CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 27-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Oct-2009 |
27-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9504 |
0.9349 |
-0.0155 |
-1.6% |
0.9624 |
| High |
0.9523 |
0.9410 |
-0.0113 |
-1.2% |
0.9741 |
| Low |
0.9347 |
0.9330 |
-0.0017 |
-0.2% |
0.9447 |
| Close |
0.9367 |
0.9404 |
0.0037 |
0.4% |
0.9500 |
| Range |
0.0176 |
0.0080 |
-0.0096 |
-54.5% |
0.0294 |
| ATR |
0.0139 |
0.0135 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
56,196 |
81,270 |
25,074 |
44.6% |
383,570 |
|
| Daily Pivots for day following 27-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9621 |
0.9593 |
0.9448 |
|
| R3 |
0.9541 |
0.9513 |
0.9426 |
|
| R2 |
0.9461 |
0.9461 |
0.9419 |
|
| R1 |
0.9433 |
0.9433 |
0.9411 |
0.9447 |
| PP |
0.9381 |
0.9381 |
0.9381 |
0.9389 |
| S1 |
0.9353 |
0.9353 |
0.9397 |
0.9367 |
| S2 |
0.9301 |
0.9301 |
0.9389 |
|
| S3 |
0.9221 |
0.9273 |
0.9382 |
|
| S4 |
0.9141 |
0.9193 |
0.9360 |
|
|
| 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 |
0.9636 |
0.9330 |
0.0306 |
3.3% |
0.0130 |
1.4% |
24% |
False |
True |
80,581 |
| 10 |
0.9798 |
0.9330 |
0.0468 |
5.0% |
0.0141 |
1.5% |
16% |
False |
True |
72,933 |
| 20 |
0.9798 |
0.9124 |
0.0674 |
7.2% |
0.0136 |
1.4% |
42% |
False |
False |
71,401 |
| 40 |
0.9798 |
0.9010 |
0.0788 |
8.4% |
0.0126 |
1.3% |
50% |
False |
False |
58,810 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0123 |
1.3% |
51% |
False |
False |
39,381 |
| 80 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0114 |
1.2% |
69% |
False |
False |
29,575 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0106 |
1.1% |
69% |
False |
False |
23,675 |
| 120 |
0.9798 |
0.8456 |
0.1342 |
14.3% |
0.0105 |
1.1% |
71% |
False |
False |
19,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9750 |
|
2.618 |
0.9619 |
|
1.618 |
0.9539 |
|
1.000 |
0.9490 |
|
0.618 |
0.9459 |
|
HIGH |
0.9410 |
|
0.618 |
0.9379 |
|
0.500 |
0.9370 |
|
0.382 |
0.9361 |
|
LOW |
0.9330 |
|
0.618 |
0.9281 |
|
1.000 |
0.9250 |
|
1.618 |
0.9201 |
|
2.618 |
0.9121 |
|
4.250 |
0.8990 |
|
|
| Fisher Pivots for day following 27-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9393 |
0.9450 |
| PP |
0.9381 |
0.9435 |
| S1 |
0.9370 |
0.9419 |
|