CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 05-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2009 |
05-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9230 |
0.9255 |
0.0025 |
0.3% |
0.9159 |
| High |
0.9268 |
0.9352 |
0.0084 |
0.9% |
0.9372 |
| Low |
0.9124 |
0.9237 |
0.0113 |
1.2% |
0.9094 |
| Close |
0.9235 |
0.9350 |
0.0115 |
1.2% |
0.9235 |
| Range |
0.0144 |
0.0115 |
-0.0029 |
-20.1% |
0.0278 |
| ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
74,827 |
82,725 |
7,898 |
10.6% |
373,401 |
|
| Daily Pivots for day following 05-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9658 |
0.9619 |
0.9413 |
|
| R3 |
0.9543 |
0.9504 |
0.9382 |
|
| R2 |
0.9428 |
0.9428 |
0.9371 |
|
| R1 |
0.9389 |
0.9389 |
0.9361 |
0.9409 |
| PP |
0.9313 |
0.9313 |
0.9313 |
0.9323 |
| S1 |
0.9274 |
0.9274 |
0.9339 |
0.9294 |
| S2 |
0.9198 |
0.9198 |
0.9329 |
|
| S3 |
0.9083 |
0.9159 |
0.9318 |
|
| S4 |
0.8968 |
0.9044 |
0.9287 |
|
|
| 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 |
0.9124 |
0.0248 |
2.7% |
0.0136 |
1.5% |
91% |
False |
False |
75,974 |
| 10 |
0.9383 |
0.9094 |
0.0289 |
3.1% |
0.0134 |
1.4% |
89% |
False |
False |
72,247 |
| 20 |
0.9444 |
0.9094 |
0.0350 |
3.7% |
0.0123 |
1.3% |
73% |
False |
False |
61,883 |
| 40 |
0.9444 |
0.8991 |
0.0453 |
4.8% |
0.0122 |
1.3% |
79% |
False |
False |
31,452 |
| 60 |
0.9444 |
0.8680 |
0.0764 |
8.2% |
0.0111 |
1.2% |
88% |
False |
False |
21,033 |
| 80 |
0.9444 |
0.8540 |
0.0904 |
9.7% |
0.0101 |
1.1% |
90% |
False |
False |
15,791 |
| 100 |
0.9444 |
0.8456 |
0.0988 |
10.6% |
0.0101 |
1.1% |
90% |
False |
False |
12,657 |
| 120 |
0.9444 |
0.8025 |
0.1419 |
15.2% |
0.0094 |
1.0% |
93% |
False |
False |
10,556 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9841 |
|
2.618 |
0.9653 |
|
1.618 |
0.9538 |
|
1.000 |
0.9467 |
|
0.618 |
0.9423 |
|
HIGH |
0.9352 |
|
0.618 |
0.9308 |
|
0.500 |
0.9295 |
|
0.382 |
0.9281 |
|
LOW |
0.9237 |
|
0.618 |
0.9166 |
|
1.000 |
0.9122 |
|
1.618 |
0.9051 |
|
2.618 |
0.8936 |
|
4.250 |
0.8748 |
|
|
| Fisher Pivots for day following 05-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9332 |
0.9316 |
| PP |
0.9313 |
0.9282 |
| S1 |
0.9295 |
0.9248 |
|