CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 13-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2009 |
13-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9575 |
0.9472 |
-0.0103 |
-1.1% |
0.9315 |
| High |
0.9599 |
0.9549 |
-0.0050 |
-0.5% |
0.9599 |
| Low |
0.9455 |
0.9463 |
0.0008 |
0.1% |
0.9303 |
| Close |
0.9480 |
0.9508 |
0.0028 |
0.3% |
0.9508 |
| Range |
0.0144 |
0.0086 |
-0.0058 |
-40.3% |
0.0296 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
56,367 |
76,439 |
20,072 |
35.6% |
358,442 |
|
| Daily Pivots for day following 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9765 |
0.9722 |
0.9555 |
|
| R3 |
0.9679 |
0.9636 |
0.9532 |
|
| R2 |
0.9593 |
0.9593 |
0.9524 |
|
| R1 |
0.9550 |
0.9550 |
0.9516 |
0.9572 |
| PP |
0.9507 |
0.9507 |
0.9507 |
0.9517 |
| S1 |
0.9464 |
0.9464 |
0.9500 |
0.9486 |
| S2 |
0.9421 |
0.9421 |
0.9492 |
|
| S3 |
0.9335 |
0.9378 |
0.9484 |
|
| S4 |
0.9249 |
0.9292 |
0.9461 |
|
|
| Weekly Pivots for week ending 13-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0358 |
1.0229 |
0.9671 |
|
| R3 |
1.0062 |
0.9933 |
0.9589 |
|
| R2 |
0.9766 |
0.9766 |
0.9562 |
|
| R1 |
0.9637 |
0.9637 |
0.9535 |
0.9702 |
| PP |
0.9470 |
0.9470 |
0.9470 |
0.9502 |
| S1 |
0.9341 |
0.9341 |
0.9481 |
0.9406 |
| S2 |
0.9174 |
0.9174 |
0.9454 |
|
| S3 |
0.8878 |
0.9045 |
0.9427 |
|
| S4 |
0.8582 |
0.8749 |
0.9345 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9599 |
0.9303 |
0.0296 |
3.1% |
0.0118 |
1.2% |
69% |
False |
False |
71,688 |
| 10 |
0.9599 |
0.9212 |
0.0387 |
4.1% |
0.0119 |
1.2% |
76% |
False |
False |
79,020 |
| 20 |
0.9741 |
0.9212 |
0.0529 |
5.6% |
0.0134 |
1.4% |
56% |
False |
False |
78,129 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0132 |
1.4% |
59% |
False |
False |
72,960 |
| 60 |
0.9798 |
0.9010 |
0.0788 |
8.3% |
0.0127 |
1.3% |
63% |
False |
False |
56,676 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0121 |
1.3% |
64% |
False |
False |
42,574 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0113 |
1.2% |
77% |
False |
False |
34,079 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0109 |
1.2% |
77% |
False |
False |
28,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9915 |
|
2.618 |
0.9774 |
|
1.618 |
0.9688 |
|
1.000 |
0.9635 |
|
0.618 |
0.9602 |
|
HIGH |
0.9549 |
|
0.618 |
0.9516 |
|
0.500 |
0.9506 |
|
0.382 |
0.9496 |
|
LOW |
0.9463 |
|
0.618 |
0.9410 |
|
1.000 |
0.9377 |
|
1.618 |
0.9324 |
|
2.618 |
0.9238 |
|
4.250 |
0.9098 |
|
|
| Fisher Pivots for day following 13-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9507 |
0.9527 |
| PP |
0.9507 |
0.9521 |
| S1 |
0.9506 |
0.9514 |
|