CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 30-Oct-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2009 |
30-Oct-2009 |
Change |
Change % |
Previous Week |
Open |
0.9259 |
0.9370 |
0.0111 |
1.2% |
0.9504 |
High |
0.9385 |
0.9387 |
0.0002 |
0.0% |
0.9523 |
Low |
0.9240 |
0.9217 |
-0.0023 |
-0.2% |
0.9217 |
Close |
0.9379 |
0.9262 |
-0.0117 |
-1.2% |
0.9262 |
Range |
0.0145 |
0.0170 |
0.0025 |
17.2% |
0.0306 |
ATR |
0.0137 |
0.0139 |
0.0002 |
1.7% |
0.0000 |
Volume |
92,282 |
79,171 |
-13,111 |
-14.2% |
388,807 |
|
Daily Pivots for day following 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9799 |
0.9700 |
0.9356 |
|
R3 |
0.9629 |
0.9530 |
0.9309 |
|
R2 |
0.9459 |
0.9459 |
0.9293 |
|
R1 |
0.9360 |
0.9360 |
0.9278 |
0.9325 |
PP |
0.9289 |
0.9289 |
0.9289 |
0.9271 |
S1 |
0.9190 |
0.9190 |
0.9246 |
0.9155 |
S2 |
0.9119 |
0.9119 |
0.9231 |
|
S3 |
0.8949 |
0.9020 |
0.9215 |
|
S4 |
0.8779 |
0.8850 |
0.9169 |
|
|
Weekly Pivots for week ending 30-Oct-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0252 |
1.0063 |
0.9430 |
|
R3 |
0.9946 |
0.9757 |
0.9346 |
|
R2 |
0.9640 |
0.9640 |
0.9318 |
|
R1 |
0.9451 |
0.9451 |
0.9290 |
0.9393 |
PP |
0.9334 |
0.9334 |
0.9334 |
0.9305 |
S1 |
0.9145 |
0.9145 |
0.9234 |
0.9087 |
S2 |
0.9028 |
0.9028 |
0.9206 |
|
S3 |
0.8722 |
0.8839 |
0.9178 |
|
S4 |
0.8416 |
0.8533 |
0.9094 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9523 |
0.9217 |
0.0306 |
3.3% |
0.0145 |
1.6% |
15% |
False |
True |
77,761 |
10 |
0.9741 |
0.9217 |
0.0524 |
5.7% |
0.0150 |
1.6% |
9% |
False |
True |
77,237 |
20 |
0.9798 |
0.9217 |
0.0581 |
6.3% |
0.0136 |
1.5% |
8% |
False |
True |
71,891 |
40 |
0.9798 |
0.9094 |
0.0704 |
7.6% |
0.0129 |
1.4% |
24% |
False |
False |
64,892 |
60 |
0.9798 |
0.8991 |
0.0807 |
8.7% |
0.0126 |
1.4% |
34% |
False |
False |
43,556 |
80 |
0.9798 |
0.8591 |
0.1207 |
13.0% |
0.0117 |
1.3% |
56% |
False |
False |
32,714 |
100 |
0.9798 |
0.8540 |
0.1258 |
13.6% |
0.0108 |
1.2% |
57% |
False |
False |
26,185 |
120 |
0.9798 |
0.8456 |
0.1342 |
14.5% |
0.0107 |
1.2% |
60% |
False |
False |
21,840 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0110 |
2.618 |
0.9832 |
1.618 |
0.9662 |
1.000 |
0.9557 |
0.618 |
0.9492 |
HIGH |
0.9387 |
0.618 |
0.9322 |
0.500 |
0.9302 |
0.382 |
0.9282 |
LOW |
0.9217 |
0.618 |
0.9112 |
1.000 |
0.9047 |
1.618 |
0.8942 |
2.618 |
0.8772 |
4.250 |
0.8495 |
|
|
Fisher Pivots for day following 30-Oct-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9302 |
0.9308 |
PP |
0.9289 |
0.9293 |
S1 |
0.9275 |
0.9277 |
|