CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 16-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2009 |
16-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9759 |
0.9671 |
-0.0088 |
-0.9% |
0.9587 |
| High |
0.9798 |
0.9719 |
-0.0079 |
-0.8% |
0.9798 |
| Low |
0.9641 |
0.9582 |
-0.0059 |
-0.6% |
0.9567 |
| Close |
0.9677 |
0.9635 |
-0.0042 |
-0.4% |
0.9635 |
| Range |
0.0157 |
0.0137 |
-0.0020 |
-12.7% |
0.0231 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.6% |
0.0000 |
| Volume |
63,681 |
77,445 |
13,764 |
21.6% |
315,368 |
|
| Daily Pivots for day following 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0056 |
0.9983 |
0.9710 |
|
| R3 |
0.9919 |
0.9846 |
0.9673 |
|
| R2 |
0.9782 |
0.9782 |
0.9660 |
|
| R1 |
0.9709 |
0.9709 |
0.9648 |
0.9677 |
| PP |
0.9645 |
0.9645 |
0.9645 |
0.9630 |
| S1 |
0.9572 |
0.9572 |
0.9622 |
0.9540 |
| S2 |
0.9508 |
0.9508 |
0.9610 |
|
| S3 |
0.9371 |
0.9435 |
0.9597 |
|
| S4 |
0.9234 |
0.9298 |
0.9560 |
|
|
| Weekly Pivots for week ending 16-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0360 |
1.0228 |
0.9762 |
|
| R3 |
1.0129 |
0.9997 |
0.9699 |
|
| R2 |
0.9898 |
0.9898 |
0.9677 |
|
| R1 |
0.9766 |
0.9766 |
0.9656 |
0.9832 |
| PP |
0.9667 |
0.9667 |
0.9667 |
0.9700 |
| S1 |
0.9535 |
0.9535 |
0.9614 |
0.9601 |
| S2 |
0.9436 |
0.9436 |
0.9593 |
|
| S3 |
0.9205 |
0.9304 |
0.9571 |
|
| S4 |
0.8974 |
0.9073 |
0.9508 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9798 |
0.9567 |
0.0231 |
2.4% |
0.0122 |
1.3% |
29% |
False |
False |
63,073 |
| 10 |
0.9798 |
0.9237 |
0.0561 |
5.8% |
0.0123 |
1.3% |
71% |
False |
False |
66,544 |
| 20 |
0.9798 |
0.9094 |
0.0704 |
7.3% |
0.0131 |
1.4% |
77% |
False |
False |
67,790 |
| 40 |
0.9798 |
0.9010 |
0.0788 |
8.2% |
0.0124 |
1.3% |
79% |
False |
False |
45,950 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.4% |
0.0116 |
1.2% |
80% |
False |
False |
30,723 |
| 80 |
0.9798 |
0.8540 |
0.1258 |
13.1% |
0.0107 |
1.1% |
87% |
False |
False |
23,066 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.1% |
0.0104 |
1.1% |
87% |
False |
False |
18,476 |
| 120 |
0.9798 |
0.8420 |
0.1378 |
14.3% |
0.0100 |
1.0% |
88% |
False |
False |
15,408 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0301 |
|
2.618 |
1.0078 |
|
1.618 |
0.9941 |
|
1.000 |
0.9856 |
|
0.618 |
0.9804 |
|
HIGH |
0.9719 |
|
0.618 |
0.9667 |
|
0.500 |
0.9651 |
|
0.382 |
0.9634 |
|
LOW |
0.9582 |
|
0.618 |
0.9497 |
|
1.000 |
0.9445 |
|
1.618 |
0.9360 |
|
2.618 |
0.9223 |
|
4.250 |
0.9000 |
|
|
| Fisher Pivots for day following 16-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9651 |
0.9690 |
| PP |
0.9645 |
0.9672 |
| S1 |
0.9640 |
0.9653 |
|