CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 23-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Dec-2009 |
23-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9437 |
0.9531 |
0.0094 |
1.0% |
0.9400 |
| High |
0.9437 |
0.9550 |
0.0113 |
1.2% |
0.9417 |
| Low |
0.9437 |
0.9502 |
0.0065 |
0.7% |
0.9338 |
| Close |
0.9469 |
0.9539 |
0.0070 |
0.7% |
0.9377 |
| Range |
0.0000 |
0.0048 |
0.0048 |
|
0.0079 |
| ATR |
0.0064 |
0.0065 |
0.0001 |
1.9% |
0.0000 |
| Volume |
7 |
42 |
35 |
500.0% |
64 |
|
| Daily Pivots for day following 23-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9674 |
0.9655 |
0.9565 |
|
| R3 |
0.9626 |
0.9607 |
0.9552 |
|
| R2 |
0.9578 |
0.9578 |
0.9548 |
|
| R1 |
0.9559 |
0.9559 |
0.9543 |
0.9569 |
| PP |
0.9530 |
0.9530 |
0.9530 |
0.9535 |
| S1 |
0.9511 |
0.9511 |
0.9535 |
0.9521 |
| S2 |
0.9482 |
0.9482 |
0.9530 |
|
| S3 |
0.9434 |
0.9463 |
0.9526 |
|
| S4 |
0.9386 |
0.9415 |
0.9513 |
|
|
| Weekly Pivots for week ending 18-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9614 |
0.9575 |
0.9420 |
|
| R3 |
0.9535 |
0.9496 |
0.9399 |
|
| R2 |
0.9456 |
0.9456 |
0.9391 |
|
| R1 |
0.9417 |
0.9417 |
0.9384 |
0.9397 |
| PP |
0.9377 |
0.9377 |
0.9377 |
0.9368 |
| S1 |
0.9338 |
0.9338 |
0.9370 |
0.9318 |
| S2 |
0.9298 |
0.9298 |
0.9363 |
|
| S3 |
0.9219 |
0.9259 |
0.9355 |
|
| S4 |
0.9140 |
0.9180 |
0.9334 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9550 |
0.9338 |
0.0212 |
2.2% |
0.0025 |
0.3% |
95% |
True |
False |
18 |
| 10 |
0.9550 |
0.9338 |
0.0212 |
2.2% |
0.0013 |
0.1% |
95% |
True |
False |
16 |
| 20 |
0.9576 |
0.9311 |
0.0265 |
2.8% |
0.0025 |
0.3% |
86% |
False |
False |
24 |
| 40 |
0.9576 |
0.9255 |
0.0321 |
3.4% |
0.0016 |
0.2% |
88% |
False |
False |
14 |
| 60 |
0.9710 |
0.9220 |
0.0490 |
5.1% |
0.0014 |
0.1% |
65% |
False |
False |
12 |
| 80 |
0.9710 |
0.9053 |
0.0657 |
6.9% |
0.0014 |
0.2% |
74% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9754 |
|
2.618 |
0.9676 |
|
1.618 |
0.9628 |
|
1.000 |
0.9598 |
|
0.618 |
0.9580 |
|
HIGH |
0.9550 |
|
0.618 |
0.9532 |
|
0.500 |
0.9526 |
|
0.382 |
0.9520 |
|
LOW |
0.9502 |
|
0.618 |
0.9472 |
|
1.000 |
0.9454 |
|
1.618 |
0.9424 |
|
2.618 |
0.9376 |
|
4.250 |
0.9298 |
|
|
| Fisher Pivots for day following 23-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9535 |
0.9519 |
| PP |
0.9530 |
0.9500 |
| S1 |
0.9526 |
0.9480 |
|