CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 20-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Oct-2009 |
20-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9624 |
0.9727 |
0.0103 |
1.1% |
0.9587 |
| High |
0.9729 |
0.9741 |
0.0012 |
0.1% |
0.9798 |
| Low |
0.9594 |
0.9498 |
-0.0096 |
-1.0% |
0.9567 |
| Close |
0.9721 |
0.9519 |
-0.0202 |
-2.1% |
0.9635 |
| Range |
0.0135 |
0.0243 |
0.0108 |
80.0% |
0.0231 |
| ATR |
0.0127 |
0.0135 |
0.0008 |
6.5% |
0.0000 |
| Volume |
68,145 |
49,986 |
-18,159 |
-26.6% |
315,368 |
|
| Daily Pivots for day following 20-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0315 |
1.0160 |
0.9653 |
|
| R3 |
1.0072 |
0.9917 |
0.9586 |
|
| R2 |
0.9829 |
0.9829 |
0.9564 |
|
| R1 |
0.9674 |
0.9674 |
0.9541 |
0.9630 |
| PP |
0.9586 |
0.9586 |
0.9586 |
0.9564 |
| S1 |
0.9431 |
0.9431 |
0.9497 |
0.9387 |
| S2 |
0.9343 |
0.9343 |
0.9474 |
|
| S3 |
0.9100 |
0.9188 |
0.9452 |
|
| S4 |
0.8857 |
0.8945 |
0.9385 |
|
|
| 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 |
0.9498 |
0.0300 |
3.2% |
0.0152 |
1.6% |
7% |
False |
True |
65,286 |
| 10 |
0.9798 |
0.9390 |
0.0408 |
4.3% |
0.0134 |
1.4% |
32% |
False |
False |
64,654 |
| 20 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0136 |
1.4% |
60% |
False |
False |
68,261 |
| 40 |
0.9798 |
0.9010 |
0.0788 |
8.3% |
0.0128 |
1.3% |
65% |
False |
False |
48,886 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0120 |
1.3% |
65% |
False |
False |
32,688 |
| 80 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0110 |
1.2% |
78% |
False |
False |
24,541 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0107 |
1.1% |
78% |
False |
False |
19,656 |
| 120 |
0.9798 |
0.8456 |
0.1342 |
14.1% |
0.0102 |
1.1% |
79% |
False |
False |
16,392 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0774 |
|
2.618 |
1.0377 |
|
1.618 |
1.0134 |
|
1.000 |
0.9984 |
|
0.618 |
0.9891 |
|
HIGH |
0.9741 |
|
0.618 |
0.9648 |
|
0.500 |
0.9620 |
|
0.382 |
0.9591 |
|
LOW |
0.9498 |
|
0.618 |
0.9348 |
|
1.000 |
0.9255 |
|
1.618 |
0.9105 |
|
2.618 |
0.8862 |
|
4.250 |
0.8465 |
|
|
| Fisher Pivots for day following 20-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9620 |
0.9620 |
| PP |
0.9586 |
0.9586 |
| S1 |
0.9553 |
0.9553 |
|