CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 14-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2009 |
14-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9666 |
0.9693 |
0.0027 |
0.3% |
0.9255 |
| High |
0.9741 |
0.9772 |
0.0031 |
0.3% |
0.9606 |
| Low |
0.9639 |
0.9683 |
0.0044 |
0.5% |
0.9237 |
| Close |
0.9657 |
0.9730 |
0.0073 |
0.8% |
0.9583 |
| Range |
0.0102 |
0.0089 |
-0.0013 |
-12.7% |
0.0369 |
| ATR |
0.0124 |
0.0123 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
35,186 |
67,175 |
31,989 |
90.9% |
350,078 |
|
| Daily Pivots for day following 14-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9995 |
0.9952 |
0.9779 |
|
| R3 |
0.9906 |
0.9863 |
0.9754 |
|
| R2 |
0.9817 |
0.9817 |
0.9746 |
|
| R1 |
0.9774 |
0.9774 |
0.9738 |
0.9796 |
| PP |
0.9728 |
0.9728 |
0.9728 |
0.9739 |
| S1 |
0.9685 |
0.9685 |
0.9722 |
0.9707 |
| S2 |
0.9639 |
0.9639 |
0.9714 |
|
| S3 |
0.9550 |
0.9596 |
0.9706 |
|
| S4 |
0.9461 |
0.9507 |
0.9681 |
|
|
| 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 |
0.9772 |
0.9406 |
0.0366 |
3.8% |
0.0112 |
1.2% |
89% |
True |
False |
61,116 |
| 10 |
0.9772 |
0.9124 |
0.0648 |
6.7% |
0.0123 |
1.3% |
94% |
True |
False |
70,071 |
| 20 |
0.9772 |
0.9094 |
0.0678 |
7.0% |
0.0125 |
1.3% |
94% |
True |
False |
66,833 |
| 40 |
0.9772 |
0.9010 |
0.0762 |
7.8% |
0.0122 |
1.3% |
94% |
True |
False |
42,433 |
| 60 |
0.9772 |
0.8991 |
0.0781 |
8.0% |
0.0115 |
1.2% |
95% |
True |
False |
28,377 |
| 80 |
0.9772 |
0.8540 |
0.1232 |
12.7% |
0.0105 |
1.1% |
97% |
True |
False |
21,305 |
| 100 |
0.9772 |
0.8540 |
0.1232 |
12.7% |
0.0104 |
1.1% |
97% |
True |
False |
17,066 |
| 120 |
0.9772 |
0.8305 |
0.1467 |
15.1% |
0.0098 |
1.0% |
97% |
True |
False |
14,233 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0150 |
|
2.618 |
1.0005 |
|
1.618 |
0.9916 |
|
1.000 |
0.9861 |
|
0.618 |
0.9827 |
|
HIGH |
0.9772 |
|
0.618 |
0.9738 |
|
0.500 |
0.9728 |
|
0.382 |
0.9717 |
|
LOW |
0.9683 |
|
0.618 |
0.9628 |
|
1.000 |
0.9594 |
|
1.618 |
0.9539 |
|
2.618 |
0.9450 |
|
4.250 |
0.9305 |
|
|
| Fisher Pivots for day following 14-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9729 |
0.9710 |
| PP |
0.9728 |
0.9690 |
| S1 |
0.9728 |
0.9670 |
|