CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 21-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Oct-2009 |
21-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9727 |
0.9527 |
-0.0200 |
-2.1% |
0.9587 |
| High |
0.9741 |
0.9636 |
-0.0105 |
-1.1% |
0.9798 |
| Low |
0.9498 |
0.9447 |
-0.0051 |
-0.5% |
0.9567 |
| Close |
0.9519 |
0.9626 |
0.0107 |
1.1% |
0.9635 |
| Range |
0.0243 |
0.0189 |
-0.0054 |
-22.2% |
0.0231 |
| ATR |
0.0135 |
0.0139 |
0.0004 |
2.8% |
0.0000 |
| Volume |
49,986 |
94,339 |
44,353 |
88.7% |
315,368 |
|
| Daily Pivots for day following 21-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0137 |
1.0070 |
0.9730 |
|
| R3 |
0.9948 |
0.9881 |
0.9678 |
|
| R2 |
0.9759 |
0.9759 |
0.9661 |
|
| R1 |
0.9692 |
0.9692 |
0.9643 |
0.9726 |
| PP |
0.9570 |
0.9570 |
0.9570 |
0.9586 |
| S1 |
0.9503 |
0.9503 |
0.9609 |
0.9537 |
| S2 |
0.9381 |
0.9381 |
0.9591 |
|
| S3 |
0.9192 |
0.9314 |
0.9574 |
|
| S4 |
0.9003 |
0.9125 |
0.9522 |
|
|
| 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 |
0.9447 |
0.0351 |
3.6% |
0.0172 |
1.8% |
51% |
False |
True |
70,719 |
| 10 |
0.9798 |
0.9406 |
0.0392 |
4.1% |
0.0142 |
1.5% |
56% |
False |
False |
65,918 |
| 20 |
0.9798 |
0.9094 |
0.0704 |
7.3% |
0.0141 |
1.5% |
76% |
False |
False |
70,412 |
| 40 |
0.9798 |
0.9010 |
0.0788 |
8.2% |
0.0129 |
1.3% |
78% |
False |
False |
51,223 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.4% |
0.0121 |
1.3% |
79% |
False |
False |
34,257 |
| 80 |
0.9798 |
0.8540 |
0.1258 |
13.1% |
0.0111 |
1.2% |
86% |
False |
False |
25,720 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.1% |
0.0107 |
1.1% |
86% |
False |
False |
20,598 |
| 120 |
0.9798 |
0.8456 |
0.1342 |
13.9% |
0.0103 |
1.1% |
87% |
False |
False |
17,177 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0439 |
|
2.618 |
1.0131 |
|
1.618 |
0.9942 |
|
1.000 |
0.9825 |
|
0.618 |
0.9753 |
|
HIGH |
0.9636 |
|
0.618 |
0.9564 |
|
0.500 |
0.9542 |
|
0.382 |
0.9519 |
|
LOW |
0.9447 |
|
0.618 |
0.9330 |
|
1.000 |
0.9258 |
|
1.618 |
0.9141 |
|
2.618 |
0.8952 |
|
4.250 |
0.8644 |
|
|
| Fisher Pivots for day following 21-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9598 |
0.9615 |
| PP |
0.9570 |
0.9605 |
| S1 |
0.9542 |
0.9594 |
|