CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 09-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2009 |
09-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9424 |
0.9506 |
0.0082 |
0.9% |
0.9255 |
| High |
0.9520 |
0.9606 |
0.0086 |
0.9% |
0.9606 |
| Low |
0.9406 |
0.9477 |
0.0071 |
0.8% |
0.9237 |
| Close |
0.9510 |
0.9583 |
0.0073 |
0.8% |
0.9583 |
| Range |
0.0114 |
0.0129 |
0.0015 |
13.2% |
0.0369 |
| ATR |
0.0125 |
0.0126 |
0.0000 |
0.2% |
0.0000 |
| Volume |
59,314 |
72,028 |
12,714 |
21.4% |
350,078 |
|
| Daily Pivots for day following 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9942 |
0.9892 |
0.9654 |
|
| R3 |
0.9813 |
0.9763 |
0.9618 |
|
| R2 |
0.9684 |
0.9684 |
0.9607 |
|
| R1 |
0.9634 |
0.9634 |
0.9595 |
0.9659 |
| PP |
0.9555 |
0.9555 |
0.9555 |
0.9568 |
| S1 |
0.9505 |
0.9505 |
0.9571 |
0.9530 |
| S2 |
0.9426 |
0.9426 |
0.9559 |
|
| S3 |
0.9297 |
0.9376 |
0.9548 |
|
| S4 |
0.9168 |
0.9247 |
0.9512 |
|
|
| Weekly Pivots for week ending 09-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0452 |
0.9786 |
|
| R3 |
1.0213 |
1.0083 |
0.9684 |
|
| R2 |
0.9844 |
0.9844 |
0.9651 |
|
| R1 |
0.9714 |
0.9714 |
0.9617 |
0.9779 |
| PP |
0.9475 |
0.9475 |
0.9475 |
0.9508 |
| S1 |
0.9345 |
0.9345 |
0.9549 |
0.9410 |
| S2 |
0.9106 |
0.9106 |
0.9515 |
|
| S3 |
0.8737 |
0.8976 |
0.9482 |
|
| S4 |
0.8368 |
0.8607 |
0.9380 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9606 |
0.9237 |
0.0369 |
3.9% |
0.0124 |
1.3% |
94% |
True |
False |
70,015 |
| 10 |
0.9606 |
0.9094 |
0.0512 |
5.3% |
0.0132 |
1.4% |
96% |
True |
False |
72,347 |
| 20 |
0.9606 |
0.9094 |
0.0512 |
5.3% |
0.0127 |
1.3% |
96% |
True |
False |
68,633 |
| 40 |
0.9606 |
0.8991 |
0.0615 |
6.4% |
0.0121 |
1.3% |
96% |
True |
False |
38,103 |
| 60 |
0.9606 |
0.8991 |
0.0615 |
6.4% |
0.0114 |
1.2% |
96% |
True |
False |
25,484 |
| 80 |
0.9606 |
0.8540 |
0.1066 |
11.1% |
0.0104 |
1.1% |
98% |
True |
False |
19,129 |
| 100 |
0.9606 |
0.8540 |
0.1066 |
11.1% |
0.0103 |
1.1% |
98% |
True |
False |
15,329 |
| 120 |
0.9606 |
0.8179 |
0.1427 |
14.9% |
0.0096 |
1.0% |
98% |
True |
False |
12,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0154 |
|
2.618 |
0.9944 |
|
1.618 |
0.9815 |
|
1.000 |
0.9735 |
|
0.618 |
0.9686 |
|
HIGH |
0.9606 |
|
0.618 |
0.9557 |
|
0.500 |
0.9542 |
|
0.382 |
0.9526 |
|
LOW |
0.9477 |
|
0.618 |
0.9397 |
|
1.000 |
0.9348 |
|
1.618 |
0.9268 |
|
2.618 |
0.9139 |
|
4.250 |
0.8929 |
|
|
| Fisher Pivots for day following 09-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9569 |
0.9555 |
| PP |
0.9555 |
0.9526 |
| S1 |
0.9542 |
0.9498 |
|