CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 19-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2009 |
19-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9671 |
0.9624 |
-0.0047 |
-0.5% |
0.9587 |
| High |
0.9719 |
0.9729 |
0.0010 |
0.1% |
0.9798 |
| Low |
0.9582 |
0.9594 |
0.0012 |
0.1% |
0.9567 |
| Close |
0.9635 |
0.9721 |
0.0086 |
0.9% |
0.9635 |
| Range |
0.0137 |
0.0135 |
-0.0002 |
-1.5% |
0.0231 |
| ATR |
0.0127 |
0.0127 |
0.0001 |
0.5% |
0.0000 |
| Volume |
77,445 |
68,145 |
-9,300 |
-12.0% |
315,368 |
|
| Daily Pivots for day following 19-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0086 |
1.0039 |
0.9795 |
|
| R3 |
0.9951 |
0.9904 |
0.9758 |
|
| R2 |
0.9816 |
0.9816 |
0.9746 |
|
| R1 |
0.9769 |
0.9769 |
0.9733 |
0.9793 |
| PP |
0.9681 |
0.9681 |
0.9681 |
0.9693 |
| S1 |
0.9634 |
0.9634 |
0.9709 |
0.9658 |
| S2 |
0.9546 |
0.9546 |
0.9696 |
|
| S3 |
0.9411 |
0.9499 |
0.9684 |
|
| S4 |
0.9276 |
0.9364 |
0.9647 |
|
|
| 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 |
0.9582 |
0.0216 |
2.2% |
0.0124 |
1.3% |
64% |
False |
False |
62,326 |
| 10 |
0.9798 |
0.9331 |
0.0467 |
4.8% |
0.0125 |
1.3% |
84% |
False |
False |
65,086 |
| 20 |
0.9798 |
0.9094 |
0.0704 |
7.2% |
0.0130 |
1.3% |
89% |
False |
False |
68,667 |
| 40 |
0.9798 |
0.9010 |
0.0788 |
8.1% |
0.0125 |
1.3% |
90% |
False |
False |
47,645 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.3% |
0.0118 |
1.2% |
90% |
False |
False |
31,857 |
| 80 |
0.9798 |
0.8540 |
0.1258 |
12.9% |
0.0108 |
1.1% |
94% |
False |
False |
23,917 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
12.9% |
0.0105 |
1.1% |
94% |
False |
False |
19,156 |
| 120 |
0.9798 |
0.8440 |
0.1358 |
14.0% |
0.0101 |
1.0% |
94% |
False |
False |
15,976 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0303 |
|
2.618 |
1.0082 |
|
1.618 |
0.9947 |
|
1.000 |
0.9864 |
|
0.618 |
0.9812 |
|
HIGH |
0.9729 |
|
0.618 |
0.9677 |
|
0.500 |
0.9662 |
|
0.382 |
0.9646 |
|
LOW |
0.9594 |
|
0.618 |
0.9511 |
|
1.000 |
0.9459 |
|
1.618 |
0.9376 |
|
2.618 |
0.9241 |
|
4.250 |
0.9020 |
|
|
| Fisher Pivots for day following 19-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9701 |
0.9711 |
| PP |
0.9681 |
0.9700 |
| S1 |
0.9662 |
0.9690 |
|