CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 03-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Nov-2009 |
03-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9217 |
0.9280 |
0.0063 |
0.7% |
0.9504 |
| High |
0.9334 |
0.9385 |
0.0051 |
0.5% |
0.9523 |
| Low |
0.9212 |
0.9213 |
0.0001 |
0.0% |
0.9217 |
| Close |
0.9269 |
0.9367 |
0.0098 |
1.1% |
0.9262 |
| Range |
0.0122 |
0.0172 |
0.0050 |
41.0% |
0.0306 |
| ATR |
0.0138 |
0.0140 |
0.0002 |
1.8% |
0.0000 |
| Volume |
107,006 |
83,903 |
-23,103 |
-21.6% |
388,807 |
|
| Daily Pivots for day following 03-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9838 |
0.9774 |
0.9462 |
|
| R3 |
0.9666 |
0.9602 |
0.9414 |
|
| R2 |
0.9494 |
0.9494 |
0.9399 |
|
| R1 |
0.9430 |
0.9430 |
0.9383 |
0.9462 |
| PP |
0.9322 |
0.9322 |
0.9322 |
0.9338 |
| S1 |
0.9258 |
0.9258 |
0.9351 |
0.9290 |
| S2 |
0.9150 |
0.9150 |
0.9335 |
|
| S3 |
0.8978 |
0.9086 |
0.9320 |
|
| S4 |
0.8806 |
0.8914 |
0.9272 |
|
|
| 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 |
0.9399 |
0.9212 |
0.0187 |
2.0% |
0.0152 |
1.6% |
83% |
False |
False |
88,450 |
| 10 |
0.9636 |
0.9212 |
0.0424 |
4.5% |
0.0141 |
1.5% |
37% |
False |
False |
84,515 |
| 20 |
0.9798 |
0.9212 |
0.0586 |
6.3% |
0.0138 |
1.5% |
26% |
False |
False |
74,584 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.5% |
0.0130 |
1.4% |
39% |
False |
False |
69,413 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0128 |
1.4% |
47% |
False |
False |
46,733 |
| 80 |
0.9798 |
0.8848 |
0.0950 |
10.1% |
0.0118 |
1.3% |
55% |
False |
False |
35,099 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0109 |
1.2% |
66% |
False |
False |
28,092 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0107 |
1.1% |
66% |
False |
False |
23,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0116 |
|
2.618 |
0.9835 |
|
1.618 |
0.9663 |
|
1.000 |
0.9557 |
|
0.618 |
0.9491 |
|
HIGH |
0.9385 |
|
0.618 |
0.9319 |
|
0.500 |
0.9299 |
|
0.382 |
0.9279 |
|
LOW |
0.9213 |
|
0.618 |
0.9107 |
|
1.000 |
0.9041 |
|
1.618 |
0.8935 |
|
2.618 |
0.8763 |
|
4.250 |
0.8482 |
|
|
| Fisher Pivots for day following 03-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9344 |
0.9345 |
| PP |
0.9322 |
0.9322 |
| S1 |
0.9299 |
0.9300 |
|