CME Canadian Dollar Future December 2009
| Trading Metrics calculated at close of trading on 20-Nov-2009 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2009 |
20-Nov-2009 |
Change |
Change % |
Previous Week |
| Open |
0.9480 |
0.9408 |
-0.0072 |
-0.8% |
0.9496 |
| High |
0.9483 |
0.9420 |
-0.0063 |
-0.7% |
0.9591 |
| Low |
0.9353 |
0.9317 |
-0.0036 |
-0.4% |
0.9317 |
| Close |
0.9412 |
0.9334 |
-0.0078 |
-0.8% |
0.9334 |
| Range |
0.0130 |
0.0103 |
-0.0027 |
-20.8% |
0.0274 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
70,893 |
91,057 |
20,164 |
28.4% |
374,555 |
|
| Daily Pivots for day following 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9666 |
0.9603 |
0.9391 |
|
| R3 |
0.9563 |
0.9500 |
0.9362 |
|
| R2 |
0.9460 |
0.9460 |
0.9353 |
|
| R1 |
0.9397 |
0.9397 |
0.9343 |
0.9377 |
| PP |
0.9357 |
0.9357 |
0.9357 |
0.9347 |
| S1 |
0.9294 |
0.9294 |
0.9325 |
0.9274 |
| S2 |
0.9254 |
0.9254 |
0.9315 |
|
| S3 |
0.9151 |
0.9191 |
0.9306 |
|
| S4 |
0.9048 |
0.9088 |
0.9277 |
|
|
| Weekly Pivots for week ending 20-Nov-2009 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0236 |
1.0059 |
0.9485 |
|
| R3 |
0.9962 |
0.9785 |
0.9409 |
|
| R2 |
0.9688 |
0.9688 |
0.9384 |
|
| R1 |
0.9511 |
0.9511 |
0.9359 |
0.9463 |
| PP |
0.9414 |
0.9414 |
0.9414 |
0.9390 |
| S1 |
0.9237 |
0.9237 |
0.9309 |
0.9189 |
| S2 |
0.9140 |
0.9140 |
0.9284 |
|
| S3 |
0.8866 |
0.8963 |
0.9259 |
|
| S4 |
0.8592 |
0.8689 |
0.9183 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9591 |
0.9317 |
0.0274 |
2.9% |
0.0119 |
1.3% |
6% |
False |
True |
74,911 |
| 10 |
0.9599 |
0.9303 |
0.0296 |
3.2% |
0.0119 |
1.3% |
10% |
False |
False |
73,299 |
| 20 |
0.9599 |
0.9212 |
0.0387 |
4.1% |
0.0125 |
1.3% |
32% |
False |
False |
77,678 |
| 40 |
0.9798 |
0.9094 |
0.0704 |
7.5% |
0.0130 |
1.4% |
34% |
False |
False |
74,399 |
| 60 |
0.9798 |
0.9010 |
0.0788 |
8.4% |
0.0127 |
1.4% |
41% |
False |
False |
62,867 |
| 80 |
0.9798 |
0.8991 |
0.0807 |
8.6% |
0.0123 |
1.3% |
43% |
False |
False |
47,242 |
| 100 |
0.9798 |
0.8540 |
0.1258 |
13.5% |
0.0115 |
1.2% |
63% |
False |
False |
37,822 |
| 120 |
0.9798 |
0.8540 |
0.1258 |
13.5% |
0.0108 |
1.2% |
63% |
False |
False |
31,535 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9858 |
|
2.618 |
0.9690 |
|
1.618 |
0.9587 |
|
1.000 |
0.9523 |
|
0.618 |
0.9484 |
|
HIGH |
0.9420 |
|
0.618 |
0.9381 |
|
0.500 |
0.9369 |
|
0.382 |
0.9356 |
|
LOW |
0.9317 |
|
0.618 |
0.9253 |
|
1.000 |
0.9214 |
|
1.618 |
0.9150 |
|
2.618 |
0.9047 |
|
4.250 |
0.8879 |
|
|
| Fisher Pivots for day following 20-Nov-2009 |
| Pivot |
1 day |
3 day |
| R1 |
0.9369 |
0.9443 |
| PP |
0.9357 |
0.9407 |
| S1 |
0.9346 |
0.9370 |
|