CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 16-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2009 |
16-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9472 |
0.9496 |
0.0024 |
0.3% |
0.9315 |
| High |
0.9549 |
0.9591 |
0.0042 |
0.4% |
0.9599 |
| Low |
0.9463 |
0.9492 |
0.0029 |
0.3% |
0.9303 |
| Close |
0.9508 |
0.9554 |
0.0046 |
0.5% |
0.9508 |
| Range |
0.0086 |
0.0099 |
0.0013 |
15.1% |
0.0296 |
| ATR |
0.0129 |
0.0126 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
76,439 |
63,889 |
-12,550 |
-16.4% |
358,442 |
|
| Daily Pivots for day following 16-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9843 |
0.9797 |
0.9608 |
|
| R3 |
0.9744 |
0.9698 |
0.9581 |
|
| R2 |
0.9645 |
0.9645 |
0.9572 |
|
| R1 |
0.9599 |
0.9599 |
0.9563 |
0.9622 |
| PP |
0.9546 |
0.9546 |
0.9546 |
0.9557 |
| S1 |
0.9500 |
0.9500 |
0.9545 |
0.9523 |
| S2 |
0.9447 |
0.9447 |
0.9536 |
|
| S3 |
0.9348 |
0.9401 |
0.9527 |
|
| S4 |
0.9249 |
0.9302 |
0.9500 |
|
|
| 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 |
0.9426 |
0.0173 |
1.8% |
0.0101 |
1.1% |
74% |
False |
False |
66,616 |
| 10 |
0.9599 |
0.9213 |
0.0386 |
4.0% |
0.0116 |
1.2% |
88% |
False |
False |
74,709 |
| 20 |
0.9741 |
0.9212 |
0.0529 |
5.5% |
0.0132 |
1.4% |
65% |
False |
False |
77,916 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0131 |
1.4% |
65% |
False |
False |
73,291 |
| 60 |
0.9798 |
0.9010 |
0.0788 |
8.2% |
0.0127 |
1.3% |
69% |
False |
False |
57,735 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.4% |
0.0121 |
1.3% |
70% |
False |
False |
43,372 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0113 |
1.2% |
81% |
False |
False |
34,717 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0110 |
1.1% |
81% |
False |
False |
28,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0012 |
|
2.618 |
0.9850 |
|
1.618 |
0.9751 |
|
1.000 |
0.9690 |
|
0.618 |
0.9652 |
|
HIGH |
0.9591 |
|
0.618 |
0.9553 |
|
0.500 |
0.9542 |
|
0.382 |
0.9530 |
|
LOW |
0.9492 |
|
0.618 |
0.9431 |
|
1.000 |
0.9393 |
|
1.618 |
0.9332 |
|
2.618 |
0.9233 |
|
4.250 |
0.9071 |
|
|
| Fisher Pivots for day following 16-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9550 |
0.9545 |
| PP |
0.9546 |
0.9536 |
| S1 |
0.9542 |
0.9527 |
|