CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 23-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2009 |
23-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9583 |
0.9550 |
-0.0033 |
-0.3% |
0.9624 |
| High |
0.9600 |
0.9570 |
-0.0030 |
-0.3% |
0.9741 |
| Low |
0.9483 |
0.9482 |
-0.0001 |
0.0% |
0.9447 |
| Close |
0.9539 |
0.9500 |
-0.0039 |
-0.4% |
0.9500 |
| Range |
0.0117 |
0.0088 |
-0.0029 |
-24.8% |
0.0294 |
| ATR |
0.0140 |
0.0136 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
94,598 |
76,502 |
-18,096 |
-19.1% |
383,570 |
|
| Daily Pivots for day following 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9781 |
0.9729 |
0.9548 |
|
| R3 |
0.9693 |
0.9641 |
0.9524 |
|
| R2 |
0.9605 |
0.9605 |
0.9516 |
|
| R1 |
0.9553 |
0.9553 |
0.9508 |
0.9535 |
| PP |
0.9517 |
0.9517 |
0.9517 |
0.9509 |
| S1 |
0.9465 |
0.9465 |
0.9492 |
0.9447 |
| S2 |
0.9429 |
0.9429 |
0.9484 |
|
| S3 |
0.9341 |
0.9377 |
0.9476 |
|
| S4 |
0.9253 |
0.9289 |
0.9452 |
|
|
| Weekly Pivots for week ending 23-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0445 |
1.0266 |
0.9662 |
|
| R3 |
1.0151 |
0.9972 |
0.9581 |
|
| R2 |
0.9857 |
0.9857 |
0.9554 |
|
| R1 |
0.9678 |
0.9678 |
0.9527 |
0.9621 |
| PP |
0.9563 |
0.9563 |
0.9563 |
0.9534 |
| S1 |
0.9384 |
0.9384 |
0.9473 |
0.9327 |
| S2 |
0.9269 |
0.9269 |
0.9446 |
|
| S3 |
0.8975 |
0.9090 |
0.9419 |
|
| S4 |
0.8681 |
0.8796 |
0.9338 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9741 |
0.9447 |
0.0294 |
3.1% |
0.0154 |
1.6% |
18% |
False |
False |
76,714 |
| 10 |
0.9798 |
0.9447 |
0.0351 |
3.7% |
0.0138 |
1.5% |
15% |
False |
False |
69,893 |
| 20 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0135 |
1.4% |
58% |
False |
False |
71,120 |
| 40 |
0.9798 |
0.9010 |
0.0788 |
8.3% |
0.0127 |
1.3% |
62% |
False |
False |
55,462 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0122 |
1.3% |
63% |
False |
False |
37,096 |
| 80 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0112 |
1.2% |
76% |
False |
False |
27,857 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0105 |
1.1% |
76% |
False |
False |
22,306 |
| 120 |
0.9798 |
0.8456 |
0.1342 |
14.1% |
0.0103 |
1.1% |
78% |
False |
False |
18,602 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9944 |
|
2.618 |
0.9800 |
|
1.618 |
0.9712 |
|
1.000 |
0.9658 |
|
0.618 |
0.9624 |
|
HIGH |
0.9570 |
|
0.618 |
0.9536 |
|
0.500 |
0.9526 |
|
0.382 |
0.9516 |
|
LOW |
0.9482 |
|
0.618 |
0.9428 |
|
1.000 |
0.9394 |
|
1.618 |
0.9340 |
|
2.618 |
0.9252 |
|
4.250 |
0.9108 |
|
|
| Fisher Pivots for day following 23-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9526 |
0.9542 |
| PP |
0.9517 |
0.9528 |
| S1 |
0.9509 |
0.9514 |
|