CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 05-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2009 |
05-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9376 |
0.9415 |
0.0039 |
0.4% |
0.9504 |
| High |
0.9439 |
0.9429 |
-0.0010 |
-0.1% |
0.9523 |
| Low |
0.9357 |
0.9362 |
0.0005 |
0.1% |
0.9217 |
| Close |
0.9425 |
0.9392 |
-0.0033 |
-0.4% |
0.9262 |
| Range |
0.0082 |
0.0067 |
-0.0015 |
-18.3% |
0.0306 |
| ATR |
0.0136 |
0.0131 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
87,069 |
89,684 |
2,615 |
3.0% |
388,807 |
|
| Daily Pivots for day following 05-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9595 |
0.9561 |
0.9429 |
|
| R3 |
0.9528 |
0.9494 |
0.9410 |
|
| R2 |
0.9461 |
0.9461 |
0.9404 |
|
| R1 |
0.9427 |
0.9427 |
0.9398 |
0.9411 |
| PP |
0.9394 |
0.9394 |
0.9394 |
0.9386 |
| S1 |
0.9360 |
0.9360 |
0.9386 |
0.9344 |
| S2 |
0.9327 |
0.9327 |
0.9380 |
|
| S3 |
0.9260 |
0.9293 |
0.9374 |
|
| S4 |
0.9193 |
0.9226 |
0.9355 |
|
|
| 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% |
0.0123 |
1.3% |
79% |
False |
False |
89,366 |
| 10 |
0.9570 |
0.9212 |
0.0358 |
3.8% |
0.0126 |
1.3% |
50% |
False |
False |
83,297 |
| 20 |
0.9798 |
0.9212 |
0.0586 |
6.2% |
0.0134 |
1.4% |
31% |
False |
False |
76,371 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.5% |
0.0129 |
1.4% |
42% |
False |
False |
72,221 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0126 |
1.3% |
50% |
False |
False |
49,671 |
| 80 |
0.9798 |
0.8942 |
0.0856 |
9.1% |
0.0118 |
1.3% |
53% |
False |
False |
37,306 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0109 |
1.2% |
68% |
False |
False |
29,858 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0108 |
1.1% |
68% |
False |
False |
24,903 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9714 |
|
2.618 |
0.9604 |
|
1.618 |
0.9537 |
|
1.000 |
0.9496 |
|
0.618 |
0.9470 |
|
HIGH |
0.9429 |
|
0.618 |
0.9403 |
|
0.500 |
0.9396 |
|
0.382 |
0.9388 |
|
LOW |
0.9362 |
|
0.618 |
0.9321 |
|
1.000 |
0.9295 |
|
1.618 |
0.9254 |
|
2.618 |
0.9187 |
|
4.250 |
0.9077 |
|
|
| Fisher Pivots for day following 05-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9396 |
0.9370 |
| PP |
0.9394 |
0.9348 |
| S1 |
0.9393 |
0.9326 |
|