CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 10-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Nov-2009 |
10-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9315 |
0.9471 |
0.0156 |
1.7% |
0.9217 |
| High |
0.9486 |
0.9539 |
0.0053 |
0.6% |
0.9439 |
| Low |
0.9303 |
0.9426 |
0.0123 |
1.3% |
0.9212 |
| Close |
0.9485 |
0.9531 |
0.0046 |
0.5% |
0.9285 |
| Range |
0.0183 |
0.0113 |
-0.0070 |
-38.3% |
0.0227 |
| ATR |
0.0138 |
0.0136 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
89,249 |
68,680 |
-20,569 |
-23.0% |
431,765 |
|
| Daily Pivots for day following 10-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9838 |
0.9797 |
0.9593 |
|
| R3 |
0.9725 |
0.9684 |
0.9562 |
|
| R2 |
0.9612 |
0.9612 |
0.9552 |
|
| R1 |
0.9571 |
0.9571 |
0.9541 |
0.9592 |
| PP |
0.9499 |
0.9499 |
0.9499 |
0.9509 |
| S1 |
0.9458 |
0.9458 |
0.9521 |
0.9479 |
| S2 |
0.9386 |
0.9386 |
0.9510 |
|
| S3 |
0.9273 |
0.9345 |
0.9500 |
|
| S4 |
0.9160 |
0.9232 |
0.9469 |
|
|
| 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 |
0.9539 |
0.9274 |
0.0265 |
2.8% |
0.0120 |
1.3% |
97% |
True |
False |
79,757 |
| 10 |
0.9539 |
0.9212 |
0.0327 |
3.4% |
0.0136 |
1.4% |
98% |
True |
False |
84,103 |
| 20 |
0.9798 |
0.9212 |
0.0586 |
6.1% |
0.0139 |
1.5% |
54% |
False |
False |
78,518 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0132 |
1.4% |
62% |
False |
False |
72,738 |
| 60 |
0.9798 |
0.9001 |
0.0797 |
8.4% |
0.0128 |
1.3% |
66% |
False |
False |
53,349 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0121 |
1.3% |
67% |
False |
False |
40,077 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0112 |
1.2% |
79% |
False |
False |
32,076 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0109 |
1.1% |
79% |
False |
False |
26,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0019 |
|
2.618 |
0.9835 |
|
1.618 |
0.9722 |
|
1.000 |
0.9652 |
|
0.618 |
0.9609 |
|
HIGH |
0.9539 |
|
0.618 |
0.9496 |
|
0.500 |
0.9483 |
|
0.382 |
0.9469 |
|
LOW |
0.9426 |
|
0.618 |
0.9356 |
|
1.000 |
0.9313 |
|
1.618 |
0.9243 |
|
2.618 |
0.9130 |
|
4.250 |
0.8946 |
|
|
| Fisher Pivots for day following 10-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9515 |
0.9490 |
| PP |
0.9499 |
0.9448 |
| S1 |
0.9483 |
0.9407 |
|