CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 01-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2009 |
01-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9219 |
0.9356 |
0.0137 |
1.5% |
0.9351 |
| High |
0.9372 |
0.9371 |
-0.0001 |
0.0% |
0.9383 |
| Low |
0.9216 |
0.9219 |
0.0003 |
0.0% |
0.9105 |
| Close |
0.9364 |
0.9224 |
-0.0140 |
-1.5% |
0.9156 |
| Range |
0.0156 |
0.0152 |
-0.0004 |
-2.6% |
0.0278 |
| ATR |
0.0123 |
0.0125 |
0.0002 |
1.7% |
0.0000 |
| Volume |
65,153 |
101,566 |
36,413 |
55.9% |
316,969 |
|
| Daily Pivots for day following 01-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9727 |
0.9628 |
0.9308 |
|
| R3 |
0.9575 |
0.9476 |
0.9266 |
|
| R2 |
0.9423 |
0.9423 |
0.9252 |
|
| R1 |
0.9324 |
0.9324 |
0.9238 |
0.9298 |
| PP |
0.9271 |
0.9271 |
0.9271 |
0.9258 |
| S1 |
0.9172 |
0.9172 |
0.9210 |
0.9146 |
| S2 |
0.9119 |
0.9119 |
0.9196 |
|
| S3 |
0.8967 |
0.9020 |
0.9182 |
|
| S4 |
0.8815 |
0.8868 |
0.9140 |
|
|
| Weekly Pivots for week ending 25-Sep-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0049 |
0.9880 |
0.9309 |
|
| R3 |
0.9771 |
0.9602 |
0.9232 |
|
| R2 |
0.9493 |
0.9493 |
0.9207 |
|
| R1 |
0.9324 |
0.9324 |
0.9181 |
0.9270 |
| PP |
0.9215 |
0.9215 |
0.9215 |
0.9187 |
| S1 |
0.9046 |
0.9046 |
0.9131 |
0.8992 |
| S2 |
0.8937 |
0.8937 |
0.9105 |
|
| S3 |
0.8659 |
0.8768 |
0.9080 |
|
| S4 |
0.8381 |
0.8490 |
0.9003 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9372 |
0.9094 |
0.0278 |
3.0% |
0.0133 |
1.4% |
47% |
False |
False |
80,060 |
| 10 |
0.9394 |
0.9094 |
0.0300 |
3.3% |
0.0134 |
1.5% |
43% |
False |
False |
67,649 |
| 20 |
0.9444 |
0.9063 |
0.0381 |
4.1% |
0.0124 |
1.3% |
42% |
False |
False |
54,299 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.9% |
0.0120 |
1.3% |
51% |
False |
False |
27,528 |
| 60 |
0.9444 |
0.8576 |
0.0868 |
9.4% |
0.0109 |
1.2% |
75% |
False |
False |
18,408 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.8% |
0.0101 |
1.1% |
76% |
False |
False |
13,825 |
| 100 |
0.9444 |
0.8456 |
0.0988 |
10.7% |
0.0099 |
1.1% |
78% |
False |
False |
11,082 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.4% |
0.0093 |
1.0% |
84% |
False |
False |
9,243 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0017 |
|
2.618 |
0.9769 |
|
1.618 |
0.9617 |
|
1.000 |
0.9523 |
|
0.618 |
0.9465 |
|
HIGH |
0.9371 |
|
0.618 |
0.9313 |
|
0.500 |
0.9295 |
|
0.382 |
0.9277 |
|
LOW |
0.9219 |
|
0.618 |
0.9125 |
|
1.000 |
0.9067 |
|
1.618 |
0.8973 |
|
2.618 |
0.8821 |
|
4.250 |
0.8573 |
|
|
| Fisher Pivots for day following 01-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9295 |
0.9263 |
| PP |
0.9271 |
0.9250 |
| S1 |
0.9248 |
0.9237 |
|