CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 12-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2009 |
12-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9506 |
0.9587 |
0.0081 |
0.9% |
0.9255 |
| High |
0.9606 |
0.9693 |
0.0087 |
0.9% |
0.9606 |
| Low |
0.9477 |
0.9567 |
0.0090 |
0.9% |
0.9237 |
| Close |
0.9583 |
0.9667 |
0.0084 |
0.9% |
0.9583 |
| Range |
0.0129 |
0.0126 |
-0.0003 |
-2.3% |
0.0369 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0000 |
| Volume |
72,028 |
71,881 |
-147 |
-0.2% |
350,078 |
|
| Daily Pivots for day following 12-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0020 |
0.9970 |
0.9736 |
|
| R3 |
0.9894 |
0.9844 |
0.9702 |
|
| R2 |
0.9768 |
0.9768 |
0.9690 |
|
| R1 |
0.9718 |
0.9718 |
0.9679 |
0.9743 |
| PP |
0.9642 |
0.9642 |
0.9642 |
0.9655 |
| S1 |
0.9592 |
0.9592 |
0.9655 |
0.9617 |
| S2 |
0.9516 |
0.9516 |
0.9644 |
|
| S3 |
0.9390 |
0.9466 |
0.9632 |
|
| S4 |
0.9264 |
0.9340 |
0.9598 |
|
|
| 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 |
0.9693 |
0.9331 |
0.0362 |
3.7% |
0.0126 |
1.3% |
93% |
True |
False |
67,846 |
| 10 |
0.9693 |
0.9124 |
0.0569 |
5.9% |
0.0131 |
1.4% |
95% |
True |
False |
71,910 |
| 20 |
0.9693 |
0.9094 |
0.0599 |
6.2% |
0.0126 |
1.3% |
96% |
True |
False |
68,546 |
| 40 |
0.9693 |
0.9001 |
0.0692 |
7.2% |
0.0123 |
1.3% |
96% |
True |
False |
39,889 |
| 60 |
0.9693 |
0.8991 |
0.0702 |
7.3% |
0.0115 |
1.2% |
96% |
True |
False |
26,681 |
| 80 |
0.9693 |
0.8540 |
0.1153 |
11.9% |
0.0104 |
1.1% |
98% |
True |
False |
20,027 |
| 100 |
0.9693 |
0.8540 |
0.1153 |
11.9% |
0.0103 |
1.1% |
98% |
True |
False |
16,046 |
| 120 |
0.9693 |
0.8179 |
0.1514 |
15.7% |
0.0097 |
1.0% |
98% |
True |
False |
13,380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0229 |
|
2.618 |
1.0023 |
|
1.618 |
0.9897 |
|
1.000 |
0.9819 |
|
0.618 |
0.9771 |
|
HIGH |
0.9693 |
|
0.618 |
0.9645 |
|
0.500 |
0.9630 |
|
0.382 |
0.9615 |
|
LOW |
0.9567 |
|
0.618 |
0.9489 |
|
1.000 |
0.9441 |
|
1.618 |
0.9363 |
|
2.618 |
0.9237 |
|
4.250 |
0.9032 |
|
|
| Fisher Pivots for day following 12-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9655 |
0.9628 |
| PP |
0.9642 |
0.9589 |
| S1 |
0.9630 |
0.9550 |
|