CME Canadian Dollar Future December 2009
Trading Metrics calculated at close of trading on 09-Nov-2009 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2009 |
09-Nov-2009 |
Change |
Change % |
Previous Week |
Open |
0.9379 |
0.9315 |
-0.0064 |
-0.7% |
0.9217 |
High |
0.9427 |
0.9486 |
0.0059 |
0.6% |
0.9439 |
Low |
0.9274 |
0.9303 |
0.0029 |
0.3% |
0.9212 |
Close |
0.9285 |
0.9485 |
0.0200 |
2.2% |
0.9285 |
Range |
0.0153 |
0.0183 |
0.0030 |
19.6% |
0.0227 |
ATR |
0.0133 |
0.0138 |
0.0005 |
3.7% |
0.0000 |
Volume |
64,103 |
89,249 |
25,146 |
39.2% |
431,765 |
|
Daily Pivots for day following 09-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9974 |
0.9912 |
0.9586 |
|
R3 |
0.9791 |
0.9729 |
0.9535 |
|
R2 |
0.9608 |
0.9608 |
0.9519 |
|
R1 |
0.9546 |
0.9546 |
0.9502 |
0.9577 |
PP |
0.9425 |
0.9425 |
0.9425 |
0.9440 |
S1 |
0.9363 |
0.9363 |
0.9468 |
0.9394 |
S2 |
0.9242 |
0.9242 |
0.9451 |
|
S3 |
0.9059 |
0.9180 |
0.9435 |
|
S4 |
0.8876 |
0.8997 |
0.9384 |
|
|
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 |
0.9486 |
0.9213 |
0.0273 |
2.9% |
0.0131 |
1.4% |
100% |
True |
False |
82,801 |
10 |
0.9486 |
0.9212 |
0.0274 |
2.9% |
0.0133 |
1.4% |
100% |
True |
False |
85,362 |
20 |
0.9798 |
0.9212 |
0.0586 |
6.2% |
0.0138 |
1.5% |
47% |
False |
False |
76,843 |
40 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0132 |
1.4% |
56% |
False |
False |
72,695 |
60 |
0.9798 |
0.9001 |
0.0797 |
8.4% |
0.0128 |
1.3% |
61% |
False |
False |
52,207 |
80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0121 |
1.3% |
61% |
False |
False |
39,221 |
100 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0111 |
1.2% |
75% |
False |
False |
31,390 |
120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0109 |
1.1% |
75% |
False |
False |
26,179 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0264 |
2.618 |
0.9965 |
1.618 |
0.9782 |
1.000 |
0.9669 |
0.618 |
0.9599 |
HIGH |
0.9486 |
0.618 |
0.9416 |
0.500 |
0.9395 |
0.382 |
0.9373 |
LOW |
0.9303 |
0.618 |
0.9190 |
1.000 |
0.9120 |
1.618 |
0.9007 |
2.618 |
0.8824 |
4.250 |
0.8525 |
|
|
Fisher Pivots for day following 09-Nov-2009 |
Pivot |
1 day |
3 day |
R1 |
0.9455 |
0.9450 |
PP |
0.9425 |
0.9415 |
S1 |
0.9395 |
0.9380 |
|