CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 11-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Nov-2009 |
11-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9471 |
0.9523 |
0.0052 |
0.5% |
0.9217 |
| High |
0.9539 |
0.9585 |
0.0046 |
0.5% |
0.9439 |
| Low |
0.9426 |
0.9520 |
0.0094 |
1.0% |
0.9212 |
| Close |
0.9531 |
0.9557 |
0.0026 |
0.3% |
0.9285 |
| Range |
0.0113 |
0.0065 |
-0.0048 |
-42.5% |
0.0227 |
| ATR |
0.0136 |
0.0131 |
-0.0005 |
-3.7% |
0.0000 |
| Volume |
68,680 |
67,707 |
-973 |
-1.4% |
431,765 |
|
| Daily Pivots for day following 11-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9749 |
0.9718 |
0.9593 |
|
| R3 |
0.9684 |
0.9653 |
0.9575 |
|
| R2 |
0.9619 |
0.9619 |
0.9569 |
|
| R1 |
0.9588 |
0.9588 |
0.9563 |
0.9604 |
| PP |
0.9554 |
0.9554 |
0.9554 |
0.9562 |
| S1 |
0.9523 |
0.9523 |
0.9551 |
0.9539 |
| S2 |
0.9489 |
0.9489 |
0.9545 |
|
| S3 |
0.9424 |
0.9458 |
0.9539 |
|
| S4 |
0.9359 |
0.9393 |
0.9521 |
|
|
| 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 |
0.9585 |
0.9274 |
0.0311 |
3.3% |
0.0116 |
1.2% |
91% |
True |
False |
75,884 |
| 10 |
0.9585 |
0.9212 |
0.0373 |
3.9% |
0.0127 |
1.3% |
92% |
True |
False |
82,885 |
| 20 |
0.9798 |
0.9212 |
0.0586 |
6.1% |
0.0137 |
1.4% |
59% |
False |
False |
78,545 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0131 |
1.4% |
66% |
False |
False |
72,689 |
| 60 |
0.9798 |
0.9010 |
0.0788 |
8.2% |
0.0127 |
1.3% |
69% |
False |
False |
54,470 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.4% |
0.0121 |
1.3% |
70% |
False |
False |
40,919 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0112 |
1.2% |
81% |
False |
False |
32,753 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0109 |
1.1% |
81% |
False |
False |
27,312 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9861 |
|
2.618 |
0.9755 |
|
1.618 |
0.9690 |
|
1.000 |
0.9650 |
|
0.618 |
0.9625 |
|
HIGH |
0.9585 |
|
0.618 |
0.9560 |
|
0.500 |
0.9553 |
|
0.382 |
0.9545 |
|
LOW |
0.9520 |
|
0.618 |
0.9480 |
|
1.000 |
0.9455 |
|
1.618 |
0.9415 |
|
2.618 |
0.9350 |
|
4.250 |
0.9244 |
|
|
| Fisher Pivots for day following 11-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9556 |
0.9519 |
| PP |
0.9554 |
0.9482 |
| S1 |
0.9553 |
0.9444 |
|