CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 06-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2009 |
06-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9415 |
0.9379 |
-0.0036 |
-0.4% |
0.9217 |
| High |
0.9429 |
0.9427 |
-0.0002 |
0.0% |
0.9439 |
| Low |
0.9362 |
0.9274 |
-0.0088 |
-0.9% |
0.9212 |
| Close |
0.9392 |
0.9285 |
-0.0107 |
-1.1% |
0.9285 |
| Range |
0.0067 |
0.0153 |
0.0086 |
128.4% |
0.0227 |
| ATR |
0.0131 |
0.0133 |
0.0002 |
1.2% |
0.0000 |
| Volume |
89,684 |
64,103 |
-25,581 |
-28.5% |
431,765 |
|
| Daily Pivots for day following 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9788 |
0.9689 |
0.9369 |
|
| R3 |
0.9635 |
0.9536 |
0.9327 |
|
| R2 |
0.9482 |
0.9482 |
0.9313 |
|
| R1 |
0.9383 |
0.9383 |
0.9299 |
0.9356 |
| PP |
0.9329 |
0.9329 |
0.9329 |
0.9315 |
| S1 |
0.9230 |
0.9230 |
0.9271 |
0.9203 |
| S2 |
0.9176 |
0.9176 |
0.9257 |
|
| S3 |
0.9023 |
0.9077 |
0.9243 |
|
| S4 |
0.8870 |
0.8924 |
0.9201 |
|
|
| Weekly Pivots for week ending 06-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9993 |
0.9866 |
0.9410 |
|
| R3 |
0.9766 |
0.9639 |
0.9347 |
|
| R2 |
0.9539 |
0.9539 |
0.9327 |
|
| R1 |
0.9412 |
0.9412 |
0.9306 |
0.9476 |
| PP |
0.9312 |
0.9312 |
0.9312 |
0.9344 |
| S1 |
0.9185 |
0.9185 |
0.9264 |
0.9249 |
| S2 |
0.9085 |
0.9085 |
0.9243 |
|
| S3 |
0.8858 |
0.8958 |
0.9223 |
|
| S4 |
0.8631 |
0.8731 |
0.9160 |
|
|
| 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% |
0.0119 |
1.3% |
32% |
False |
False |
86,353 |
| 10 |
0.9523 |
0.9212 |
0.0311 |
3.3% |
0.0132 |
1.4% |
23% |
False |
False |
82,057 |
| 20 |
0.9798 |
0.9212 |
0.0586 |
6.3% |
0.0135 |
1.5% |
12% |
False |
False |
75,975 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.6% |
0.0131 |
1.4% |
27% |
False |
False |
72,304 |
| 60 |
0.9798 |
0.8991 |
0.0807 |
8.7% |
0.0126 |
1.4% |
36% |
False |
False |
50,727 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.7% |
0.0119 |
1.3% |
36% |
False |
False |
38,106 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.5% |
0.0110 |
1.2% |
59% |
False |
False |
30,498 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.5% |
0.0108 |
1.2% |
59% |
False |
False |
25,437 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0077 |
|
2.618 |
0.9828 |
|
1.618 |
0.9675 |
|
1.000 |
0.9580 |
|
0.618 |
0.9522 |
|
HIGH |
0.9427 |
|
0.618 |
0.9369 |
|
0.500 |
0.9351 |
|
0.382 |
0.9332 |
|
LOW |
0.9274 |
|
0.618 |
0.9179 |
|
1.000 |
0.9121 |
|
1.618 |
0.9026 |
|
2.618 |
0.8873 |
|
4.250 |
0.8624 |
|
|
| Fisher Pivots for day following 06-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9351 |
0.9357 |
| PP |
0.9329 |
0.9333 |
| S1 |
0.9307 |
0.9309 |
|