CME Canadian Dollar Future September 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 |
0.9578 |
0.9499 |
-0.0079 |
-0.8% |
0.9460 |
| High |
0.9620 |
0.9519 |
-0.0101 |
-1.0% |
0.9567 |
| Low |
0.9578 |
0.9499 |
-0.0079 |
-0.8% |
0.9410 |
| Close |
0.9583 |
0.9472 |
-0.0111 |
-1.2% |
0.9524 |
| Range |
0.0042 |
0.0020 |
-0.0022 |
-52.4% |
0.0157 |
| ATR |
0.0061 |
0.0063 |
0.0002 |
2.6% |
0.0000 |
| Volume |
13 |
30 |
17 |
130.8% |
83 |
|
| Daily Pivots for day following 30-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9557 |
0.9534 |
0.9483 |
|
| R3 |
0.9537 |
0.9514 |
0.9478 |
|
| R2 |
0.9517 |
0.9517 |
0.9476 |
|
| R1 |
0.9494 |
0.9494 |
0.9474 |
0.9496 |
| PP |
0.9497 |
0.9497 |
0.9497 |
0.9497 |
| S1 |
0.9474 |
0.9474 |
0.9470 |
0.9476 |
| S2 |
0.9477 |
0.9477 |
0.9468 |
|
| S3 |
0.9457 |
0.9454 |
0.9467 |
|
| S4 |
0.9437 |
0.9434 |
0.9461 |
|
|
| 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 |
0.9499 |
0.0121 |
1.3% |
0.0024 |
0.3% |
-22% |
False |
True |
23 |
| 10 |
0.9620 |
0.9338 |
0.0282 |
3.0% |
0.0020 |
0.2% |
48% |
False |
False |
16 |
| 20 |
0.9620 |
0.9338 |
0.0282 |
3.0% |
0.0018 |
0.2% |
48% |
False |
False |
24 |
| 40 |
0.9620 |
0.9278 |
0.0342 |
3.6% |
0.0016 |
0.2% |
57% |
False |
False |
15 |
| 60 |
0.9710 |
0.9255 |
0.0455 |
4.8% |
0.0015 |
0.2% |
48% |
False |
False |
13 |
| 80 |
0.9710 |
0.9100 |
0.0610 |
6.4% |
0.0015 |
0.2% |
61% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9604 |
|
2.618 |
0.9571 |
|
1.618 |
0.9551 |
|
1.000 |
0.9539 |
|
0.618 |
0.9531 |
|
HIGH |
0.9519 |
|
0.618 |
0.9511 |
|
0.500 |
0.9509 |
|
0.382 |
0.9507 |
|
LOW |
0.9499 |
|
0.618 |
0.9487 |
|
1.000 |
0.9479 |
|
1.618 |
0.9467 |
|
2.618 |
0.9447 |
|
4.250 |
0.9414 |
|
|
| Fisher Pivots for day following 30-Dec-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9509 |
0.9560 |
| PP |
0.9497 |
0.9530 |
| S1 |
0.9484 |
0.9501 |
|