CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 13-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Oct-2009 |
13-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9587 |
0.9666 |
0.0079 |
0.8% |
0.9255 |
| High |
0.9693 |
0.9741 |
0.0048 |
0.5% |
0.9606 |
| Low |
0.9567 |
0.9639 |
0.0072 |
0.8% |
0.9237 |
| Close |
0.9667 |
0.9657 |
-0.0010 |
-0.1% |
0.9583 |
| Range |
0.0126 |
0.0102 |
-0.0024 |
-19.0% |
0.0369 |
| ATR |
0.0126 |
0.0124 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
71,881 |
35,186 |
-36,695 |
-51.0% |
350,078 |
|
| Daily Pivots for day following 13-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9985 |
0.9923 |
0.9713 |
|
| R3 |
0.9883 |
0.9821 |
0.9685 |
|
| R2 |
0.9781 |
0.9781 |
0.9676 |
|
| R1 |
0.9719 |
0.9719 |
0.9666 |
0.9699 |
| PP |
0.9679 |
0.9679 |
0.9679 |
0.9669 |
| S1 |
0.9617 |
0.9617 |
0.9648 |
0.9597 |
| S2 |
0.9577 |
0.9577 |
0.9638 |
|
| S3 |
0.9475 |
0.9515 |
0.9629 |
|
| S4 |
0.9373 |
0.9413 |
0.9601 |
|
|
| 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 |
0.9741 |
0.9390 |
0.0351 |
3.6% |
0.0116 |
1.2% |
76% |
True |
False |
64,021 |
| 10 |
0.9741 |
0.9124 |
0.0617 |
6.4% |
0.0130 |
1.3% |
86% |
True |
False |
69,869 |
| 20 |
0.9741 |
0.9094 |
0.0647 |
6.7% |
0.0125 |
1.3% |
87% |
True |
False |
66,957 |
| 40 |
0.9741 |
0.9001 |
0.0740 |
7.7% |
0.0123 |
1.3% |
89% |
True |
False |
40,765 |
| 60 |
0.9741 |
0.8991 |
0.0750 |
7.8% |
0.0115 |
1.2% |
89% |
True |
False |
27,264 |
| 80 |
0.9741 |
0.8540 |
0.1201 |
12.4% |
0.0105 |
1.1% |
93% |
True |
False |
20,466 |
| 100 |
0.9741 |
0.8540 |
0.1201 |
12.4% |
0.0103 |
1.1% |
93% |
True |
False |
16,396 |
| 120 |
0.9741 |
0.8179 |
0.1562 |
16.2% |
0.0097 |
1.0% |
95% |
True |
False |
13,673 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0175 |
|
2.618 |
1.0008 |
|
1.618 |
0.9906 |
|
1.000 |
0.9843 |
|
0.618 |
0.9804 |
|
HIGH |
0.9741 |
|
0.618 |
0.9702 |
|
0.500 |
0.9690 |
|
0.382 |
0.9678 |
|
LOW |
0.9639 |
|
0.618 |
0.9576 |
|
1.000 |
0.9537 |
|
1.618 |
0.9474 |
|
2.618 |
0.9372 |
|
4.250 |
0.9206 |
|
|
| Fisher Pivots for day following 13-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9690 |
0.9641 |
| PP |
0.9679 |
0.9625 |
| S1 |
0.9668 |
0.9609 |
|