CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 18-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Nov-2009 |
18-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9546 |
0.9514 |
-0.0032 |
-0.3% |
0.9315 |
| High |
0.9557 |
0.9569 |
0.0012 |
0.1% |
0.9599 |
| Low |
0.9416 |
0.9448 |
0.0032 |
0.3% |
0.9303 |
| Close |
0.9503 |
0.9461 |
-0.0042 |
-0.4% |
0.9508 |
| Range |
0.0141 |
0.0121 |
-0.0020 |
-14.2% |
0.0296 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
69,187 |
79,529 |
10,342 |
14.9% |
358,442 |
|
| Daily Pivots for day following 18-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9856 |
0.9779 |
0.9528 |
|
| R3 |
0.9735 |
0.9658 |
0.9494 |
|
| R2 |
0.9614 |
0.9614 |
0.9483 |
|
| R1 |
0.9537 |
0.9537 |
0.9472 |
0.9515 |
| PP |
0.9493 |
0.9493 |
0.9493 |
0.9482 |
| S1 |
0.9416 |
0.9416 |
0.9450 |
0.9394 |
| S2 |
0.9372 |
0.9372 |
0.9439 |
|
| S3 |
0.9251 |
0.9295 |
0.9428 |
|
| S4 |
0.9130 |
0.9174 |
0.9394 |
|
|
| 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% |
0.0118 |
1.2% |
25% |
False |
False |
69,082 |
| 10 |
0.9599 |
0.9274 |
0.0325 |
3.4% |
0.0117 |
1.2% |
58% |
False |
False |
72,483 |
| 20 |
0.9600 |
0.9212 |
0.0388 |
4.1% |
0.0124 |
1.3% |
64% |
False |
False |
78,135 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.4% |
0.0132 |
1.4% |
52% |
False |
False |
74,274 |
| 60 |
0.9798 |
0.9010 |
0.0788 |
8.3% |
0.0127 |
1.3% |
57% |
False |
False |
60,194 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.5% |
0.0122 |
1.3% |
58% |
False |
False |
45,227 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0113 |
1.2% |
73% |
False |
False |
36,203 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.3% |
0.0109 |
1.2% |
73% |
False |
False |
30,188 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0083 |
|
2.618 |
0.9886 |
|
1.618 |
0.9765 |
|
1.000 |
0.9690 |
|
0.618 |
0.9644 |
|
HIGH |
0.9569 |
|
0.618 |
0.9523 |
|
0.500 |
0.9509 |
|
0.382 |
0.9494 |
|
LOW |
0.9448 |
|
0.618 |
0.9373 |
|
1.000 |
0.9327 |
|
1.618 |
0.9252 |
|
2.618 |
0.9131 |
|
4.250 |
0.8934 |
|
|
| Fisher Pivots for day following 18-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9509 |
0.9504 |
| PP |
0.9493 |
0.9489 |
| S1 |
0.9477 |
0.9475 |
|