CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 04-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Nov-2009 |
04-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9280 |
0.9376 |
0.0096 |
1.0% |
0.9504 |
| High |
0.9385 |
0.9439 |
0.0054 |
0.6% |
0.9523 |
| Low |
0.9213 |
0.9357 |
0.0144 |
1.6% |
0.9217 |
| Close |
0.9367 |
0.9425 |
0.0058 |
0.6% |
0.9262 |
| Range |
0.0172 |
0.0082 |
-0.0090 |
-52.3% |
0.0306 |
| ATR |
0.0140 |
0.0136 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
83,903 |
87,069 |
3,166 |
3.8% |
388,807 |
|
| Daily Pivots for day following 04-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9653 |
0.9621 |
0.9470 |
|
| R3 |
0.9571 |
0.9539 |
0.9448 |
|
| R2 |
0.9489 |
0.9489 |
0.9440 |
|
| R1 |
0.9457 |
0.9457 |
0.9433 |
0.9473 |
| PP |
0.9407 |
0.9407 |
0.9407 |
0.9415 |
| S1 |
0.9375 |
0.9375 |
0.9417 |
0.9391 |
| S2 |
0.9325 |
0.9325 |
0.9410 |
|
| S3 |
0.9243 |
0.9293 |
0.9402 |
|
| S4 |
0.9161 |
0.9211 |
0.9380 |
|
|
| 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 |
0.9439 |
0.9212 |
0.0227 |
2.4% |
0.0138 |
1.5% |
94% |
True |
False |
89,886 |
| 10 |
0.9600 |
0.9212 |
0.0388 |
4.1% |
0.0131 |
1.4% |
55% |
False |
False |
83,788 |
| 20 |
0.9798 |
0.9212 |
0.0586 |
6.2% |
0.0136 |
1.4% |
36% |
False |
False |
74,853 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.5% |
0.0130 |
1.4% |
47% |
False |
False |
70,737 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0126 |
1.3% |
54% |
False |
False |
48,181 |
| 80 |
0.9798 |
0.8940 |
0.0858 |
9.1% |
0.0117 |
1.2% |
57% |
False |
False |
36,186 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0109 |
1.2% |
70% |
False |
False |
28,962 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0107 |
1.1% |
70% |
False |
False |
24,156 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9788 |
|
2.618 |
0.9654 |
|
1.618 |
0.9572 |
|
1.000 |
0.9521 |
|
0.618 |
0.9490 |
|
HIGH |
0.9439 |
|
0.618 |
0.9408 |
|
0.500 |
0.9398 |
|
0.382 |
0.9388 |
|
LOW |
0.9357 |
|
0.618 |
0.9306 |
|
1.000 |
0.9275 |
|
1.618 |
0.9224 |
|
2.618 |
0.9142 |
|
4.250 |
0.9009 |
|
|
| Fisher Pivots for day following 04-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9416 |
0.9392 |
| PP |
0.9407 |
0.9359 |
| S1 |
0.9398 |
0.9326 |
|