CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 07-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Oct-2009 |
07-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9347 |
0.9440 |
0.0093 |
1.0% |
0.9159 |
| High |
0.9484 |
0.9500 |
0.0016 |
0.2% |
0.9372 |
| Low |
0.9331 |
0.9390 |
0.0059 |
0.6% |
0.9094 |
| Close |
0.9436 |
0.9403 |
-0.0033 |
-0.3% |
0.9235 |
| Range |
0.0153 |
0.0110 |
-0.0043 |
-28.1% |
0.0278 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
54,312 |
81,699 |
27,387 |
50.4% |
373,401 |
|
| Daily Pivots for day following 07-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9761 |
0.9692 |
0.9464 |
|
| R3 |
0.9651 |
0.9582 |
0.9433 |
|
| R2 |
0.9541 |
0.9541 |
0.9423 |
|
| R1 |
0.9472 |
0.9472 |
0.9413 |
0.9452 |
| PP |
0.9431 |
0.9431 |
0.9431 |
0.9421 |
| S1 |
0.9362 |
0.9362 |
0.9393 |
0.9342 |
| S2 |
0.9321 |
0.9321 |
0.9383 |
|
| S3 |
0.9211 |
0.9252 |
0.9373 |
|
| S4 |
0.9101 |
0.9142 |
0.9343 |
|
|
| 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 |
0.9500 |
0.9124 |
0.0376 |
4.0% |
0.0135 |
1.4% |
74% |
True |
False |
79,025 |
| 10 |
0.9500 |
0.9094 |
0.0406 |
4.3% |
0.0139 |
1.5% |
76% |
True |
False |
74,907 |
| 20 |
0.9500 |
0.9094 |
0.0406 |
4.3% |
0.0123 |
1.3% |
76% |
True |
False |
66,622 |
| 40 |
0.9500 |
0.8991 |
0.0509 |
5.4% |
0.0122 |
1.3% |
81% |
True |
False |
34,845 |
| 60 |
0.9500 |
0.8940 |
0.0560 |
6.0% |
0.0111 |
1.2% |
83% |
True |
False |
23,297 |
| 80 |
0.9500 |
0.8540 |
0.0960 |
10.2% |
0.0102 |
1.1% |
90% |
True |
False |
17,489 |
| 100 |
0.9500 |
0.8540 |
0.0960 |
10.2% |
0.0101 |
1.1% |
90% |
True |
False |
14,017 |
| 120 |
0.9500 |
0.8066 |
0.1434 |
15.3% |
0.0095 |
1.0% |
93% |
True |
False |
11,689 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9968 |
|
2.618 |
0.9788 |
|
1.618 |
0.9678 |
|
1.000 |
0.9610 |
|
0.618 |
0.9568 |
|
HIGH |
0.9500 |
|
0.618 |
0.9458 |
|
0.500 |
0.9445 |
|
0.382 |
0.9432 |
|
LOW |
0.9390 |
|
0.618 |
0.9322 |
|
1.000 |
0.9280 |
|
1.618 |
0.9212 |
|
2.618 |
0.9102 |
|
4.250 |
0.8923 |
|
|
| Fisher Pivots for day following 07-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9445 |
0.9392 |
| PP |
0.9431 |
0.9380 |
| S1 |
0.9417 |
0.9369 |
|