CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 19-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2009 |
19-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9514 |
0.9480 |
-0.0034 |
-0.4% |
0.9315 |
| High |
0.9569 |
0.9483 |
-0.0086 |
-0.9% |
0.9599 |
| Low |
0.9448 |
0.9353 |
-0.0095 |
-1.0% |
0.9303 |
| Close |
0.9461 |
0.9412 |
-0.0049 |
-0.5% |
0.9508 |
| Range |
0.0121 |
0.0130 |
0.0009 |
7.4% |
0.0296 |
| ATR |
0.0127 |
0.0127 |
0.0000 |
0.2% |
0.0000 |
| Volume |
79,529 |
70,893 |
-8,636 |
-10.9% |
358,442 |
|
| Daily Pivots for day following 19-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9806 |
0.9739 |
0.9484 |
|
| R3 |
0.9676 |
0.9609 |
0.9448 |
|
| R2 |
0.9546 |
0.9546 |
0.9436 |
|
| R1 |
0.9479 |
0.9479 |
0.9424 |
0.9448 |
| PP |
0.9416 |
0.9416 |
0.9416 |
0.9400 |
| S1 |
0.9349 |
0.9349 |
0.9400 |
0.9318 |
| S2 |
0.9286 |
0.9286 |
0.9388 |
|
| S3 |
0.9156 |
0.9219 |
0.9376 |
|
| S4 |
0.9026 |
0.9089 |
0.9341 |
|
|
| 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 |
0.9591 |
0.9353 |
0.0238 |
2.5% |
0.0115 |
1.2% |
25% |
False |
True |
71,987 |
| 10 |
0.9599 |
0.9274 |
0.0325 |
3.5% |
0.0124 |
1.3% |
42% |
False |
False |
70,604 |
| 20 |
0.9599 |
0.9212 |
0.0387 |
4.1% |
0.0125 |
1.3% |
52% |
False |
False |
76,950 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.5% |
0.0130 |
1.4% |
45% |
False |
False |
74,666 |
| 60 |
0.9798 |
0.9010 |
0.0788 |
8.4% |
0.0127 |
1.3% |
51% |
False |
False |
61,359 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0122 |
1.3% |
52% |
False |
False |
46,111 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0114 |
1.2% |
69% |
False |
False |
36,911 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.4% |
0.0109 |
1.2% |
69% |
False |
False |
30,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0036 |
|
2.618 |
0.9823 |
|
1.618 |
0.9693 |
|
1.000 |
0.9613 |
|
0.618 |
0.9563 |
|
HIGH |
0.9483 |
|
0.618 |
0.9433 |
|
0.500 |
0.9418 |
|
0.382 |
0.9403 |
|
LOW |
0.9353 |
|
0.618 |
0.9273 |
|
1.000 |
0.9223 |
|
1.618 |
0.9143 |
|
2.618 |
0.9013 |
|
4.250 |
0.8801 |
|
|
| Fisher Pivots for day following 19-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9418 |
0.9461 |
| PP |
0.9416 |
0.9445 |
| S1 |
0.9414 |
0.9428 |
|