CME Canadian Dollar Future September 2010
| Trading Metrics calculated at close of trading on 29-Dec-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Dec-2009 |
29-Dec-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9580 |
0.9578 |
-0.0002 |
0.0% |
0.9460 |
| High |
0.9590 |
0.9620 |
0.0030 |
0.3% |
0.9567 |
| Low |
0.9580 |
0.9578 |
-0.0002 |
0.0% |
0.9410 |
| Close |
0.9585 |
0.9583 |
-0.0002 |
0.0% |
0.9524 |
| Range |
0.0010 |
0.0042 |
0.0032 |
320.0% |
0.0157 |
| ATR |
0.0063 |
0.0061 |
-0.0001 |
-2.4% |
0.0000 |
| Volume |
2 |
13 |
11 |
550.0% |
83 |
|
| Daily Pivots for day following 29-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9720 |
0.9693 |
0.9606 |
|
| R3 |
0.9678 |
0.9651 |
0.9595 |
|
| R2 |
0.9636 |
0.9636 |
0.9591 |
|
| R1 |
0.9609 |
0.9609 |
0.9587 |
0.9623 |
| PP |
0.9594 |
0.9594 |
0.9594 |
0.9600 |
| S1 |
0.9567 |
0.9567 |
0.9579 |
0.9581 |
| S2 |
0.9552 |
0.9552 |
0.9575 |
|
| S3 |
0.9510 |
0.9525 |
0.9571 |
|
| S4 |
0.9468 |
0.9483 |
0.9560 |
|
|
| Weekly Pivots for week ending 25-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9971 |
0.9905 |
0.9610 |
|
| R3 |
0.9814 |
0.9748 |
0.9567 |
|
| R2 |
0.9657 |
0.9657 |
0.9553 |
|
| R1 |
0.9591 |
0.9591 |
0.9538 |
0.9624 |
| PP |
0.9500 |
0.9500 |
0.9500 |
0.9517 |
| S1 |
0.9434 |
0.9434 |
0.9510 |
0.9467 |
| S2 |
0.9343 |
0.9343 |
0.9495 |
|
| S3 |
0.9186 |
0.9277 |
0.9481 |
|
| S4 |
0.9029 |
0.9120 |
0.9438 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9620 |
0.9437 |
0.0183 |
1.9% |
0.0020 |
0.2% |
80% |
True |
False |
19 |
| 10 |
0.9620 |
0.9338 |
0.0282 |
2.9% |
0.0018 |
0.2% |
87% |
True |
False |
14 |
| 20 |
0.9620 |
0.9338 |
0.0282 |
2.9% |
0.0017 |
0.2% |
87% |
True |
False |
23 |
| 40 |
0.9620 |
0.9255 |
0.0365 |
3.8% |
0.0016 |
0.2% |
90% |
True |
False |
15 |
| 60 |
0.9710 |
0.9255 |
0.0455 |
4.7% |
0.0015 |
0.2% |
72% |
False |
False |
12 |
| 80 |
0.9710 |
0.9100 |
0.0610 |
6.4% |
0.0015 |
0.2% |
79% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9799 |
|
2.618 |
0.9730 |
|
1.618 |
0.9688 |
|
1.000 |
0.9662 |
|
0.618 |
0.9646 |
|
HIGH |
0.9620 |
|
0.618 |
0.9604 |
|
0.500 |
0.9599 |
|
0.382 |
0.9594 |
|
LOW |
0.9578 |
|
0.618 |
0.9552 |
|
1.000 |
0.9536 |
|
1.618 |
0.9510 |
|
2.618 |
0.9468 |
|
4.250 |
0.9400 |
|
|
| Fisher Pivots for day following 29-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9599 |
0.9594 |
| PP |
0.9594 |
0.9590 |
| S1 |
0.9588 |
0.9587 |
|