CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 12-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2009 |
12-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9523 |
0.9575 |
0.0052 |
0.5% |
0.9217 |
| High |
0.9585 |
0.9599 |
0.0014 |
0.1% |
0.9439 |
| Low |
0.9520 |
0.9455 |
-0.0065 |
-0.7% |
0.9212 |
| Close |
0.9557 |
0.9480 |
-0.0077 |
-0.8% |
0.9285 |
| Range |
0.0065 |
0.0144 |
0.0079 |
121.5% |
0.0227 |
| ATR |
0.0131 |
0.0132 |
0.0001 |
0.7% |
0.0000 |
| Volume |
67,707 |
56,367 |
-11,340 |
-16.7% |
431,765 |
|
| Daily Pivots for day following 12-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9943 |
0.9856 |
0.9559 |
|
| R3 |
0.9799 |
0.9712 |
0.9520 |
|
| R2 |
0.9655 |
0.9655 |
0.9506 |
|
| R1 |
0.9568 |
0.9568 |
0.9493 |
0.9540 |
| PP |
0.9511 |
0.9511 |
0.9511 |
0.9497 |
| S1 |
0.9424 |
0.9424 |
0.9467 |
0.9396 |
| S2 |
0.9367 |
0.9367 |
0.9454 |
|
| S3 |
0.9223 |
0.9280 |
0.9440 |
|
| S4 |
0.9079 |
0.9136 |
0.9401 |
|
|
| 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 |
0.9599 |
0.9274 |
0.0325 |
3.4% |
0.0132 |
1.4% |
63% |
True |
False |
69,221 |
| 10 |
0.9599 |
0.9212 |
0.0387 |
4.1% |
0.0127 |
1.3% |
69% |
True |
False |
79,293 |
| 20 |
0.9741 |
0.9212 |
0.0529 |
5.6% |
0.0137 |
1.4% |
51% |
False |
False |
78,179 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0133 |
1.4% |
55% |
False |
False |
72,572 |
| 60 |
0.9798 |
0.9010 |
0.0788 |
8.3% |
0.0128 |
1.3% |
60% |
False |
False |
55,407 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0121 |
1.3% |
61% |
False |
False |
41,621 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0112 |
1.2% |
75% |
False |
False |
33,316 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0110 |
1.2% |
75% |
False |
False |
27,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0211 |
|
2.618 |
0.9976 |
|
1.618 |
0.9832 |
|
1.000 |
0.9743 |
|
0.618 |
0.9688 |
|
HIGH |
0.9599 |
|
0.618 |
0.9544 |
|
0.500 |
0.9527 |
|
0.382 |
0.9510 |
|
LOW |
0.9455 |
|
0.618 |
0.9366 |
|
1.000 |
0.9311 |
|
1.618 |
0.9222 |
|
2.618 |
0.9078 |
|
4.250 |
0.8843 |
|
|
| Fisher Pivots for day following 12-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9527 |
0.9513 |
| PP |
0.9511 |
0.9502 |
| S1 |
0.9496 |
0.9491 |
|