0104 |
1.1% |
75% |
False |
False |
43,931 |
| 40 |
0.9650 |
0.9217 |
0.0433 |
4.5% |
0.0111 |
1.2% |
80% |
False |
False |
22,264 |
| 60 |
0.9792 |
0.9217 |
0.0575 |
6.0% |
0.0112 |
1.2% |
60% |
False |
False |
14,937 |
| 80 |
0.9792 |
0.9100 |
0.0692 |
7.2% |
0.0106 |
1.1% |
67% |
False |
False |
11,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9953 |
|
2.618 |
0.9804 |
|
1.618 |
0.9713 |
|
1.000 |
0.9657 |
|
0.618 |
0.9622 |
|
HIGH |
0.9566 |
|
0.618 |
0.9531 |
|
0.500 |
0.9521 |
|
0.382 |
0.9510 |
|
LOW |
0.9475 |
|
0.618 |
0.9419 |
|
1.000 |
0.9384 |
|
1.618 |
0.9328 |
|
2.618 |
0.9237 |
|
4.250 |
0.9088 |
|
|
| Fisher Pivots for day following 31-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9548 |
0.9558 |
| PP |
0.9534 |
0.9555 |
| S1 |
0.9521 |
0.9551 |
|