CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 29-Oct-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2009 |
29-Oct-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9399 |
0.9259 |
-0.0140 |
-1.5% |
0.9624 |
| High |
0.9399 |
0.9385 |
-0.0014 |
-0.1% |
0.9741 |
| Low |
0.9246 |
0.9240 |
-0.0006 |
-0.1% |
0.9447 |
| Close |
0.9268 |
0.9379 |
0.0111 |
1.2% |
0.9500 |
| Range |
0.0153 |
0.0145 |
-0.0008 |
-5.2% |
0.0294 |
| ATR |
0.0136 |
0.0137 |
0.0001 |
0.5% |
0.0000 |
| Volume |
79,888 |
92,282 |
12,394 |
15.5% |
383,570 |
|
| Daily Pivots for day following 29-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9770 |
0.9719 |
0.9459 |
|
| R3 |
0.9625 |
0.9574 |
0.9419 |
|
| R2 |
0.9480 |
0.9480 |
0.9406 |
|
| R1 |
0.9429 |
0.9429 |
0.9392 |
0.9455 |
| PP |
0.9335 |
0.9335 |
0.9335 |
0.9347 |
| S1 |
0.9284 |
0.9284 |
0.9366 |
0.9310 |
| S2 |
0.9190 |
0.9190 |
0.9352 |
|
| S3 |
0.9045 |
0.9139 |
0.9339 |
|
| S4 |
0.8900 |
0.8994 |
0.9299 |
|
|
| 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 |
0.9570 |
0.9240 |
0.0330 |
3.5% |
0.0128 |
1.4% |
42% |
False |
True |
77,227 |
| 10 |
0.9741 |
0.9240 |
0.0501 |
5.3% |
0.0146 |
1.6% |
28% |
False |
True |
77,065 |
| 20 |
0.9798 |
0.9124 |
0.0674 |
7.2% |
0.0135 |
1.4% |
38% |
False |
False |
71,673 |
| 40 |
0.9798 |
0.9063 |
0.0735 |
7.8% |
0.0130 |
1.4% |
43% |
False |
False |
62,986 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0125 |
1.3% |
48% |
False |
False |
42,243 |
| 80 |
0.9798 |
0.8576 |
0.1222 |
13.0% |
0.0116 |
1.2% |
66% |
False |
False |
31,724 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0108 |
1.1% |
67% |
False |
False |
25,395 |
| 120 |
0.9798 |
0.8456 |
0.1342 |
14.3% |
0.0105 |
1.1% |
69% |
False |
False |
21,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0001 |
|
2.618 |
0.9765 |
|
1.618 |
0.9620 |
|
1.000 |
0.9530 |
|
0.618 |
0.9475 |
|
HIGH |
0.9385 |
|
0.618 |
0.9330 |
|
0.500 |
0.9313 |
|
0.382 |
0.9295 |
|
LOW |
0.9240 |
|
0.618 |
0.9150 |
|
1.000 |
0.9095 |
|
1.618 |
0.9005 |
|
2.618 |
0.8860 |
|
4.250 |
0.8624 |
|
|
| Fisher Pivots for day following 29-Oct-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9357 |
0.9361 |
| PP |
0.9335 |
0.9343 |
| S1 |
0.9313 |
0.9325 |
|