CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 15-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2009 |
15-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9693 |
0.9759 |
0.0066 |
0.7% |
0.9255 |
| High |
0.9772 |
0.9798 |
0.0026 |
0.3% |
0.9606 |
| Low |
0.9683 |
0.9641 |
-0.0042 |
-0.4% |
0.9237 |
| Close |
0.9730 |
0.9677 |
-0.0053 |
-0.5% |
0.9583 |
| Range |
0.0089 |
0.0157 |
0.0068 |
76.4% |
0.0369 |
| ATR |
0.0123 |
0.0126 |
0.0002 |
1.9% |
0.0000 |
| Volume |
67,175 |
63,681 |
-3,494 |
-5.2% |
350,078 |
|
| Daily Pivots for day following 15-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0176 |
1.0084 |
0.9763 |
|
| R3 |
1.0019 |
0.9927 |
0.9720 |
|
| R2 |
0.9862 |
0.9862 |
0.9706 |
|
| R1 |
0.9770 |
0.9770 |
0.9691 |
0.9738 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9689 |
| S1 |
0.9613 |
0.9613 |
0.9663 |
0.9581 |
| S2 |
0.9548 |
0.9548 |
0.9648 |
|
| S3 |
0.9391 |
0.9456 |
0.9634 |
|
| S4 |
0.9234 |
0.9299 |
0.9591 |
|
|
| 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 |
0.9798 |
0.9477 |
0.0321 |
3.3% |
0.0121 |
1.2% |
62% |
True |
False |
61,990 |
| 10 |
0.9798 |
0.9124 |
0.0674 |
7.0% |
0.0124 |
1.3% |
82% |
True |
False |
66,282 |
| 20 |
0.9798 |
0.9094 |
0.0704 |
7.3% |
0.0129 |
1.3% |
83% |
True |
False |
66,966 |
| 40 |
0.9798 |
0.9010 |
0.0788 |
8.1% |
0.0124 |
1.3% |
85% |
True |
False |
44,021 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.3% |
0.0115 |
1.2% |
85% |
True |
False |
29,435 |
| 80 |
0.9798 |
0.8540 |
0.1258 |
13.0% |
0.0106 |
1.1% |
90% |
True |
False |
22,100 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.0% |
0.0105 |
1.1% |
90% |
True |
False |
17,702 |
| 120 |
0.9798 |
0.8397 |
0.1401 |
14.5% |
0.0099 |
1.0% |
91% |
True |
False |
14,763 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0465 |
|
2.618 |
1.0209 |
|
1.618 |
1.0052 |
|
1.000 |
0.9955 |
|
0.618 |
0.9895 |
|
HIGH |
0.9798 |
|
0.618 |
0.9738 |
|
0.500 |
0.9720 |
|
0.382 |
0.9701 |
|
LOW |
0.9641 |
|
0.618 |
0.9544 |
|
1.000 |
0.9484 |
|
1.618 |
0.9387 |
|
2.618 |
0.9230 |
|
4.250 |
0.8974 |
|
|
| Fisher Pivots for day following 15-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9720 |
0.9719 |
| PP |
0.9705 |
0.9705 |
| S1 |
0.9691 |
0.9691 |
|