CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 08-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2009 |
08-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.9440 |
0.9424 |
-0.0016 |
-0.2% |
0.9159 |
High |
0.9500 |
0.9520 |
0.0020 |
0.2% |
0.9372 |
Low |
0.9390 |
0.9406 |
0.0016 |
0.2% |
0.9094 |
Close |
0.9403 |
0.9510 |
0.0107 |
1.1% |
0.9235 |
Range |
0.0110 |
0.0114 |
0.0004 |
3.6% |
0.0278 |
ATR |
0.0126 |
0.0125 |
-0.0001 |
-0.5% |
0.0000 |
Volume |
81,699 |
59,314 |
-22,385 |
-27.4% |
373,401 |
|
Daily Pivots for day following 08-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9821 |
0.9779 |
0.9573 |
|
R3 |
0.9707 |
0.9665 |
0.9541 |
|
R2 |
0.9593 |
0.9593 |
0.9531 |
|
R1 |
0.9551 |
0.9551 |
0.9520 |
0.9572 |
PP |
0.9479 |
0.9479 |
0.9479 |
0.9489 |
S1 |
0.9437 |
0.9437 |
0.9500 |
0.9458 |
S2 |
0.9365 |
0.9365 |
0.9489 |
|
S3 |
0.9251 |
0.9323 |
0.9479 |
|
S4 |
0.9137 |
0.9209 |
0.9447 |
|
|
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 |
0.9520 |
0.9124 |
0.0396 |
4.2% |
0.0127 |
1.3% |
97% |
True |
False |
70,575 |
10 |
0.9520 |
0.9094 |
0.0426 |
4.5% |
0.0130 |
1.4% |
98% |
True |
False |
75,317 |
20 |
0.9520 |
0.9094 |
0.0426 |
4.5% |
0.0124 |
1.3% |
98% |
True |
False |
68,070 |
40 |
0.9520 |
0.8991 |
0.0529 |
5.6% |
0.0122 |
1.3% |
98% |
True |
False |
36,322 |
60 |
0.9520 |
0.8942 |
0.0578 |
6.1% |
0.0113 |
1.2% |
98% |
True |
False |
24,284 |
80 |
0.9520 |
0.8540 |
0.0980 |
10.3% |
0.0103 |
1.1% |
99% |
True |
False |
18,230 |
100 |
0.9520 |
0.8540 |
0.0980 |
10.3% |
0.0102 |
1.1% |
99% |
True |
False |
14,610 |
120 |
0.9520 |
0.8134 |
0.1386 |
14.6% |
0.0096 |
1.0% |
99% |
True |
False |
12,182 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0005 |
2.618 |
0.9818 |
1.618 |
0.9704 |
1.000 |
0.9634 |
0.618 |
0.9590 |
HIGH |
0.9520 |
0.618 |
0.9476 |
0.500 |
0.9463 |
0.382 |
0.9450 |
LOW |
0.9406 |
0.618 |
0.9336 |
1.000 |
0.9292 |
1.618 |
0.9222 |
2.618 |
0.9108 |
4.250 |
0.8922 |
|
|
Fisher Pivots for day following 08-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9494 |
0.9482 |
PP |
0.9479 |
0.9454 |
S1 |
0.9463 |
0.9426 |
|