CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 02-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2009 |
02-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9356 |
0.9230 |
-0.0126 |
-1.3% |
0.9159 |
| High |
0.9371 |
0.9268 |
-0.0103 |
-1.1% |
0.9372 |
| Low |
0.9219 |
0.9124 |
-0.0095 |
-1.0% |
0.9094 |
| Close |
0.9224 |
0.9235 |
0.0011 |
0.1% |
0.9235 |
| Range |
0.0152 |
0.0144 |
-0.0008 |
-5.3% |
0.0278 |
| ATR |
0.0125 |
0.0126 |
0.0001 |
1.1% |
0.0000 |
| Volume |
101,566 |
74,827 |
-26,739 |
-26.3% |
373,401 |
|
| Daily Pivots for day following 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9641 |
0.9582 |
0.9314 |
|
| R3 |
0.9497 |
0.9438 |
0.9275 |
|
| R2 |
0.9353 |
0.9353 |
0.9261 |
|
| R1 |
0.9294 |
0.9294 |
0.9248 |
0.9324 |
| PP |
0.9209 |
0.9209 |
0.9209 |
0.9224 |
| S1 |
0.9150 |
0.9150 |
0.9222 |
0.9180 |
| S2 |
0.9065 |
0.9065 |
0.9209 |
|
| S3 |
0.8921 |
0.9006 |
0.9195 |
|
| S4 |
0.8777 |
0.8862 |
0.9156 |
|
|
| Weekly Pivots for week ending 02-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0068 |
0.9929 |
0.9388 |
|
| R3 |
0.9790 |
0.9651 |
0.9311 |
|
| R2 |
0.9512 |
0.9512 |
0.9286 |
|
| R1 |
0.9373 |
0.9373 |
0.9260 |
0.9443 |
| PP |
0.9234 |
0.9234 |
0.9234 |
0.9268 |
| S1 |
0.9095 |
0.9095 |
0.9210 |
0.9165 |
| S2 |
0.8956 |
0.8956 |
0.9184 |
|
| S3 |
0.8678 |
0.8817 |
0.9159 |
|
| S4 |
0.8400 |
0.8539 |
0.9082 |
|
|
| 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% |
0.0141 |
1.5% |
51% |
False |
False |
74,680 |
| 10 |
0.9383 |
0.9094 |
0.0289 |
3.1% |
0.0138 |
1.5% |
49% |
False |
False |
69,037 |
| 20 |
0.9444 |
0.9094 |
0.0350 |
3.8% |
0.0122 |
1.3% |
40% |
False |
False |
57,893 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.9% |
0.0121 |
1.3% |
54% |
False |
False |
29,388 |
| 60 |
0.9444 |
0.8591 |
0.0853 |
9.2% |
0.0111 |
1.2% |
75% |
False |
False |
19,655 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.8% |
0.0101 |
1.1% |
77% |
False |
False |
14,759 |
| 100 |
0.9444 |
0.8456 |
0.0988 |
10.7% |
0.0101 |
1.1% |
79% |
False |
False |
11,830 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.4% |
0.0094 |
1.0% |
85% |
False |
False |
9,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9880 |
|
2.618 |
0.9645 |
|
1.618 |
0.9501 |
|
1.000 |
0.9412 |
|
0.618 |
0.9357 |
|
HIGH |
0.9268 |
|
0.618 |
0.9213 |
|
0.500 |
0.9196 |
|
0.382 |
0.9179 |
|
LOW |
0.9124 |
|
0.618 |
0.9035 |
|
1.000 |
0.8980 |
|
1.618 |
0.8891 |
|
2.618 |
0.8747 |
|
4.250 |
0.8512 |
|
|
| Fisher Pivots for day following 02-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9222 |
0.9248 |
| PP |
0.9209 |
0.9244 |
| S1 |
0.9196 |
0.9239 |
|