CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 28-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Oct-2009 |
28-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9349 |
0.9399 |
0.0050 |
0.5% |
0.9624 |
| High |
0.9410 |
0.9399 |
-0.0011 |
-0.1% |
0.9741 |
| Low |
0.9330 |
0.9246 |
-0.0084 |
-0.9% |
0.9447 |
| Close |
0.9404 |
0.9268 |
-0.0136 |
-1.4% |
0.9500 |
| Range |
0.0080 |
0.0153 |
0.0073 |
91.3% |
0.0294 |
| ATR |
0.0135 |
0.0136 |
0.0002 |
1.2% |
0.0000 |
| Volume |
81,270 |
79,888 |
-1,382 |
-1.7% |
383,570 |
|
| Daily Pivots for day following 28-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9763 |
0.9669 |
0.9352 |
|
| R3 |
0.9610 |
0.9516 |
0.9310 |
|
| R2 |
0.9457 |
0.9457 |
0.9296 |
|
| R1 |
0.9363 |
0.9363 |
0.9282 |
0.9334 |
| PP |
0.9304 |
0.9304 |
0.9304 |
0.9290 |
| S1 |
0.9210 |
0.9210 |
0.9254 |
0.9181 |
| S2 |
0.9151 |
0.9151 |
0.9240 |
|
| S3 |
0.8998 |
0.9057 |
0.9226 |
|
| S4 |
0.8845 |
0.8904 |
0.9184 |
|
|
| 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 |
0.9600 |
0.9246 |
0.0354 |
3.8% |
0.0123 |
1.3% |
6% |
False |
True |
77,690 |
| 10 |
0.9798 |
0.9246 |
0.0552 |
6.0% |
0.0148 |
1.6% |
4% |
False |
True |
74,205 |
| 20 |
0.9798 |
0.9124 |
0.0674 |
7.3% |
0.0135 |
1.5% |
21% |
False |
False |
72,138 |
| 40 |
0.9798 |
0.9033 |
0.0765 |
8.3% |
0.0128 |
1.4% |
31% |
False |
False |
60,723 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.7% |
0.0124 |
1.3% |
34% |
False |
False |
40,708 |
| 80 |
0.9798 |
0.8576 |
0.1222 |
13.2% |
0.0115 |
1.2% |
57% |
False |
False |
30,572 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.6% |
0.0107 |
1.2% |
58% |
False |
False |
24,473 |
| 120 |
0.9798 |
0.8456 |
0.1342 |
14.5% |
0.0105 |
1.1% |
61% |
False |
False |
20,413 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0049 |
|
2.618 |
0.9800 |
|
1.618 |
0.9647 |
|
1.000 |
0.9552 |
|
0.618 |
0.9494 |
|
HIGH |
0.9399 |
|
0.618 |
0.9341 |
|
0.500 |
0.9323 |
|
0.382 |
0.9304 |
|
LOW |
0.9246 |
|
0.618 |
0.9151 |
|
1.000 |
0.9093 |
|
1.618 |
0.8998 |
|
2.618 |
0.8845 |
|
4.250 |
0.8596 |
|
|
| Fisher Pivots for day following 28-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9323 |
0.9385 |
| PP |
0.9304 |
0.9346 |
| S1 |
0.9286 |
0.9307 |
|