CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 06-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Oct-2009 |
06-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9255 |
0.9347 |
0.0092 |
1.0% |
0.9159 |
| High |
0.9352 |
0.9484 |
0.0132 |
1.4% |
0.9372 |
| Low |
0.9237 |
0.9331 |
0.0094 |
1.0% |
0.9094 |
| Close |
0.9350 |
0.9436 |
0.0086 |
0.9% |
0.9235 |
| Range |
0.0115 |
0.0153 |
0.0038 |
33.0% |
0.0278 |
| ATR |
0.0125 |
0.0127 |
0.0002 |
1.6% |
0.0000 |
| Volume |
82,725 |
54,312 |
-28,413 |
-34.3% |
373,401 |
|
| Daily Pivots for day following 06-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9876 |
0.9809 |
0.9520 |
|
| R3 |
0.9723 |
0.9656 |
0.9478 |
|
| R2 |
0.9570 |
0.9570 |
0.9464 |
|
| R1 |
0.9503 |
0.9503 |
0.9450 |
0.9537 |
| PP |
0.9417 |
0.9417 |
0.9417 |
0.9434 |
| S1 |
0.9350 |
0.9350 |
0.9422 |
0.9384 |
| S2 |
0.9264 |
0.9264 |
0.9408 |
|
| S3 |
0.9111 |
0.9197 |
0.9394 |
|
| S4 |
0.8958 |
0.9044 |
0.9352 |
|
|
| 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 |
0.9484 |
0.9124 |
0.0360 |
3.8% |
0.0144 |
1.5% |
87% |
True |
False |
75,716 |
| 10 |
0.9484 |
0.9094 |
0.0390 |
4.1% |
0.0138 |
1.5% |
88% |
True |
False |
71,869 |
| 20 |
0.9484 |
0.9094 |
0.0390 |
4.1% |
0.0122 |
1.3% |
88% |
True |
False |
64,241 |
| 40 |
0.9484 |
0.8991 |
0.0493 |
5.2% |
0.0123 |
1.3% |
90% |
True |
False |
32,807 |
| 60 |
0.9484 |
0.8848 |
0.0636 |
6.7% |
0.0112 |
1.2% |
92% |
True |
False |
21,937 |
| 80 |
0.9484 |
0.8540 |
0.0944 |
10.0% |
0.0102 |
1.1% |
95% |
True |
False |
16,469 |
| 100 |
0.9484 |
0.8540 |
0.0944 |
10.0% |
0.0101 |
1.1% |
95% |
True |
False |
13,200 |
| 120 |
0.9484 |
0.8025 |
0.1459 |
15.5% |
0.0095 |
1.0% |
97% |
True |
False |
11,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0134 |
|
2.618 |
0.9885 |
|
1.618 |
0.9732 |
|
1.000 |
0.9637 |
|
0.618 |
0.9579 |
|
HIGH |
0.9484 |
|
0.618 |
0.9426 |
|
0.500 |
0.9408 |
|
0.382 |
0.9389 |
|
LOW |
0.9331 |
|
0.618 |
0.9236 |
|
1.000 |
0.9178 |
|
1.618 |
0.9083 |
|
2.618 |
0.8930 |
|
4.250 |
0.8681 |
|
|
| Fisher Pivots for day following 06-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9427 |
0.9392 |
| PP |
0.9417 |
0.9348 |
| S1 |
0.9408 |
0.9304 |
|