CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 17-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Nov-2009 |
17-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9496 |
0.9546 |
0.0050 |
0.5% |
0.9315 |
| High |
0.9591 |
0.9557 |
-0.0034 |
-0.4% |
0.9599 |
| Low |
0.9492 |
0.9416 |
-0.0076 |
-0.8% |
0.9303 |
| Close |
0.9554 |
0.9503 |
-0.0051 |
-0.5% |
0.9508 |
| Range |
0.0099 |
0.0141 |
0.0042 |
42.4% |
0.0296 |
| ATR |
0.0126 |
0.0127 |
0.0001 |
0.8% |
0.0000 |
| Volume |
63,889 |
69,187 |
5,298 |
8.3% |
358,442 |
|
| Daily Pivots for day following 17-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9915 |
0.9850 |
0.9581 |
|
| R3 |
0.9774 |
0.9709 |
0.9542 |
|
| R2 |
0.9633 |
0.9633 |
0.9529 |
|
| R1 |
0.9568 |
0.9568 |
0.9516 |
0.9530 |
| PP |
0.9492 |
0.9492 |
0.9492 |
0.9473 |
| S1 |
0.9427 |
0.9427 |
0.9490 |
0.9389 |
| S2 |
0.9351 |
0.9351 |
0.9477 |
|
| S3 |
0.9210 |
0.9286 |
0.9464 |
|
| S4 |
0.9069 |
0.9145 |
0.9425 |
|
|
| 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 |
0.9416 |
0.0183 |
1.9% |
0.0107 |
1.1% |
48% |
False |
True |
66,717 |
| 10 |
0.9599 |
0.9274 |
0.0325 |
3.4% |
0.0113 |
1.2% |
70% |
False |
False |
73,237 |
| 20 |
0.9636 |
0.9212 |
0.0424 |
4.5% |
0.0127 |
1.3% |
69% |
False |
False |
78,876 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0132 |
1.4% |
58% |
False |
False |
73,569 |
| 60 |
0.9798 |
0.9010 |
0.0788 |
8.3% |
0.0128 |
1.3% |
63% |
False |
False |
58,883 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0122 |
1.3% |
63% |
False |
False |
44,235 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0114 |
1.2% |
77% |
False |
False |
35,408 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.2% |
0.0110 |
1.2% |
77% |
False |
False |
29,526 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0156 |
|
2.618 |
0.9926 |
|
1.618 |
0.9785 |
|
1.000 |
0.9698 |
|
0.618 |
0.9644 |
|
HIGH |
0.9557 |
|
0.618 |
0.9503 |
|
0.500 |
0.9487 |
|
0.382 |
0.9470 |
|
LOW |
0.9416 |
|
0.618 |
0.9329 |
|
1.000 |
0.9275 |
|
1.618 |
0.9188 |
|
2.618 |
0.9047 |
|
4.250 |
0.8817 |
|
|
| Fisher Pivots for day following 17-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9498 |
0.9504 |
| PP |
0.9492 |
0.9503 |
| S1 |
0.9487 |
0.9503 |
|