CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 02-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2009 |
02-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9370 |
0.9217 |
-0.0153 |
-1.6% |
0.9504 |
| High |
0.9387 |
0.9334 |
-0.0053 |
-0.6% |
0.9523 |
| Low |
0.9217 |
0.9212 |
-0.0005 |
-0.1% |
0.9217 |
| Close |
0.9262 |
0.9269 |
0.0007 |
0.1% |
0.9262 |
| Range |
0.0170 |
0.0122 |
-0.0048 |
-28.2% |
0.0306 |
| ATR |
0.0139 |
0.0138 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
79,171 |
107,006 |
27,835 |
35.2% |
388,807 |
|
| Daily Pivots for day following 02-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9638 |
0.9575 |
0.9336 |
|
| R3 |
0.9516 |
0.9453 |
0.9303 |
|
| R2 |
0.9394 |
0.9394 |
0.9291 |
|
| R1 |
0.9331 |
0.9331 |
0.9280 |
0.9363 |
| PP |
0.9272 |
0.9272 |
0.9272 |
0.9287 |
| S1 |
0.9209 |
0.9209 |
0.9258 |
0.9241 |
| S2 |
0.9150 |
0.9150 |
0.9247 |
|
| S3 |
0.9028 |
0.9087 |
0.9235 |
|
| S4 |
0.8906 |
0.8965 |
0.9202 |
|
|
| 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 |
0.9410 |
0.9212 |
0.0198 |
2.1% |
0.0134 |
1.4% |
29% |
False |
True |
87,923 |
| 10 |
0.9741 |
0.9212 |
0.0529 |
5.7% |
0.0148 |
1.6% |
11% |
False |
True |
81,123 |
| 20 |
0.9798 |
0.9212 |
0.0586 |
6.3% |
0.0137 |
1.5% |
10% |
False |
True |
73,105 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.6% |
0.0130 |
1.4% |
25% |
False |
False |
67,494 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.7% |
0.0127 |
1.4% |
34% |
False |
False |
45,336 |
| 80 |
0.9798 |
0.8680 |
0.1118 |
12.1% |
0.0118 |
1.3% |
53% |
False |
False |
34,051 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.6% |
0.0109 |
1.2% |
58% |
False |
False |
27,254 |
| 120 |
0.9798 |
0.8456 |
0.1342 |
14.5% |
0.0107 |
1.2% |
61% |
False |
False |
22,731 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9853 |
|
2.618 |
0.9653 |
|
1.618 |
0.9531 |
|
1.000 |
0.9456 |
|
0.618 |
0.9409 |
|
HIGH |
0.9334 |
|
0.618 |
0.9287 |
|
0.500 |
0.9273 |
|
0.382 |
0.9259 |
|
LOW |
0.9212 |
|
0.618 |
0.9137 |
|
1.000 |
0.9090 |
|
1.618 |
0.9015 |
|
2.618 |
0.8893 |
|
4.250 |
0.8694 |
|
|
| Fisher Pivots for day following 02-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9273 |
0.9300 |
| PP |
0.9272 |
0.9289 |
| S1 |
0.9270 |
0.9279 |
|