CME Canadian Dollar Future September 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 |
0.9499 |
0.9558 |
0.0059 |
0.6% |
0.9460 |
High |
0.9519 |
0.9558 |
0.0039 |
0.4% |
0.9567 |
Low |
0.9499 |
0.9558 |
0.0059 |
0.6% |
0.9410 |
Close |
0.9472 |
0.9558 |
0.0086 |
0.9% |
0.9524 |
Range |
0.0020 |
0.0000 |
-0.0020 |
-100.0% |
0.0157 |
ATR |
0.0063 |
0.0065 |
0.0002 |
2.6% |
0.0000 |
Volume |
30 |
45 |
15 |
50.0% |
83 |
|
Daily Pivots for day following 31-Dec-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9558 |
0.9558 |
0.9558 |
|
R3 |
0.9558 |
0.9558 |
0.9558 |
|
R2 |
0.9558 |
0.9558 |
0.9558 |
|
R1 |
0.9558 |
0.9558 |
0.9558 |
0.9558 |
PP |
0.9558 |
0.9558 |
0.9558 |
0.9558 |
S1 |
0.9558 |
0.9558 |
0.9558 |
0.9558 |
S2 |
0.9558 |
0.9558 |
0.9558 |
|
S3 |
0.9558 |
0.9558 |
0.9558 |
|
S4 |
0.9558 |
0.9558 |
0.9558 |
|
|
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% |
0.0014 |
0.2% |
49% |
False |
False |
24 |
10 |
0.9620 |
0.9338 |
0.0282 |
3.0% |
0.0020 |
0.2% |
78% |
False |
False |
21 |
20 |
0.9620 |
0.9338 |
0.0282 |
3.0% |
0.0018 |
0.2% |
78% |
False |
False |
26 |
40 |
0.9620 |
0.9278 |
0.0342 |
3.6% |
0.0016 |
0.2% |
82% |
False |
False |
16 |
60 |
0.9710 |
0.9255 |
0.0455 |
4.8% |
0.0015 |
0.2% |
67% |
False |
False |
13 |
80 |
0.9710 |
0.9100 |
0.0610 |
6.4% |
0.0015 |
0.2% |
75% |
False |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9558 |
2.618 |
0.9558 |
1.618 |
0.9558 |
1.000 |
0.9558 |
0.618 |
0.9558 |
HIGH |
0.9558 |
0.618 |
0.9558 |
0.500 |
0.9558 |
0.382 |
0.9558 |
LOW |
0.9558 |
0.618 |
0.9558 |
1.000 |
0.9558 |
1.618 |
0.9558 |
2.618 |
0.9558 |
4.250 |
0.9558 |
|
|
Fisher Pivots for day following 31-Dec-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9558 |
0.9560 |
PP |
0.9558 |
0.9559 |
S1 |
0.9558 |
0.9559 |
|